Hays PLC (HAYPY)
9.92
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Hays Max Drawdown (5Y): 55.29% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 55.29% |
| August 31, 2024 | 55.29% |
| July 31, 2024 | 55.29% |
| June 30, 2024 | 55.29% |
| May 31, 2024 | 55.29% |
| April 30, 2024 | 55.29% |
| March 31, 2024 | 55.29% |
| February 29, 2024 | 55.29% |
| January 31, 2024 | 55.29% |
| December 31, 2023 | 55.29% |
| November 30, 2023 | 55.29% |
| October 31, 2023 | 55.29% |
| September 30, 2023 | 55.29% |
| August 31, 2023 | 55.29% |
| July 31, 2023 | 55.29% |
| June 30, 2023 | 55.29% |
| May 31, 2023 | 55.29% |
| April 30, 2023 | 55.29% |
| March 31, 2023 | 55.29% |
| February 28, 2023 | 55.29% |
| January 31, 2023 | 55.29% |
| December 31, 2022 | 55.29% |
| November 30, 2022 | 55.29% |
| October 31, 2022 | 55.29% |
| September 30, 2022 | 54.52% |
| Date | Value |
|---|---|
| August 31, 2022 | 53.08% |
| July 31, 2022 | 53.08% |
| June 30, 2022 | 53.08% |
| May 31, 2022 | 51.00% |
| April 30, 2022 | 51.00% |
| March 31, 2022 | 51.00% |
| February 28, 2022 | 51.00% |
| January 31, 2022 | 51.00% |
| December 31, 2021 | 51.00% |
| November 30, 2021 | 51.00% |
| October 31, 2021 | 51.00% |
| September 30, 2021 | 51.00% |
| August 31, 2021 | 51.00% |
| July 31, 2021 | 51.00% |
| June 30, 2021 | 51.00% |
| May 31, 2021 | 51.00% |
| April 30, 2021 | 51.00% |
| March 31, 2021 | 51.00% |
| February 28, 2021 | 51.00% |
| January 31, 2021 | 51.00% |
| December 31, 2020 | 51.00% |
| November 30, 2020 | 51.00% |
| October 31, 2020 | 51.00% |
| September 30, 2020 | 51.00% |
| August 31, 2020 | 51.00% |
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
37.70%
Minimum
Nov 2019
55.29%
Maximum
Oct 2022
51.94%
Average
51.00%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| RELX PLC | 37.75% |
| Serco Group PLC | 42.46% |
| Pentair PLC | 52.22% |
| KNOT Offshore Partners LP | 74.53% |
| Rentokil Initial PLC | 44.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.13 |
| Beta (5Y) | 0.6974 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.04% |
| Historical Sharpe Ratio (5Y) | -0.2962 |
| Historical Sortino (5Y) | -0.3777 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.76% |