Ibstock PLC (IBJHF)

1.45 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Ibstock Max Drawdown (5Y): 60.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Rio Tinto PLC 37.48%
LyondellBasell Industries NV 68.15%
Ferroglobe PLC 98.17%
Forterra PLC 99.99%
Eden Research PLC --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.02
Beta (5Y) 0.4847
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.12%
Historical Sharpe Ratio (5Y) -0.3874
Historical Sortino (5Y) -0.4974
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.48%