easyJet PLC (ESYJY)
6.78
+0.02
(+0.30%)
USD |
OTCM |
May 06, 16:00
easyJet Max Drawdown (5Y): 83.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.91% |
March 31, 2024 | 83.91% |
February 29, 2024 | 83.91% |
January 31, 2024 | 83.91% |
December 31, 2023 | 83.91% |
November 30, 2023 | 83.91% |
October 31, 2023 | 83.91% |
September 30, 2023 | 83.91% |
August 31, 2023 | 83.91% |
July 31, 2023 | 83.91% |
June 30, 2023 | 83.91% |
May 31, 2023 | 83.91% |
April 30, 2023 | 83.91% |
March 31, 2023 | 83.91% |
February 28, 2023 | 83.91% |
January 31, 2023 | 83.91% |
December 31, 2022 | 83.91% |
November 30, 2022 | 83.91% |
October 31, 2022 | 83.91% |
September 30, 2022 | 83.33% |
August 31, 2022 | 77.93% |
July 31, 2022 | 77.57% |
June 30, 2022 | 75.36% |
May 31, 2022 | 74.94% |
April 30, 2022 | 74.94% |
Date | Value |
---|---|
March 31, 2022 | 74.94% |
February 28, 2022 | 74.94% |
January 31, 2022 | 74.94% |
December 31, 2021 | 74.94% |
November 30, 2021 | 74.94% |
October 31, 2021 | 74.94% |
September 30, 2021 | 74.94% |
August 31, 2021 | 74.94% |
July 31, 2021 | 74.94% |
June 30, 2021 | 74.94% |
May 31, 2021 | 74.94% |
April 30, 2021 | 74.94% |
March 31, 2021 | 74.94% |
February 28, 2021 | 74.94% |
January 31, 2021 | 74.94% |
December 31, 2020 | 74.94% |
November 30, 2020 | 74.94% |
October 31, 2020 | 74.94% |
September 30, 2020 | 74.94% |
August 31, 2020 | 74.94% |
July 31, 2020 | 74.94% |
June 30, 2020 | 74.94% |
May 31, 2020 | 74.94% |
April 30, 2020 | 74.94% |
March 31, 2020 | 74.85% |
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
61.46%
Minimum
May 2019
83.91%
Maximum
Oct 2022
75.77%
Average
74.94%
Median
Apr 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) | -39.85 |
Beta (5Y) | 2.396 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.80% |
Historical Sharpe Ratio (5Y) | -0.1998 |
Historical Sortino (5Y) | -0.3495 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.32% |