Burberry Group PLC (BURBY)
11.13
-0.08
(-0.71%)
USD |
OTCM |
Nov 22, 16:00
Burberry Group Max Drawdown (5Y): 75.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.08% |
| September 30, 2024 | 75.08% |
| August 31, 2024 | 71.11% |
| July 31, 2024 | 69.56% |
| June 30, 2024 | 62.42% |
| May 31, 2024 | 59.06% |
| April 30, 2024 | 59.06% |
| March 31, 2024 | 59.06% |
| February 29, 2024 | 59.06% |
| January 31, 2024 | 59.06% |
| December 31, 2023 | 59.06% |
| November 30, 2023 | 59.06% |
| October 31, 2023 | 59.06% |
| September 30, 2023 | 59.06% |
| August 31, 2023 | 59.06% |
| July 31, 2023 | 59.06% |
| June 30, 2023 | 59.06% |
| May 31, 2023 | 59.06% |
| April 30, 2023 | 59.06% |
| March 31, 2023 | 59.06% |
| February 28, 2023 | 59.06% |
| January 31, 2023 | 59.06% |
| December 31, 2022 | 59.06% |
| November 30, 2022 | 59.06% |
| October 31, 2022 | 59.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 59.06% |
| August 31, 2022 | 59.06% |
| July 31, 2022 | 59.06% |
| June 30, 2022 | 59.06% |
| May 31, 2022 | 59.06% |
| April 30, 2022 | 59.06% |
| March 31, 2022 | 59.06% |
| February 28, 2022 | 59.06% |
| January 31, 2022 | 59.06% |
| December 31, 2021 | 59.06% |
| November 30, 2021 | 59.06% |
| October 31, 2021 | 59.06% |
| September 30, 2021 | 59.06% |
| August 31, 2021 | 59.06% |
| July 31, 2021 | 59.06% |
| June 30, 2021 | 59.06% |
| May 31, 2021 | 59.06% |
| April 30, 2021 | 59.06% |
| March 31, 2021 | 59.06% |
| February 28, 2021 | 59.06% |
| January 31, 2021 | 59.06% |
| December 31, 2020 | 59.06% |
| November 30, 2020 | 59.06% |
| October 31, 2020 | 59.06% |
| September 30, 2020 | 59.06% |
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
51.60%
Minimum
Nov 2019
75.08%
Maximum
Sep 2024
59.53%
Average
59.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Capri Holdings Ltd | 90.03% |
| Carnival PLC | 91.43% |
| InterContinental Hotels Group PLC | 59.29% |
| International Game Technology PLC | 85.91% |
| Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.98 |
| Beta (5Y) | 1.090 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.99% |
| Historical Sharpe Ratio (5Y) | -0.4594 |
| Historical Sortino (5Y) | -0.7146 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.67% |