Glanbia PLC (GLAPF)
14.92
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Glanbia Max Drawdown (5Y): 56.08% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 56.08% |
| August 31, 2024 | 56.08% |
| July 31, 2024 | 56.08% |
| June 30, 2024 | 56.08% |
| May 31, 2024 | 56.08% |
| April 30, 2024 | 56.08% |
| March 31, 2024 | 56.08% |
| February 29, 2024 | 56.08% |
| January 31, 2024 | 56.08% |
| December 31, 2023 | 56.08% |
| November 30, 2023 | 56.08% |
| October 31, 2023 | 56.08% |
| September 30, 2023 | 56.08% |
| August 31, 2023 | 56.08% |
| July 31, 2023 | 56.08% |
| June 30, 2023 | 56.08% |
| May 31, 2023 | 56.08% |
| April 30, 2023 | 56.08% |
| March 31, 2023 | 56.08% |
| February 28, 2023 | 56.08% |
| January 31, 2023 | 56.08% |
| December 31, 2022 | 56.08% |
| November 30, 2022 | 56.08% |
| October 31, 2022 | 56.08% |
| September 30, 2022 | 56.08% |
| Date | Value |
|---|---|
| August 31, 2022 | 56.08% |
| July 31, 2022 | 56.08% |
| June 30, 2022 | 56.08% |
| May 31, 2022 | 56.08% |
| April 30, 2022 | 56.08% |
| March 31, 2022 | 56.08% |
| February 28, 2022 | 56.08% |
| January 31, 2022 | 56.08% |
| December 31, 2021 | 56.08% |
| November 30, 2021 | 56.08% |
| October 31, 2021 | 56.08% |
| September 30, 2021 | 56.08% |
| August 31, 2021 | 56.08% |
| July 31, 2021 | 56.08% |
| June 30, 2021 | 56.08% |
| May 31, 2021 | 56.08% |
| April 30, 2021 | 56.08% |
| March 31, 2021 | 56.08% |
| February 28, 2021 | 56.08% |
| January 31, 2021 | 56.08% |
| December 31, 2020 | 56.08% |
| November 30, 2020 | 56.08% |
| October 31, 2020 | 56.08% |
| September 30, 2020 | 56.08% |
| August 31, 2020 | 56.08% |
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
49.06%
Minimum
Nov 2019
56.08%
Maximum
Apr 2020
55.66%
Average
56.08%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Kerry Group PLC | 49.79% |
| C&C Group PLC | 100.00% |
| Greencore Group PLC | 77.60% |
| Dole PLC | -- |
| Origin Enterprises PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.917 |
| Beta (5Y) | 0.2402 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.71% |
| Historical Sharpe Ratio (5Y) | 0.2671 |
| Historical Sortino (5Y) | 0.4753 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.08% |