Halma PLC (HLMAF)
28.33
+0.01
(+0.02%)
USD |
OTCM |
May 03, 16:00
Halma Max Drawdown (5Y): 49.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.28% |
| March 31, 2024 | 49.28% |
| February 29, 2024 | 49.28% |
| January 31, 2024 | 49.28% |
| December 31, 2023 | 49.28% |
| November 30, 2023 | 49.28% |
| October 31, 2023 | 49.28% |
| September 30, 2023 | 48.92% |
| August 31, 2023 | 48.92% |
| July 31, 2023 | 48.92% |
| June 30, 2023 | 48.92% |
| May 31, 2023 | 48.92% |
| April 30, 2023 | 48.92% |
| March 31, 2023 | 48.92% |
| February 28, 2023 | 48.92% |
| January 31, 2023 | 48.92% |
| December 31, 2022 | 48.92% |
| November 30, 2022 | 48.92% |
| October 31, 2022 | 48.92% |
| September 30, 2022 | 48.92% |
| August 31, 2022 | 47.93% |
| July 31, 2022 | 47.93% |
| June 30, 2022 | 47.93% |
| May 31, 2022 | 42.70% |
| April 30, 2022 | 32.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.72% |
| February 28, 2022 | 32.72% |
| January 31, 2022 | 31.55% |
| December 31, 2021 | 31.55% |
| November 30, 2021 | 31.55% |
| October 31, 2021 | 31.55% |
| September 30, 2021 | 31.55% |
| August 31, 2021 | 31.55% |
| July 31, 2021 | 31.55% |
| June 30, 2021 | 31.55% |
| May 31, 2021 | 31.55% |
| April 30, 2021 | 31.55% |
| March 31, 2021 | 31.55% |
| February 28, 2021 | 31.55% |
| January 31, 2021 | 31.55% |
| December 31, 2020 | 31.55% |
| November 30, 2020 | 31.55% |
| October 31, 2020 | 31.55% |
| September 30, 2020 | 31.55% |
| August 31, 2020 | 31.55% |
| July 31, 2020 | 31.55% |
| June 30, 2020 | 31.55% |
| May 31, 2020 | 31.55% |
| April 30, 2020 | 31.55% |
| March 31, 2020 | 31.55% |
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
23.83%
Minimum
May 2019
49.28%
Maximum
Oct 2023
37.16%
Average
31.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Pentair PLC | 67.99% |
| RELX PLC | 37.75% |
| KNOT Offshore Partners LP | 74.53% |
| Rentokil Initial PLC | 43.66% |
| CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.34 |
| Beta (5Y) | 1.160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.03% |
| Historical Sharpe Ratio (5Y) | 0.086 |
| Historical Sortino (5Y) | 0.1265 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.02% |