Imperial Brands PLC (IMBBY)
23.23
+0.05
(+0.22%)
USD |
OTCM |
Apr 26, 16:00
Imperial Brands Max Drawdown (5Y): 65.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 65.12% |
February 29, 2024 | 65.12% |
January 31, 2024 | 65.12% |
December 31, 2023 | 65.12% |
November 30, 2023 | 65.12% |
October 31, 2023 | 65.12% |
September 30, 2023 | 65.12% |
August 31, 2023 | 65.12% |
July 31, 2023 | 65.12% |
June 30, 2023 | 65.12% |
May 31, 2023 | 65.12% |
April 30, 2023 | 65.12% |
March 31, 2023 | 65.12% |
February 28, 2023 | 65.12% |
January 31, 2023 | 65.12% |
December 31, 2022 | 65.12% |
November 30, 2022 | 65.12% |
October 31, 2022 | 65.12% |
September 30, 2022 | 65.12% |
August 31, 2022 | 65.12% |
July 31, 2022 | 65.12% |
June 30, 2022 | 65.12% |
May 31, 2022 | 65.12% |
April 30, 2022 | 65.12% |
March 31, 2022 | 65.12% |
Date | Value |
---|---|
February 28, 2022 | 65.12% |
January 31, 2022 | 65.12% |
December 31, 2021 | 65.12% |
November 30, 2021 | 65.12% |
October 31, 2021 | 65.12% |
September 30, 2021 | 65.12% |
August 31, 2021 | 65.12% |
July 31, 2021 | 65.12% |
June 30, 2021 | 65.12% |
May 31, 2021 | 65.12% |
April 30, 2021 | 65.12% |
March 31, 2021 | 65.12% |
February 28, 2021 | 65.12% |
January 31, 2021 | 65.12% |
December 31, 2020 | 65.12% |
November 30, 2020 | 65.12% |
October 31, 2020 | 65.12% |
September 30, 2020 | 65.12% |
August 31, 2020 | 65.12% |
July 31, 2020 | 65.12% |
June 30, 2020 | 65.12% |
May 31, 2020 | 65.12% |
April 30, 2020 | 65.12% |
March 31, 2020 | 65.12% |
February 29, 2020 | 52.42% |
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
40.36%
Minimum
Apr 2019
65.12%
Maximum
Mar 2020
62.36%
Average
65.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
British American Tobacco PLC | 56.33% |
Coca-Cola Europacific Partners PLC | 48.77% |
Diageo PLC | 41.15% |
Unilever PLC | 30.13% |
Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.15 |
Beta (5Y) | 0.7209 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.48% |
Historical Sharpe Ratio (5Y) | -0.0611 |
Historical Sortino (5Y) | -0.0948 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.26% |