Close Brothers Group PLC (CBGPY)
10.90
-0.76
(-6.52%)
USD |
OTCM |
Jun 13, 15:59
Close Brothers Group Max Drawdown (5Y): 81.86% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 81.86% |
| April 30, 2024 | 81.86% |
| March 31, 2024 | 81.86% |
| February 29, 2024 | 81.86% |
| January 31, 2024 | 67.67% |
| December 31, 2023 | 59.38% |
| November 30, 2023 | 59.38% |
| October 31, 2023 | 59.38% |
| September 30, 2023 | 59.38% |
| August 31, 2023 | 59.38% |
| July 31, 2023 | 59.38% |
| June 30, 2023 | 59.38% |
| May 31, 2023 | 59.38% |
| April 30, 2023 | 59.38% |
| March 31, 2023 | 59.38% |
| February 28, 2023 | 59.38% |
| January 31, 2023 | 59.38% |
| December 31, 2022 | 59.38% |
| November 30, 2022 | 59.38% |
| October 31, 2022 | 59.38% |
| September 30, 2022 | 59.38% |
| August 31, 2022 | 54.22% |
| July 31, 2022 | 54.22% |
| June 30, 2022 | 54.22% |
| May 31, 2022 | 54.22% |
| Date | Value |
|---|---|
| April 30, 2022 | 54.22% |
| March 31, 2022 | 54.22% |
| February 28, 2022 | 54.22% |
| January 31, 2022 | 54.22% |
| December 31, 2021 | 54.22% |
| November 30, 2021 | 54.22% |
| October 31, 2021 | 54.22% |
| September 30, 2021 | 54.22% |
| August 31, 2021 | 54.22% |
| July 31, 2021 | 54.22% |
| June 30, 2021 | 54.22% |
| May 31, 2021 | 54.22% |
| April 30, 2021 | 54.22% |
| March 31, 2021 | 54.22% |
| February 28, 2021 | 54.22% |
| January 31, 2021 | 54.22% |
| December 31, 2020 | 54.22% |
| November 30, 2020 | 54.22% |
| October 31, 2020 | 54.22% |
| September 30, 2020 | 54.22% |
| August 31, 2020 | 54.22% |
| July 31, 2020 | 54.22% |
| June 30, 2020 | 54.22% |
| May 31, 2020 | 54.22% |
| April 30, 2020 | 54.22% |
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
19.44%
Minimum
Jun 2019
81.86%
Maximum
Feb 2024
53.63%
Average
54.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.96 |
| Beta (5Y) | 0.7718 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.99% |
| Historical Sharpe Ratio (5Y) | -0.414 |
| Historical Sortino (5Y) | -0.5557 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.28% |