Intertek Group PLC (IKTSY)
61.30
-0.63
(-1.02%)
USD |
OTCM |
Jun 03, 15:45
Intertek Group Max Drawdown (5Y): 51.65% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 51.65% |
April 30, 2024 | 51.65% |
March 31, 2024 | 51.65% |
February 29, 2024 | 51.65% |
January 31, 2024 | 51.65% |
December 31, 2023 | 51.65% |
November 30, 2023 | 51.65% |
October 31, 2023 | 51.65% |
September 30, 2023 | 51.65% |
August 31, 2023 | 51.65% |
July 31, 2023 | 51.65% |
June 30, 2023 | 51.65% |
May 31, 2023 | 51.65% |
April 30, 2023 | 51.65% |
March 31, 2023 | 51.65% |
February 28, 2023 | 51.65% |
January 31, 2023 | 51.65% |
December 31, 2022 | 51.65% |
November 30, 2022 | 51.65% |
October 31, 2022 | 51.64% |
September 30, 2022 | 51.16% |
August 31, 2022 | 45.85% |
July 31, 2022 | 41.64% |
June 30, 2022 | 41.64% |
May 31, 2022 | 41.64% |
Date | Value |
---|---|
April 30, 2022 | 41.64% |
March 31, 2022 | 41.64% |
February 28, 2022 | 41.64% |
January 31, 2022 | 41.64% |
December 31, 2021 | 41.64% |
November 30, 2021 | 41.64% |
October 31, 2021 | 41.64% |
September 30, 2021 | 41.64% |
August 31, 2021 | 41.64% |
July 31, 2021 | 41.64% |
June 30, 2021 | 41.64% |
May 31, 2021 | 41.64% |
April 30, 2021 | 41.64% |
March 31, 2021 | 41.64% |
February 28, 2021 | 41.64% |
January 31, 2021 | 41.64% |
December 31, 2020 | 41.64% |
November 30, 2020 | 41.64% |
October 31, 2020 | 41.64% |
September 30, 2020 | 41.64% |
August 31, 2020 | 41.64% |
July 31, 2020 | 41.64% |
June 30, 2020 | 41.64% |
May 31, 2020 | 41.64% |
April 30, 2020 | 41.64% |
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
33.80%
Minimum
Dec 2019
51.65%
Maximum
Nov 2022
44.41%
Average
41.64%
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) | -13.14 |
Beta (5Y) | 0.813 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.63% |
Historical Sharpe Ratio (5Y) | -0.075 |
Historical Sortino (5Y) | -0.1079 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.59% |