CRH PLC (CRH)
80.67
+1.12
(+1.41%)
USD |
NYSE |
May 03, 10:05
CRH Max Drawdown (5Y): 53.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.12% |
March 31, 2024 | 53.12% |
February 29, 2024 | 53.12% |
January 31, 2024 | 53.12% |
December 31, 2023 | 53.12% |
November 30, 2023 | 53.12% |
October 31, 2023 | 53.12% |
September 30, 2023 | 53.12% |
August 31, 2023 | 53.12% |
July 31, 2023 | 53.12% |
June 30, 2023 | 53.12% |
May 31, 2023 | 53.12% |
April 30, 2023 | 53.12% |
March 31, 2023 | 53.12% |
February 28, 2023 | 53.12% |
January 31, 2023 | 53.12% |
December 31, 2022 | 53.12% |
November 30, 2022 | 53.12% |
October 31, 2022 | 53.12% |
September 30, 2022 | 53.12% |
August 31, 2022 | 53.12% |
July 31, 2022 | 53.12% |
June 30, 2022 | 53.12% |
May 31, 2022 | 53.12% |
April 30, 2022 | 53.12% |
Date | Value |
---|---|
March 31, 2022 | 53.12% |
February 28, 2022 | 53.12% |
January 31, 2022 | 53.12% |
December 31, 2021 | 53.12% |
November 30, 2021 | 53.12% |
October 31, 2021 | 53.12% |
September 30, 2021 | 53.12% |
August 31, 2021 | 53.12% |
July 31, 2021 | 53.12% |
June 30, 2021 | 53.12% |
May 31, 2021 | 53.12% |
April 30, 2021 | 53.12% |
March 31, 2021 | 53.12% |
February 28, 2021 | 53.12% |
January 31, 2021 | 53.12% |
December 31, 2020 | 53.12% |
November 30, 2020 | 53.12% |
October 31, 2020 | 53.12% |
September 30, 2020 | 53.12% |
August 31, 2020 | 53.12% |
July 31, 2020 | 53.12% |
June 30, 2020 | 53.12% |
May 31, 2020 | 53.12% |
April 30, 2020 | 53.12% |
March 31, 2020 | 53.12% |
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
34.52%
Minimum
May 2019
53.12%
Maximum
Mar 2020
50.02%
Average
53.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
James Hardie Industries PLC | 57.38% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.597 |
Beta (5Y) | 1.241 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.15% |
Historical Sharpe Ratio (5Y) | 0.6235 |
Historical Sortino (5Y) | 0.7889 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.78% |