Investec Ltd. (ITCFY)
18.15
0.00 (0.00%)
USD |
OTCM |
Jun 10, 16:00
Investec Max Drawdown (5Y) : 54.35% 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 | 54.35% |
| April 30, 2026 | 54.35% |
| March 31, 2026 | 54.35% |
| February 28, 2026 | 54.35% |
| January 31, 2026 | 57.42% |
| December 31, 2025 | 57.42% |
| November 30, 2025 | 58.18% |
| October 31, 2025 | 65.55% |
| September 30, 2025 | 70.18% |
| August 31, 2025 | 70.18% |
| July 31, 2025 | 70.18% |
| June 30, 2025 | 70.86% |
| May 31, 2025 | 70.86% |
| April 30, 2025 | 70.86% |
| March 31, 2025 | 70.86% |
| February 28, 2025 | 80.14% |
| January 31, 2025 | 80.14% |
| December 31, 2024 | 80.14% |
| November 30, 2024 | 80.14% |
| October 31, 2024 | 80.14% |
| September 30, 2024 | 80.14% |
| August 31, 2024 | 80.14% |
| July 31, 2024 | 80.14% |
| June 30, 2024 | 80.14% |
| May 31, 2024 | 80.14% |
| Date | Value |
|---|---|
| April 30, 2024 | 80.14% |
| March 31, 2024 | 80.14% |
| February 29, 2024 | 80.14% |
| January 31, 2024 | 80.14% |
| December 31, 2023 | 80.14% |
| November 30, 2023 | 80.14% |
| October 31, 2023 | 80.14% |
| September 30, 2023 | 80.14% |
| August 31, 2023 | 80.14% |
| July 31, 2023 | 80.14% |
| June 30, 2023 | 80.14% |
| May 31, 2023 | 80.14% |
| April 30, 2023 | 80.14% |
| March 31, 2023 | 80.14% |
| February 28, 2023 | 80.14% |
| January 31, 2023 | 80.14% |
| December 31, 2022 | 80.14% |
| November 30, 2022 | 80.14% |
| October 31, 2022 | 80.14% |
| September 30, 2022 | 80.14% |
| August 31, 2022 | 80.14% |
| July 31, 2022 | 80.14% |
| June 30, 2022 | 80.14% |
| May 31, 2022 | 80.14% |
| April 30, 2022 | 80.14% |
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
| BGC Group, Inc. | 63.80% |
| The Bank of New York Mellon Corp. | 40.44% |
| Deutsche Bank AG | 61.34% |
| Evercore, Inc. | 49.63% |
| The Goldman Sachs Group, Inc. | 32.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.76 |
| Beta (5Y) | 0.3246 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.69% |
| Historical Sharpe Ratio (5Y) | 0.8205 |
| Historical Sortino (5Y) | 1.682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.44% |