British American Tobacco PLC (BTI)
35.26
+0.66 (+1.91%)
USD |
NYSE |
Mar 24, 16:00
35.30
+0.04 (+0.11%)
After-Hours: 17:21
British American Tobacco Max Drawdown (5Y): 56.33% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 56.33% |
July 31, 2020 | 56.33% |
June 30, 2020 | 56.33% |
May 31, 2020 | 56.33% |
April 30, 2020 | 56.33% |
March 31, 2020 | 56.33% |
February 29, 2020 | 54.64% |
January 31, 2020 | 54.64% |
December 31, 2019 | 54.64% |
November 30, 2019 | 54.64% |
October 31, 2019 | 54.64% |
September 30, 2019 | 54.64% |
August 31, 2019 | 54.64% |
July 31, 2019 | 54.64% |
June 30, 2019 | 54.64% |
May 31, 2019 | 54.64% |
April 30, 2019 | 54.64% |
March 31, 2019 | 54.64% |
February 28, 2019 | 54.64% |
January 31, 2019 | 54.64% |
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
24.17%
Minimum
Mar 2018
56.33%
Maximum
Mar 2020
52.45%
Average
56.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Unilever PLC | 30.13% |
Diageo PLC | 41.15% |
Altria Group Inc | 53.62% |
Philip Morris International Inc | 42.75% |
Coca-Cola Europacific Partners PLC | 48.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.914 |
Beta (5Y) | 0.5575 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.30% |
Historical Sharpe Ratio (5Y) | 0.0143 |
Historical Sortino (5Y) | 0.0217 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.85% |