Greggs PLC (GGGSF)
35.00
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
Greggs Max Drawdown (5Y): 55.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.00% |
March 31, 2024 | 55.00% |
February 29, 2024 | 55.00% |
January 31, 2024 | 55.00% |
December 31, 2023 | 55.00% |
November 30, 2023 | 55.00% |
October 31, 2023 | 55.00% |
September 30, 2023 | 55.00% |
August 31, 2023 | 55.00% |
July 31, 2023 | 55.00% |
June 30, 2023 | 55.00% |
May 31, 2023 | 55.00% |
April 30, 2023 | 55.00% |
March 31, 2023 | 55.00% |
February 28, 2023 | 55.00% |
January 31, 2023 | 55.00% |
December 31, 2022 | 55.00% |
November 30, 2022 | 55.00% |
October 31, 2022 | 55.00% |
September 30, 2022 | 55.00% |
August 31, 2022 | 42.50% |
July 31, 2022 | 42.50% |
June 30, 2022 | 42.50% |
May 31, 2022 | 40.71% |
April 30, 2022 | 40.71% |
Date | Value |
---|---|
March 31, 2022 | 40.71% |
February 28, 2022 | 40.71% |
January 31, 2022 | 40.71% |
December 31, 2021 | 40.71% |
November 30, 2021 | 40.71% |
October 31, 2021 | 40.71% |
September 30, 2021 | 40.71% |
August 31, 2021 | 40.71% |
July 31, 2021 | 40.71% |
June 30, 2021 | 40.71% |
May 31, 2021 | 40.71% |
April 30, 2021 | 40.71% |
March 31, 2021 | 40.71% |
February 28, 2021 | 40.71% |
January 31, 2021 | 40.71% |
December 31, 2020 | 40.71% |
November 30, 2020 | 40.71% |
October 31, 2020 | 40.71% |
September 30, 2020 | 40.71% |
August 31, 2020 | 40.71% |
July 31, 2020 | 40.71% |
June 30, 2020 | 40.71% |
May 31, 2020 | 40.71% |
April 30, 2020 | 34.74% |
March 31, 2020 | 34.74% |
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
34.74%
Minimum
May 2019
55.00%
Maximum
Sep 2022
44.37%
Average
40.71%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Carnival PLC | 91.43% |
InterContinental Hotels Group PLC | 59.29% |
Capri Holdings Ltd | 90.03% |
Selina Hospitality PLC | -- |
Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.208 |
Beta (5Y) | 0.3865 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.93% |
Historical Sharpe Ratio (5Y) | 0.142 |
Historical Sortino (5Y) | 0.2494 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.69% |