British American Tobacco PLC (BTI)

36.24 -0.63 (-1.71%) USD  |  NYSE  |  Dec 20, 16:00
36.27 +0.03 (+0.08%) Pre-Market: 20:00
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British American Tobacco Max Drawdown (5Y): 56.33% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Altria Group Inc 53.62%
Philip Morris International Inc 42.75%
Imperial Brands PLC 65.12%
Unilever PLC 30.13%
Reckitt Benckiser Group PLC 44.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.149
Beta (5Y) 0.5251
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.52%
Historical Sharpe Ratio (5Y) 0.2068
Historical Sortino (5Y) 0.3238
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.21%