Ibstock PLC (IBJHF)
1.45
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
Ibstock Max Drawdown (5Y): 59.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.44% |
March 31, 2024 | 55.40% |
February 29, 2024 | 55.40% |
January 31, 2024 | 55.40% |
December 31, 2023 | 55.40% |
November 30, 2023 | 55.40% |
October 31, 2023 | 55.40% |
September 30, 2023 | 55.40% |
August 31, 2023 | 55.40% |
July 31, 2023 | 55.40% |
June 30, 2023 | 55.40% |
May 31, 2023 | 55.40% |
April 30, 2023 | 55.40% |
March 31, 2023 | 55.40% |
February 28, 2023 | 55.40% |
January 31, 2023 | 55.40% |
December 31, 2022 | 55.40% |
November 30, 2022 | 55.40% |
October 31, 2022 | 55.40% |
September 30, 2022 | 55.40% |
August 31, 2022 | 55.40% |
July 31, 2022 | 55.40% |
June 30, 2022 | 55.40% |
May 31, 2022 | 55.40% |
April 30, 2022 | 55.40% |
Date | Value |
---|---|
March 31, 2022 | 55.40% |
February 28, 2022 | 55.40% |
January 31, 2022 | 55.40% |
December 31, 2021 | 55.40% |
November 30, 2021 | 55.40% |
October 31, 2021 | 55.40% |
September 30, 2021 | 55.40% |
August 31, 2021 | 55.40% |
July 31, 2021 | 55.40% |
June 30, 2021 | 55.40% |
May 31, 2021 | 55.40% |
April 30, 2021 | 55.40% |
March 31, 2021 | 55.40% |
February 28, 2021 | 55.40% |
January 31, 2021 | 55.40% |
December 31, 2020 | 55.40% |
November 30, 2020 | 55.40% |
October 31, 2020 | 55.40% |
September 30, 2020 | 55.40% |
August 31, 2020 | 55.40% |
July 31, 2020 | 55.40% |
June 30, 2020 | 55.40% |
May 31, 2020 | 55.40% |
April 30, 2020 | 55.40% |
March 31, 2020 | 55.40% |
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
28.06%
Minimum
May 2019
59.44%
Maximum
Apr 2024
51.23%
Average
55.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
LyondellBasell Industries NV | 68.15% |
Ferroglobe PLC | 98.07% |
Eden Research PLC | -- |
Wynnstay Group PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.70 |
Beta (5Y) | 0.479 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.92% |
Historical Sharpe Ratio (5Y) | -0.3578 |
Historical Sortino (5Y) | -0.4802 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.48% |