Barclays PLC (BCS)
9.345
+0.10
(+1.14%)
USD |
NYSE |
Apr 19, 16:00
9.345
0.00 (0.00%)
After-Hours: 17:03
Barclays Max Drawdown (5Y): 76.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 76.01% |
| February 29, 2024 | 76.01% |
| January 31, 2024 | 76.01% |
| December 31, 2023 | 76.01% |
| November 30, 2023 | 76.01% |
| October 31, 2023 | 76.01% |
| September 30, 2023 | 76.01% |
| August 31, 2023 | 76.01% |
| July 31, 2023 | 76.01% |
| June 30, 2023 | 76.01% |
| May 31, 2023 | 76.01% |
| April 30, 2023 | 76.01% |
| March 31, 2023 | 76.01% |
| February 28, 2023 | 76.01% |
| January 31, 2023 | 76.01% |
| December 31, 2022 | 76.01% |
| November 30, 2022 | 76.01% |
| October 31, 2022 | 76.01% |
| September 30, 2022 | 76.01% |
| August 31, 2022 | 76.01% |
| July 31, 2022 | 76.01% |
| June 30, 2022 | 76.01% |
| May 31, 2022 | 76.01% |
| April 30, 2022 | 76.01% |
| March 31, 2022 | 76.01% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.01% |
| January 31, 2022 | 76.01% |
| December 31, 2021 | 76.01% |
| November 30, 2021 | 76.01% |
| October 31, 2021 | 76.01% |
| September 30, 2021 | 76.01% |
| August 31, 2021 | 76.01% |
| July 31, 2021 | 76.01% |
| June 30, 2021 | 76.01% |
| May 31, 2021 | 76.01% |
| April 30, 2021 | 76.01% |
| March 31, 2021 | 76.01% |
| February 28, 2021 | 76.01% |
| January 31, 2021 | 76.01% |
| December 31, 2020 | 76.01% |
| November 30, 2020 | 76.01% |
| October 31, 2020 | 76.01% |
| September 30, 2020 | 76.01% |
| August 31, 2020 | 76.01% |
| July 31, 2020 | 76.01% |
| June 30, 2020 | 76.01% |
| May 31, 2020 | 76.01% |
| April 30, 2020 | 76.01% |
| March 31, 2020 | 76.01% |
| February 29, 2020 | 61.41% |
Max Drawdown Definition
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.
Max Drawdown (5Y) Range, Past 5 Years
61.41%
Minimum
Apr 2019
76.01%
Maximum
Mar 2020
73.33%
Average
76.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| HSBC Holdings PLC | 63.37% |
| Lloyds Banking Group PLC | 71.47% |
| NatWest Group PLC | 75.68% |
| Banco Santander SA | 73.82% |
| Citigroup Inc | 56.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.90 |
| Beta (5Y) | 1.480 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.08% |
| Historical Sharpe Ratio (5Y) | 0.1002 |
| Historical Sortino (5Y) | 0.1374 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.34% |