Mr Price Group Ltd (MRPLY)
9.97
-0.07
(-0.70%)
USD |
OTCM |
May 17, 16:00
Mr Price Group Max Drawdown (5Y): 76.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.75% |
March 31, 2024 | 76.75% |
February 29, 2024 | 76.75% |
January 31, 2024 | 76.75% |
December 31, 2023 | 76.75% |
November 30, 2023 | 76.75% |
October 31, 2023 | 76.75% |
September 30, 2023 | 76.75% |
August 31, 2023 | 76.75% |
July 31, 2023 | 76.75% |
June 30, 2023 | 76.75% |
May 31, 2023 | 76.75% |
April 30, 2023 | 76.75% |
March 31, 2023 | 76.75% |
February 28, 2023 | 76.75% |
January 31, 2023 | 76.75% |
December 31, 2022 | 76.75% |
November 30, 2022 | 76.75% |
October 31, 2022 | 76.75% |
September 30, 2022 | 76.75% |
August 31, 2022 | 76.75% |
July 31, 2022 | 76.75% |
June 30, 2022 | 76.75% |
May 31, 2022 | 76.75% |
April 30, 2022 | 76.75% |
Date | Value |
---|---|
March 31, 2022 | 76.75% |
February 28, 2022 | 76.75% |
January 31, 2022 | 76.75% |
December 31, 2021 | 76.75% |
November 30, 2021 | 76.75% |
October 31, 2021 | 76.75% |
September 30, 2021 | 76.75% |
August 31, 2021 | 76.75% |
July 31, 2021 | 76.75% |
June 30, 2021 | 76.75% |
May 31, 2021 | 76.75% |
April 30, 2021 | 76.75% |
March 31, 2021 | 76.75% |
February 28, 2021 | 76.75% |
January 31, 2021 | 76.75% |
December 31, 2020 | 76.75% |
November 30, 2020 | 76.75% |
October 31, 2020 | 76.75% |
September 30, 2020 | 76.75% |
August 31, 2020 | 76.75% |
July 31, 2020 | 76.75% |
June 30, 2020 | 76.75% |
May 31, 2020 | 76.75% |
April 30, 2020 | 76.75% |
March 31, 2020 | 76.75% |
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
62.32%
Minimum
May 2019
76.75%
Maximum
Mar 2020
74.34%
Average
76.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Woolworths Holdings Ltd | 79.18% |
Leatt Corp | 77.58% |
Shoprite Holdings Ltd | 75.62% |
Pick N Pay Stores Ltd | 77.54% |
Famous Brands Ltd | 77.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.82 |
Beta (5Y) | 1.300 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.91% |
Historical Sharpe Ratio (5Y) | -0.2175 |
Historical Sortino (5Y) | -0.3468 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |