Greencore Group PLC (GNCGF)
1.24
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Greencore Group Max Drawdown (5Y): 77.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.60% |
March 31, 2024 | 77.60% |
February 29, 2024 | 77.60% |
January 31, 2024 | 77.60% |
December 31, 2023 | 77.60% |
November 30, 2023 | 77.60% |
October 31, 2023 | 77.60% |
September 30, 2023 | 77.60% |
August 31, 2023 | 77.60% |
July 31, 2023 | 77.60% |
June 30, 2023 | 77.60% |
May 31, 2023 | 77.60% |
April 30, 2023 | 77.60% |
March 31, 2023 | 77.60% |
February 28, 2023 | 77.60% |
January 31, 2023 | 77.60% |
December 31, 2022 | 77.60% |
November 30, 2022 | 74.91% |
October 31, 2022 | 74.91% |
September 30, 2022 | 74.91% |
August 31, 2022 | 70.84% |
July 31, 2022 | 70.84% |
June 30, 2022 | 70.84% |
May 31, 2022 | 70.84% |
April 30, 2022 | 70.84% |
Date | Value |
---|---|
March 31, 2022 | 70.84% |
February 28, 2022 | 70.84% |
January 31, 2022 | 70.84% |
December 31, 2021 | 70.84% |
November 30, 2021 | 70.84% |
October 31, 2021 | 70.84% |
September 30, 2021 | 70.84% |
August 31, 2021 | 70.84% |
July 31, 2021 | 70.84% |
June 30, 2021 | 70.84% |
May 31, 2021 | 70.84% |
April 30, 2021 | 70.84% |
March 31, 2021 | 70.84% |
February 28, 2021 | 70.84% |
January 31, 2021 | 70.84% |
December 31, 2020 | 70.84% |
November 30, 2020 | 70.84% |
October 31, 2020 | 70.84% |
September 30, 2020 | 70.84% |
August 31, 2020 | 70.84% |
July 31, 2020 | 70.84% |
June 30, 2020 | 70.84% |
May 31, 2020 | 70.84% |
April 30, 2020 | 70.84% |
March 31, 2020 | 70.84% |
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
59.87%
Minimum
May 2019
77.60%
Maximum
Dec 2022
71.13%
Average
70.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kerry Group PLC | 49.79% |
Dole PLC | -- |
Origin Enterprises PLC | -- |
C&C Group PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.38 |
Beta (5Y) | 0.8969 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.03% |
Historical Sharpe Ratio (5Y) | -0.4135 |
Historical Sortino (5Y) | -0.5129 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.17% |