Johnson Matthey PLC (JMPLY)
43.56
-0.02
(-0.06%)
USD |
OTCM |
Apr 26, 16:00
Johnson Matthey Max Drawdown (5Y): 59.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 59.54% |
February 29, 2024 | 59.54% |
January 31, 2024 | 59.54% |
December 31, 2023 | 59.54% |
November 30, 2023 | 59.54% |
October 31, 2023 | 59.54% |
September 30, 2023 | 58.35% |
August 31, 2023 | 58.35% |
July 31, 2023 | 58.35% |
June 30, 2023 | 58.35% |
May 31, 2023 | 58.35% |
April 30, 2023 | 58.35% |
March 31, 2023 | 58.35% |
February 28, 2023 | 58.35% |
January 31, 2023 | 58.35% |
December 31, 2022 | 58.35% |
November 30, 2022 | 58.35% |
October 31, 2022 | 58.35% |
September 30, 2022 | 58.35% |
August 31, 2022 | 58.35% |
July 31, 2022 | 58.35% |
June 30, 2022 | 58.35% |
May 31, 2022 | 58.35% |
April 30, 2022 | 58.35% |
March 31, 2022 | 58.35% |
Date | Value |
---|---|
February 28, 2022 | 58.35% |
January 31, 2022 | 58.35% |
December 31, 2021 | 58.35% |
November 30, 2021 | 58.35% |
October 31, 2021 | 58.35% |
September 30, 2021 | 58.35% |
August 31, 2021 | 58.35% |
July 31, 2021 | 58.35% |
June 30, 2021 | 58.35% |
May 31, 2021 | 58.35% |
April 30, 2021 | 58.35% |
March 31, 2021 | 58.35% |
February 28, 2021 | 58.35% |
January 31, 2021 | 58.35% |
December 31, 2020 | 58.35% |
November 30, 2020 | 58.35% |
October 31, 2020 | 58.35% |
September 30, 2020 | 58.35% |
August 31, 2020 | 58.35% |
July 31, 2020 | 58.35% |
June 30, 2020 | 58.35% |
May 31, 2020 | 58.35% |
April 30, 2020 | 58.35% |
March 31, 2020 | 57.86% |
February 29, 2020 | 44.22% |
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
44.22%
Minimum
Apr 2019
59.54%
Maximum
Oct 2023
55.87%
Average
58.35%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
LyondellBasell Industries NV | 68.15% |
Ferroglobe PLC | 98.07% |
Eden Research PLC | -- |
Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.07 |
Beta (5Y) | 1.244 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.70% |
Historical Sharpe Ratio (5Y) | -0.295 |
Historical Sortino (5Y) | -0.4441 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.22% |