Sainsbury (J) PLC (JSAIY)
12.96
+0.05
(+0.39%)
USD |
OTCM |
Nov 22, 16:00
Sainsbury Max Drawdown (5Y): 57.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.51% |
| September 30, 2024 | 57.51% |
| August 31, 2024 | 57.51% |
| July 31, 2024 | 57.51% |
| June 30, 2024 | 57.51% |
| May 31, 2024 | 57.51% |
| April 30, 2024 | 57.51% |
| March 31, 2024 | 57.51% |
| February 29, 2024 | 57.51% |
| January 31, 2024 | 57.51% |
| December 31, 2023 | 57.51% |
| November 30, 2023 | 57.51% |
| October 31, 2023 | 57.51% |
| September 30, 2023 | 57.51% |
| August 31, 2023 | 57.51% |
| July 31, 2023 | 57.51% |
| June 30, 2023 | 57.51% |
| May 31, 2023 | 57.51% |
| April 30, 2023 | 57.51% |
| March 31, 2023 | 57.51% |
| February 28, 2023 | 57.51% |
| January 31, 2023 | 57.51% |
| December 31, 2022 | 57.51% |
| November 30, 2022 | 57.51% |
| October 31, 2022 | 57.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.06% |
| August 31, 2022 | 49.77% |
| July 31, 2022 | 49.77% |
| June 30, 2022 | 49.77% |
| May 31, 2022 | 49.77% |
| April 30, 2022 | 49.77% |
| March 31, 2022 | 49.77% |
| February 28, 2022 | 49.77% |
| January 31, 2022 | 49.77% |
| December 31, 2021 | 49.77% |
| November 30, 2021 | 49.77% |
| October 31, 2021 | 50.42% |
| September 30, 2021 | 52.21% |
| August 31, 2021 | 52.21% |
| July 31, 2021 | 52.21% |
| June 30, 2021 | 52.61% |
| May 31, 2021 | 52.61% |
| April 30, 2021 | 52.61% |
| March 31, 2021 | 52.61% |
| February 28, 2021 | 52.61% |
| January 31, 2021 | 52.61% |
| December 31, 2020 | 52.61% |
| November 30, 2020 | 52.61% |
| October 31, 2020 | 52.61% |
| September 30, 2020 | 52.61% |
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
49.77%
Minimum
Nov 2021
57.51%
Maximum
Oct 2022
54.20%
Average
52.61%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Diageo PLC | 43.02% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.739 |
| Beta (5Y) | 0.8909 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.80% |
| Historical Sharpe Ratio (5Y) | 0.2939 |
| Historical Sortino (5Y) | 0.5476 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.36% |