Imperial Brands PLC (IMBBF)

32.48 +0.16 (+0.50%) USD  |  OTCM  |  Dec 13, 16:00
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Imperial Brands Max Drawdown (5Y): 65.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Coca-Cola Europacific Partners PLC 48.77%
Diageo PLC 43.02%
Unilever PLC 30.13%
Nomad Foods Ltd 59.04%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.491
Beta (5Y) 0.8605
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.29%
Historical Sharpe Ratio (5Y) 0.5458
Historical Sortino (5Y) 0.8485
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.97%