Informa PLC (IFJPY)
20.04
+0.20
(+1.02%)
USD |
OTCM |
Apr 26, 16:00
Informa Max Drawdown (5Y): 63.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.09% |
| February 29, 2024 | 63.09% |
| January 31, 2024 | 63.09% |
| December 31, 2023 | 63.09% |
| November 30, 2023 | 63.09% |
| October 31, 2023 | 63.09% |
| September 30, 2023 | 63.09% |
| August 31, 2023 | 63.09% |
| July 31, 2023 | 63.09% |
| June 30, 2023 | 63.09% |
| May 31, 2023 | 63.09% |
| April 30, 2023 | 63.09% |
| March 31, 2023 | 63.09% |
| February 28, 2023 | 63.09% |
| January 31, 2023 | 63.09% |
| December 31, 2022 | 63.09% |
| November 30, 2022 | 63.09% |
| October 31, 2022 | 63.09% |
| September 30, 2022 | 63.09% |
| August 31, 2022 | 63.09% |
| July 31, 2022 | 63.09% |
| June 30, 2022 | 63.09% |
| May 31, 2022 | 63.09% |
| April 30, 2022 | 63.09% |
| March 31, 2022 | 63.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.09% |
| January 31, 2022 | 63.09% |
| December 31, 2021 | 63.09% |
| November 30, 2021 | 63.09% |
| October 31, 2021 | 63.09% |
| September 30, 2021 | 63.09% |
| August 31, 2021 | 63.09% |
| July 31, 2021 | 63.09% |
| June 30, 2021 | 63.09% |
| May 31, 2021 | 63.09% |
| April 30, 2021 | 63.09% |
| March 31, 2021 | 63.09% |
| February 28, 2021 | 63.09% |
| January 31, 2021 | 63.09% |
| December 31, 2020 | 63.09% |
| November 30, 2020 | 63.09% |
| October 31, 2020 | 63.09% |
| September 30, 2020 | 63.09% |
| August 31, 2020 | 63.09% |
| July 31, 2020 | 63.09% |
| June 30, 2020 | 63.09% |
| May 31, 2020 | 63.09% |
| April 30, 2020 | 63.09% |
| March 31, 2020 | 63.09% |
| February 29, 2020 | 33.19% |
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
33.19%
Minimum
Apr 2019
63.09%
Maximum
Mar 2020
57.61%
Average
63.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Liberty Global Ltd | 71.81% |
| Pearson PLC | 68.85% |
| Vodafone Group PLC | 61.13% |
| WPP PLC | 72.87% |
| IHS Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.33 |
| Beta (5Y) | 1.226 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.76% |
| Historical Sharpe Ratio (5Y) | 0.0177 |
| Historical Sortino (5Y) | 0.0224 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.74% |