Imperial Brands Plc (IMBBY)
37.52
+0.58
(+1.57%)
USD |
OTCM |
Jun 10, 16:00
Imperial Brands Max Drawdown (5Y) : 43.48% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 43.48% |
| April 30, 2026 | 44.49% |
| March 31, 2026 | 46.32% |
| February 28, 2026 | 49.90% |
| January 31, 2026 | 50.94% |
| December 31, 2025 | 50.94% |
| November 30, 2025 | 53.47% |
| October 31, 2025 | 60.96% |
| September 30, 2025 | 61.18% |
| August 31, 2025 | 61.18% |
| July 31, 2025 | 61.18% |
| June 30, 2025 | 61.18% |
| May 31, 2025 | 61.18% |
| April 30, 2025 | 61.18% |
| March 31, 2025 | 61.18% |
| February 28, 2025 | 65.10% |
| January 31, 2025 | 65.10% |
| December 31, 2024 | 65.10% |
| November 30, 2024 | 65.10% |
| October 31, 2024 | 65.10% |
| September 30, 2024 | 65.10% |
| August 31, 2024 | 65.10% |
| July 31, 2024 | 65.10% |
| June 30, 2024 | 65.10% |
| May 31, 2024 | 65.10% |
| Date | Value |
|---|---|
| April 30, 2024 | 65.10% |
| March 31, 2024 | 65.10% |
| February 29, 2024 | 65.10% |
| January 31, 2024 | 65.10% |
| December 31, 2023 | 65.10% |
| November 30, 2023 | 65.10% |
| October 31, 2023 | 65.10% |
| September 30, 2023 | 65.10% |
| August 31, 2023 | 65.10% |
| July 31, 2023 | 65.10% |
| June 30, 2023 | 65.10% |
| May 31, 2023 | 65.10% |
| April 30, 2023 | 65.10% |
| March 31, 2023 | 65.10% |
| February 28, 2023 | 65.10% |
| January 31, 2023 | 65.10% |
| December 31, 2022 | 65.10% |
| November 30, 2022 | 65.10% |
| October 31, 2022 | 65.10% |
| September 30, 2022 | 65.10% |
| August 31, 2022 | 65.10% |
| July 31, 2022 | 65.10% |
| June 30, 2022 | 65.10% |
| May 31, 2022 | 65.10% |
| April 30, 2022 | 65.10% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| British American Tobacco plc | 39.11% |
| Philip Morris International, Inc. | 22.74% |
| Japan Tobacco, Inc. | 52.34% |
| Altria Group, Inc. | 27.48% |
| Turning Point Brands, Inc. | 66.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.71 |
| Beta (5Y) | 0.2891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.56% |
| Historical Sharpe Ratio (5Y) | 0.6701 |
| Historical Sortino (5Y) | 1.177 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.24% |