Chemring Group PLC (CMGMY)
4.35
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Chemring Group Max Drawdown (5Y): 82.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.94% |
March 31, 2024 | 89.24% |
February 29, 2024 | 89.24% |
January 31, 2024 | 89.24% |
December 31, 2023 | 89.24% |
November 30, 2023 | 89.24% |
October 31, 2023 | 89.24% |
September 30, 2023 | 89.24% |
August 31, 2023 | 89.24% |
July 31, 2023 | 89.24% |
June 30, 2023 | 89.24% |
May 31, 2023 | 89.24% |
April 30, 2023 | 89.24% |
March 31, 2023 | 89.24% |
February 28, 2023 | 89.24% |
January 31, 2023 | 89.24% |
December 31, 2022 | 89.24% |
November 30, 2022 | 89.24% |
October 31, 2022 | 89.24% |
September 30, 2022 | 89.24% |
August 31, 2022 | 89.24% |
July 31, 2022 | 89.24% |
June 30, 2022 | 89.24% |
May 31, 2022 | 89.24% |
April 30, 2022 | 89.24% |
Date | Value |
---|---|
March 31, 2022 | 89.24% |
February 28, 2022 | 89.24% |
January 31, 2022 | 89.24% |
December 31, 2021 | 89.24% |
November 30, 2021 | 89.24% |
October 31, 2021 | 89.24% |
September 30, 2021 | 89.24% |
August 31, 2021 | 89.24% |
July 31, 2021 | 89.24% |
June 30, 2021 | 89.24% |
May 31, 2021 | 89.24% |
April 30, 2021 | 89.24% |
March 31, 2021 | 89.24% |
February 28, 2021 | 89.24% |
January 31, 2021 | 89.24% |
December 31, 2020 | 89.24% |
November 30, 2020 | 89.24% |
October 31, 2020 | 89.24% |
September 30, 2020 | 89.24% |
August 31, 2020 | 89.24% |
July 31, 2020 | 89.24% |
June 30, 2020 | 89.24% |
May 31, 2020 | 89.24% |
April 30, 2020 | 89.24% |
March 31, 2020 | 89.24% |
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
82.94%
Minimum
Apr 2024
89.24%
Maximum
May 2019
89.13%
Average
89.24%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Pentair PLC | 67.99% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.76 |
Beta (5Y) | 1.186 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.97% |
Historical Sharpe Ratio (5Y) | -0.4362 |
Historical Sortino (5Y) | -0.8223 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.80% |