Marks & Spencer Group PLC (MAKSY)
6.47
-0.08
(-1.15%)
USD |
OTCM |
Apr 30, 14:26
Marks & Spencer Group Max Drawdown (5Y): 84.94% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 84.94% |
February 29, 2024 | 84.94% |
January 31, 2024 | 84.94% |
December 31, 2023 | 84.94% |
November 30, 2023 | 84.94% |
October 31, 2023 | 84.94% |
September 30, 2023 | 84.94% |
August 31, 2023 | 84.94% |
July 31, 2023 | 84.94% |
June 30, 2023 | 84.94% |
May 31, 2023 | 84.94% |
April 30, 2023 | 84.94% |
March 31, 2023 | 84.94% |
February 28, 2023 | 84.94% |
January 31, 2023 | 84.94% |
December 31, 2022 | 84.94% |
November 30, 2022 | 84.94% |
October 31, 2022 | 84.94% |
September 30, 2022 | 84.94% |
August 31, 2022 | 84.94% |
July 31, 2022 | 84.94% |
June 30, 2022 | 84.94% |
May 31, 2022 | 84.94% |
April 30, 2022 | 84.94% |
March 31, 2022 | 84.94% |
Date | Value |
---|---|
February 28, 2022 | 84.94% |
January 31, 2022 | 84.94% |
December 31, 2021 | 84.94% |
November 30, 2021 | 84.94% |
October 31, 2021 | 84.94% |
September 30, 2021 | 84.94% |
August 31, 2021 | 84.94% |
July 31, 2021 | 84.94% |
June 30, 2021 | 84.94% |
May 31, 2021 | 84.94% |
April 30, 2021 | 84.94% |
March 31, 2021 | 84.94% |
February 28, 2021 | 84.94% |
January 31, 2021 | 84.94% |
December 31, 2020 | 84.94% |
November 30, 2020 | 84.94% |
October 31, 2020 | 84.94% |
September 30, 2020 | 84.94% |
August 31, 2020 | 84.94% |
July 31, 2020 | 84.94% |
June 30, 2020 | 84.94% |
May 31, 2020 | 84.94% |
April 30, 2020 | 84.94% |
March 31, 2020 | 84.94% |
February 29, 2020 | 71.71% |
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
59.35%
Minimum
Apr 2019
84.94%
Maximum
Mar 2020
81.77%
Average
84.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Carnival PLC | 91.43% |
InterContinental Hotels Group PLC | 59.29% |
Capri Holdings Ltd | 90.03% |
Selina Hospitality PLC | -- |
Perfect Moment Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.20 |
Beta (5Y) | 1.647 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.85% |
Historical Sharpe Ratio (5Y) | -0.0328 |
Historical Sortino (5Y) | -0.0533 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.70% |