Imperial Brands PLC (IMBBY)

32.28 +0.03 (+0.09%) USD  |  OTCM  |  Dec 20, 16:00
More

Imperial Brands Max Drawdown (5Y): 65.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for IMBBY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
British American Tobacco PLC 56.33%
Unilever PLC 30.13%
Tesco PLC 45.85%
Reckitt Benckiser Group PLC 44.56%
Coca-Cola Europacific Partners PLC 48.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.212
Beta (5Y) 0.6905
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.02%
Historical Sharpe Ratio (5Y) 0.5343
Historical Sortino (5Y) 0.7967
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.57%