GSK PLC (GSK)
36.97
+0.09
(+0.24%)
USD |
NYSE |
Nov 04, 16:00
36.98
+0.01
(+0.03%)
After-Hours: 20:00
GSK Max Drawdown (5Y): 38.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.66% |
| September 30, 2024 | 38.66% |
| August 31, 2024 | 38.66% |
| July 31, 2024 | 38.66% |
| June 30, 2024 | 38.66% |
| May 31, 2024 | 38.66% |
| April 30, 2024 | 38.66% |
| March 31, 2024 | 38.66% |
| February 29, 2024 | 38.66% |
| January 31, 2024 | 38.66% |
| December 31, 2023 | 38.66% |
| November 30, 2023 | 38.66% |
| October 31, 2023 | 38.66% |
| September 30, 2023 | 38.66% |
| August 31, 2023 | 38.66% |
| July 31, 2023 | 38.66% |
| June 30, 2023 | 38.66% |
| May 31, 2023 | 38.66% |
| April 30, 2023 | 38.66% |
| March 31, 2023 | 38.66% |
| February 28, 2023 | 38.66% |
| January 31, 2023 | 38.66% |
| December 31, 2022 | 38.66% |
| November 30, 2022 | 38.66% |
| October 31, 2022 | 38.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.66% |
| August 31, 2022 | 32.41% |
| July 31, 2022 | 32.41% |
| June 30, 2022 | 32.41% |
| May 31, 2022 | 32.41% |
| April 30, 2022 | 32.41% |
| March 31, 2022 | 32.41% |
| February 28, 2022 | 32.41% |
| January 31, 2022 | 32.41% |
| December 31, 2021 | 32.41% |
| November 30, 2021 | 32.41% |
| October 31, 2021 | 32.41% |
| September 30, 2021 | 32.41% |
| August 31, 2021 | 32.41% |
| July 31, 2021 | 32.41% |
| June 30, 2021 | 32.41% |
| May 31, 2021 | 32.41% |
| April 30, 2021 | 32.41% |
| March 31, 2021 | 32.41% |
| February 28, 2021 | 32.41% |
| January 31, 2021 | 32.41% |
| December 31, 2020 | 32.41% |
| November 30, 2020 | 32.41% |
| October 31, 2020 | 32.41% |
| September 30, 2020 | 32.41% |
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
26.65%
Minimum
Nov 2019
38.66%
Maximum
Sep 2022
34.74%
Average
32.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AstraZeneca PLC | 24.93% |
| Pfizer Inc | 54.78% |
| Adaptimmune Therapeutics PLC | 96.45% |
| TC BioPharm (Holdings) PLC | -- |
| Moderna Inc | 89.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.71 |
| Beta (5Y) | 0.6812 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.05% |
| Historical Sharpe Ratio (5Y) | -0.0795 |
| Historical Sortino (5Y) | -0.1185 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |