GSK PLC (GLAXF)
21.14
+0.14
(+0.67%)
USD |
OTCM |
May 03, 16:00
GSK Max Drawdown (5Y): 52.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.22% |
March 31, 2024 | 52.22% |
February 29, 2024 | 52.22% |
January 31, 2024 | 52.22% |
December 31, 2023 | 52.22% |
November 30, 2023 | 52.22% |
October 31, 2023 | 52.22% |
September 30, 2023 | 52.22% |
August 31, 2023 | 52.22% |
July 31, 2023 | 52.22% |
June 30, 2023 | 52.22% |
May 31, 2023 | 52.22% |
April 30, 2023 | 52.22% |
March 31, 2023 | 52.22% |
February 28, 2023 | 52.22% |
January 31, 2023 | 52.22% |
December 31, 2022 | 52.22% |
November 30, 2022 | 52.22% |
October 31, 2022 | 52.22% |
September 30, 2022 | 52.22% |
August 31, 2022 | 43.78% |
July 31, 2022 | 42.60% |
June 30, 2022 | 36.26% |
May 31, 2022 | 36.26% |
April 30, 2022 | 36.26% |
Date | Value |
---|---|
March 31, 2022 | 36.26% |
February 28, 2022 | 36.26% |
January 31, 2022 | 36.26% |
December 31, 2021 | 36.26% |
November 30, 2021 | 36.26% |
October 31, 2021 | 36.26% |
September 30, 2021 | 36.26% |
August 31, 2021 | 36.26% |
July 31, 2021 | 36.26% |
June 30, 2021 | 36.26% |
May 31, 2021 | 36.26% |
April 30, 2021 | 36.26% |
March 31, 2021 | 36.26% |
February 28, 2021 | 36.26% |
January 31, 2021 | 36.26% |
December 31, 2020 | 36.26% |
November 30, 2020 | 36.26% |
October 31, 2020 | 36.26% |
September 30, 2020 | 36.26% |
August 31, 2020 | 36.26% |
July 31, 2020 | 36.26% |
June 30, 2020 | 36.26% |
May 31, 2020 | 36.26% |
April 30, 2020 | 36.26% |
March 31, 2020 | 36.26% |
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
29.64%
Minimum
May 2019
52.22%
Maximum
Sep 2022
40.71%
Average
36.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adaptimmune Therapeutics PLC | 96.57% |
Biodexa Pharmaceuticals Plc | 100.00% |
Verona Pharma PLC | 89.71% |
NuCana PLC | 98.68% |
Autolus Therapeutics PLC | 96.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.921 |
Beta (5Y) | 0.5795 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.37% |
Historical Sharpe Ratio (5Y) | -0.0534 |
Historical Sortino (5Y) | -0.0644 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.95% |