Essentra PLC (FLRAF)
2.42
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Essentra Max Drawdown (5Y): 78.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.05% |
March 31, 2024 | 78.05% |
February 29, 2024 | 78.05% |
January 31, 2024 | 78.05% |
December 31, 2023 | 78.05% |
November 30, 2023 | 78.05% |
October 31, 2023 | 78.05% |
September 30, 2023 | 78.05% |
August 31, 2023 | 78.05% |
July 31, 2023 | 78.05% |
June 30, 2023 | 78.05% |
May 31, 2023 | 78.05% |
April 30, 2023 | 78.05% |
March 31, 2023 | 78.05% |
February 28, 2023 | 78.05% |
January 31, 2023 | 78.05% |
December 31, 2022 | 78.05% |
November 30, 2022 | 78.05% |
October 31, 2022 | 78.05% |
September 30, 2022 | 78.05% |
August 31, 2022 | 78.05% |
July 31, 2022 | 78.05% |
June 30, 2022 | 78.05% |
May 31, 2022 | 78.05% |
April 30, 2022 | 78.05% |
Date | Value |
---|---|
March 31, 2022 | 78.05% |
February 28, 2022 | 78.05% |
January 31, 2022 | 78.05% |
December 31, 2021 | 78.05% |
November 30, 2021 | 78.05% |
October 31, 2021 | 78.05% |
September 30, 2021 | 78.05% |
August 31, 2021 | 78.05% |
July 31, 2021 | 78.05% |
June 30, 2021 | 78.05% |
May 31, 2021 | 78.05% |
April 30, 2021 | 78.05% |
March 31, 2021 | 78.05% |
February 28, 2021 | 78.05% |
January 31, 2021 | 78.05% |
December 31, 2020 | 78.05% |
November 30, 2020 | 78.05% |
October 31, 2020 | 78.05% |
September 30, 2020 | 78.05% |
August 31, 2020 | 78.05% |
July 31, 2020 | 78.05% |
June 30, 2020 | 78.05% |
May 31, 2020 | 78.05% |
April 30, 2020 | 78.05% |
March 31, 2020 | 68.00% |
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
68.00%
Minimum
May 2019
78.05%
Maximum
Apr 2020
76.20%
Average
78.05%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
LyondellBasell Industries NV | 68.15% |
Ferroglobe PLC | 98.07% |
Eden Research PLC | -- |
Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.162 |
Beta (5Y) | -0.7699 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.04% |
Historical Sharpe Ratio (5Y) | -0.352 |
Historical Sortino (5Y) | -0.4051 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.50% |