Hays PLC (HAYPY)

10.07 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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Hays Max Drawdown (5Y): 55.29% 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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RELX PLC 37.75%
Serco Group PLC 44.39%
Pentair PLC 52.22%
KNOT Offshore Partners LP 74.53%
Rentokil Initial PLC 44.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.46
Beta (5Y) 0.6948
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.54%
Historical Sharpe Ratio (5Y) -0.446
Historical Sortino (5Y) -0.5662
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.53%