Burberry Group PLC (BURBY)
14.75
+0.15
(+1.03%)
USD |
OTCM |
May 02, 15:59
Burberry Group Max Drawdown (5Y): 59.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 59.06% |
July 31, 2020 | 59.06% |
June 30, 2020 | 59.06% |
May 31, 2020 | 59.06% |
April 30, 2020 | 59.06% |
March 31, 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
May 2019
59.06%
Maximum
Mar 2020
57.81%
Average
59.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Capri Holdings Ltd | 90.03% |
Motorpoint Group PLC | -- |
Carnival PLC | 91.43% |
Selina Hospitality PLC | -- |
Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.14 |
Beta (5Y) | 1.223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.63% |
Historical Sharpe Ratio (5Y) | -0.2979 |
Historical Sortino (5Y) | -0.4634 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.32% |