Barclays PLC (BCS)

13.08 +0.16 (+1.24%) USD  |  NYSE  |  Dec 20, 16:00
13.07 -0.01 (-0.08%) Pre-Market: 20:00
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Barclays Max Drawdown (5Y): 76.01% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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HSBC Holdings PLC 63.37%
Lloyds Banking Group PLC 71.93%
NatWest Group PLC 75.68%
Banco Santander SA 73.82%
The Goldman Sachs Group Inc 48.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.397
Beta (5Y) 1.412
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.55%
Historical Sharpe Ratio (5Y) 0.2174
Historical Sortino (5Y) 0.2868
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.34%