British American Tobacco PLC (BTI)
36.98
-0.10
(-0.26%)
USD |
NYSE |
Nov 21, 16:00
36.98
0.00 (0.00%)
After-Hours: 16:17
British American Tobacco Max Drawdown (5Y): 56.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 56.33% |
September 30, 2024 | 56.33% |
August 31, 2024 | 56.33% |
July 31, 2024 | 56.33% |
June 30, 2024 | 56.33% |
May 31, 2024 | 56.33% |
April 30, 2024 | 56.33% |
March 31, 2024 | 56.33% |
February 29, 2024 | 56.33% |
January 31, 2024 | 56.33% |
December 31, 2023 | 56.33% |
November 30, 2023 | 56.33% |
October 31, 2023 | 56.33% |
September 30, 2023 | 56.33% |
August 31, 2023 | 56.33% |
July 31, 2023 | 56.33% |
June 30, 2023 | 56.33% |
May 31, 2023 | 56.33% |
April 30, 2023 | 56.33% |
March 31, 2023 | 56.33% |
February 28, 2023 | 56.33% |
January 31, 2023 | 56.33% |
December 31, 2022 | 56.33% |
November 30, 2022 | 56.33% |
October 31, 2022 | 56.33% |
Date | Value |
---|---|
September 30, 2022 | 56.33% |
August 31, 2022 | 56.33% |
July 31, 2022 | 56.33% |
June 30, 2022 | 56.33% |
May 31, 2022 | 56.33% |
April 30, 2022 | 56.33% |
March 31, 2022 | 56.33% |
February 28, 2022 | 56.33% |
January 31, 2022 | 56.33% |
December 31, 2021 | 56.33% |
November 30, 2021 | 56.33% |
October 31, 2021 | 56.33% |
September 30, 2021 | 56.33% |
August 31, 2021 | 56.33% |
July 31, 2021 | 56.33% |
June 30, 2021 | 56.33% |
May 31, 2021 | 56.33% |
April 30, 2021 | 56.33% |
March 31, 2021 | 56.33% |
February 28, 2021 | 56.33% |
January 31, 2021 | 56.33% |
December 31, 2020 | 56.33% |
November 30, 2020 | 56.33% |
October 31, 2020 | 56.33% |
September 30, 2020 | 56.33% |
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
54.64%
Minimum
Nov 2019
56.33%
Maximum
Mar 2020
56.22%
Average
56.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Altria Group Inc | 53.62% |
Philip Morris International Inc | 42.75% |
Imperial Brands PLC | 65.12% |
Coca-Cola Europacific Partners PLC | 48.77% |
Diageo PLC | 43.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9439 |
Beta (5Y) | 0.5264 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.84% |
Historical Sharpe Ratio (5Y) | 0.2454 |
Historical Sortino (5Y) | 0.3892 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.21% |