Manchester United PLC (MANU)
17.64
+0.18
(+1.03%)
USD |
NYSE |
Nov 22, 12:17
Manchester United Max Drawdown (5Y): 58.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 58.06% |
September 30, 2024 | 58.06% |
August 31, 2024 | 58.06% |
July 31, 2024 | 58.06% |
June 30, 2024 | 58.06% |
May 31, 2024 | 58.06% |
April 30, 2024 | 58.06% |
March 31, 2024 | 58.06% |
February 29, 2024 | 58.06% |
January 31, 2024 | 58.06% |
December 31, 2023 | 58.06% |
November 30, 2023 | 58.06% |
October 31, 2023 | 58.06% |
September 30, 2023 | 58.06% |
August 31, 2023 | 58.06% |
July 31, 2023 | 58.06% |
June 30, 2023 | 58.06% |
May 31, 2023 | 58.06% |
April 30, 2023 | 58.06% |
March 31, 2023 | 58.06% |
February 28, 2023 | 58.06% |
January 31, 2023 | 58.06% |
December 31, 2022 | 58.06% |
November 30, 2022 | 58.06% |
October 31, 2022 | 58.06% |
Date | Value |
---|---|
September 30, 2022 | 58.06% |
August 31, 2022 | 58.06% |
July 31, 2022 | 58.06% |
June 30, 2022 | 57.14% |
May 31, 2022 | 51.59% |
April 30, 2022 | 51.59% |
March 31, 2022 | 51.59% |
February 28, 2022 | 51.41% |
January 31, 2022 | 51.41% |
December 31, 2021 | 51.41% |
November 30, 2021 | 51.41% |
October 31, 2021 | 51.41% |
September 30, 2021 | 51.41% |
August 31, 2021 | 51.41% |
July 31, 2021 | 51.41% |
June 30, 2021 | 51.41% |
May 31, 2021 | 51.41% |
April 30, 2021 | 51.41% |
March 31, 2021 | 51.41% |
February 28, 2021 | 51.41% |
January 31, 2021 | 51.41% |
December 31, 2020 | 51.41% |
November 30, 2020 | 51.41% |
October 31, 2020 | 51.41% |
September 30, 2020 | 51.41% |
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
40.94%
Minimum
Nov 2019
58.06%
Maximum
Jul 2022
53.92%
Average
51.59%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Liberty Global Ltd | 71.81% |
Pearson PLC | 68.85% |
Vodafone Group PLC | 61.13% |
WPP PLC | 72.87% |
IHS Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.10 |
Beta (5Y) | 0.6862 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.56% |
Historical Sharpe Ratio (5Y) | -0.0481 |
Historical Sortino (5Y) | -0.1035 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.73% |