Big Yellow Group PLC (BYLOF)
15.45
-0.09
(-0.60%)
USD |
OTCM |
May 20, 14:22
Big Yellow Group Max Drawdown (5Y): 52.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.99% |
March 31, 2024 | 52.99% |
February 29, 2024 | 52.99% |
January 31, 2024 | 52.99% |
December 31, 2023 | 52.99% |
November 30, 2023 | 52.99% |
October 31, 2023 | 52.99% |
September 30, 2023 | 52.99% |
August 31, 2023 | 52.99% |
July 31, 2023 | 52.99% |
June 30, 2023 | 52.99% |
May 31, 2023 | 52.99% |
April 30, 2023 | 52.99% |
March 31, 2023 | 52.99% |
February 28, 2023 | 52.99% |
January 31, 2023 | 52.99% |
December 31, 2022 | 52.99% |
November 30, 2022 | 52.99% |
October 31, 2022 | 52.99% |
September 30, 2022 | 52.99% |
August 31, 2022 | 48.56% |
July 31, 2022 | 48.56% |
June 30, 2022 | 48.56% |
May 31, 2022 | 48.56% |
April 30, 2022 | 48.56% |
Date | Value |
---|---|
March 31, 2022 | 48.56% |
February 28, 2022 | 48.56% |
January 31, 2022 | 48.56% |
December 31, 2021 | 48.56% |
November 30, 2021 | 48.56% |
October 31, 2021 | 48.56% |
September 30, 2021 | 48.56% |
August 31, 2021 | 48.56% |
July 31, 2021 | 48.56% |
June 30, 2021 | 48.56% |
May 31, 2021 | 48.56% |
April 30, 2021 | 48.56% |
March 31, 2021 | 48.56% |
February 28, 2021 | 48.56% |
January 31, 2021 | 48.56% |
December 31, 2020 | 48.56% |
November 30, 2020 | 48.56% |
October 31, 2020 | 48.56% |
September 30, 2020 | 48.56% |
August 31, 2020 | 48.56% |
July 31, 2020 | 48.56% |
June 30, 2020 | 48.56% |
May 31, 2020 | 48.56% |
April 30, 2020 | 48.56% |
March 31, 2020 | 48.56% |
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
26.00%
Minimum
May 2019
52.99%
Maximum
Sep 2022
46.28%
Average
48.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Foxtons Group PLC | 88.39% |
Cushman & Wakefield PLC | 71.84% |
MDJM Ltd | 85.97% |
Harworth Group PLC | -- |
Murano Global Investments PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.53 |
Beta (5Y) | 1.539 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.24% |
Historical Sharpe Ratio (5Y) | 0.0411 |
Historical Sortino (5Y) | 0.0574 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.65% |