Glanbia PLC (GLAPF)

14.80 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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Glanbia Max Drawdown (5Y): 56.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Kerry Group PLC 49.79%
C&C Group PLC 100.00%
Greencore Group PLC 77.81%
Dole PLC --
Splash Beverage Group Inc 98.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.437
Beta (5Y) 0.2237
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.01%
Historical Sharpe Ratio (5Y) 0.2072
Historical Sortino (5Y) 0.3631
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.08%