Capita PLC (CTAGY)
0.73
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Capita Max Drawdown (5Y): 97.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.26% |
| March 31, 2024 | 97.26% |
| February 29, 2024 | 97.26% |
| January 31, 2024 | 97.26% |
| December 31, 2023 | 97.26% |
| November 30, 2023 | 97.26% |
| October 31, 2023 | 97.26% |
| September 30, 2023 | 97.26% |
| August 31, 2023 | 97.26% |
| July 31, 2023 | 97.26% |
| June 30, 2023 | 97.26% |
| May 31, 2023 | 97.26% |
| April 30, 2023 | 97.26% |
| March 31, 2023 | 97.26% |
| February 28, 2023 | 97.26% |
| January 31, 2023 | 97.26% |
| December 31, 2022 | 97.26% |
| November 30, 2022 | 97.26% |
| October 31, 2022 | 97.26% |
| September 30, 2022 | 97.26% |
| August 31, 2022 | 97.26% |
| July 31, 2022 | 97.26% |
| June 30, 2022 | 97.26% |
| May 31, 2022 | 97.26% |
| April 30, 2022 | 97.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.26% |
| February 28, 2022 | 97.26% |
| January 31, 2022 | 97.26% |
| December 31, 2021 | 97.26% |
| November 30, 2021 | 97.26% |
| October 31, 2021 | 97.26% |
| September 30, 2021 | 97.26% |
| August 31, 2021 | 97.26% |
| July 31, 2021 | 97.26% |
| June 30, 2021 | 97.26% |
| May 31, 2021 | 97.26% |
| April 30, 2021 | 97.26% |
| March 31, 2021 | 97.26% |
| February 28, 2021 | 97.26% |
| January 31, 2021 | 97.26% |
| December 31, 2020 | 97.26% |
| November 30, 2020 | 97.26% |
| October 31, 2020 | 97.26% |
| September 30, 2020 | 97.26% |
| August 31, 2020 | 96.97% |
| July 31, 2020 | 96.97% |
| June 30, 2020 | 96.97% |
| May 31, 2020 | 96.97% |
| April 30, 2020 | 96.97% |
| March 31, 2020 | 96.21% |
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
90.13%
Minimum
May 2019
97.26%
Maximum
Sep 2020
96.26%
Average
97.26%
Median
Sep 2020
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) | -48.17 |
| Beta (5Y) | 1.016 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.63% |
| Historical Sharpe Ratio (5Y) | -0.5703 |
| Historical Sortino (5Y) | -0.754 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.71% |