DS Smith PLC (DITHF)
7.313
0.00 (0.00%)
USD |
OTCM |
Dec 13, 16:00
DS Smith Max Drawdown (5Y): 57.74% for Nov. 30, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Carnival PLC | 91.43% |
InterContinental Hotels Group PLC | 59.29% |
Capri Holdings Ltd | 90.03% |
International Game Technology PLC | 85.91% |
Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.295 |
Beta (5Y) | 0.7468 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.09% |
Historical Sharpe Ratio (5Y) | 0.2278 |
Historical Sortino (5Y) | 0.3804 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.48% |