GlobalData Plc (GLDAF)
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Jun 09, 16:00
GlobalData Max Drawdown (5Y) : 69.22% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 69.22% |
| April 30, 2026 | 69.22% |
| March 31, 2026 | 69.22% |
| February 28, 2026 | 69.22% |
| January 31, 2026 | 69.22% |
| December 31, 2025 | 69.22% |
| November 30, 2025 | 69.22% |
| October 31, 2025 | 53.96% |
| September 30, 2025 | 53.96% |
| August 31, 2025 | 43.22% |
| July 31, 2025 | 43.22% |
| June 30, 2025 | 43.22% |
| May 31, 2025 | 43.22% |
| April 30, 2025 | 43.22% |
| March 31, 2025 | 38.65% |
| February 28, 2025 | 38.65% |
| January 31, 2025 | 38.65% |
| December 31, 2024 | 35.90% |
| November 30, 2024 | 35.90% |
| October 31, 2024 | 35.90% |
| September 30, 2024 | 33.33% |
| August 31, 2024 | 33.33% |
| July 31, 2024 | 33.33% |
| June 30, 2024 | 33.33% |
| May 31, 2024 | 33.33% |
| Date | Value |
|---|---|
| April 30, 2024 | 33.33% |
| March 31, 2024 | 33.33% |
| February 29, 2024 | 26.00% |
| January 31, 2024 | 26.00% |
| December 31, 2023 | 23.97% |
| November 30, 2023 | 23.97% |
| October 31, 2023 | 23.97% |
| September 30, 2023 | 23.97% |
| August 31, 2023 | 23.97% |
| July 31, 2023 | 23.97% |
| June 30, 2023 | 23.97% |
| May 31, 2023 | 23.97% |
| April 30, 2023 | 23.97% |
| March 31, 2023 | 23.97% |
| February 28, 2023 | 23.97% |
| January 31, 2023 | 23.97% |
| December 31, 2022 | 0.00% |
| November 30, 2022 | 0.00% |
| October 31, 2022 | 0.00% |
| September 30, 2022 | 0.00% |
| August 31, 2022 | 0.00% |
| July 31, 2022 | 0.00% |
| June 30, 2022 | 0.00% |
| May 31, 2022 | 0.00% |
| April 30, 2022 | 0.00% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Equifax, Inc. | 49.12% |
| RELX Plc | 49.91% |
| Clarivate Plc | 94.99% |
| Kanzhun Ltd. | -- |
| Automatic Data Processing, Inc. | 40.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.03 |
| Beta (5Y) | 0.7298 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.10% |
| Historical Sharpe Ratio (5Y) | -0.215 |
| Historical Sortino (5Y) | -0.3127 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.00% |