Halma PLC (HLMAF)

34.49 -0.78 (-2.21%) USD  |  OTCM  |  Dec 16, 15:51
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Halma Max Drawdown (5Y): 49.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Pentair PLC 52.22%
RELX PLC 37.75%
KNOT Offshore Partners LP 74.53%
Rentokil Initial PLC 44.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.86
Beta (5Y) 1.193
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.61%
Historical Sharpe Ratio (5Y) 0.1002
Historical Sortino (5Y) 0.1504
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.02%