Hargreaves Lansdown PLC (HRGLF)
12.27
+3.16
(+34.69%)
USD |
OTCM |
May 22, 16:00
Hargreaves Lansdown Max Drawdown (5Y): 72.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.10% |
| March 31, 2024 | 72.10% |
| February 29, 2024 | 72.10% |
| January 31, 2024 | 72.10% |
| December 31, 2023 | 72.10% |
| November 30, 2023 | 72.10% |
| October 31, 2023 | 72.10% |
| September 30, 2023 | 72.10% |
| August 31, 2023 | 72.10% |
| July 31, 2023 | 72.10% |
| June 30, 2023 | 72.10% |
| May 31, 2023 | 72.10% |
| April 30, 2023 | 72.10% |
| March 31, 2023 | 72.10% |
| February 28, 2023 | 72.10% |
| January 31, 2023 | 72.10% |
| December 31, 2022 | 72.10% |
| November 30, 2022 | 72.10% |
| October 31, 2022 | 72.10% |
| September 30, 2022 | 69.89% |
| August 31, 2022 | 68.75% |
| July 31, 2022 | 68.75% |
| June 30, 2022 | 68.71% |
| May 31, 2022 | 65.52% |
| April 30, 2022 | 60.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.04% |
| February 28, 2022 | 55.16% |
| January 31, 2022 | 55.16% |
| December 31, 2021 | 55.16% |
| November 30, 2021 | 55.16% |
| October 31, 2021 | 55.16% |
| September 30, 2021 | 55.16% |
| August 31, 2021 | 55.16% |
| July 31, 2021 | 55.16% |
| June 30, 2021 | 55.16% |
| May 31, 2021 | 55.16% |
| April 30, 2021 | 55.16% |
| March 31, 2021 | 55.16% |
| February 28, 2021 | 55.16% |
| January 31, 2021 | 55.16% |
| December 31, 2020 | 55.16% |
| November 30, 2020 | 55.16% |
| October 31, 2020 | 55.16% |
| September 30, 2020 | 55.16% |
| August 31, 2020 | 55.16% |
| July 31, 2020 | 55.16% |
| June 30, 2020 | 55.16% |
| May 31, 2020 | 55.16% |
| April 30, 2020 | 55.16% |
| March 31, 2020 | 55.16% |
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
43.62%
Minimum
Nov 2019
72.10%
Maximum
Oct 2022
60.07%
Average
55.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.47 |
| Beta (5Y) | 0.5506 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.55% |
| Historical Sharpe Ratio (5Y) | -0.5565 |
| Historical Sortino (5Y) | -0.8379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.38% |