Ocado Group PLC (OCDDY)
9.24
+0.17
(+1.87%)
USD |
OTCM |
May 17, 16:20
Ocado Group Max Drawdown (5Y): 89.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.36% |
| March 31, 2024 | 89.36% |
| February 29, 2024 | 89.36% |
| January 31, 2024 | 89.36% |
| December 31, 2023 | 89.36% |
| November 30, 2023 | 89.36% |
| October 31, 2023 | 89.36% |
| September 30, 2023 | 89.36% |
| August 31, 2023 | 89.36% |
| July 31, 2023 | 89.36% |
| June 30, 2023 | 89.36% |
| May 31, 2023 | 89.17% |
| April 30, 2023 | 89.17% |
| March 31, 2023 | 89.17% |
| February 28, 2023 | 89.17% |
| January 31, 2023 | 89.17% |
| December 31, 2022 | 89.17% |
| November 30, 2022 | 89.17% |
| October 31, 2022 | 89.17% |
| September 30, 2022 | 87.03% |
| August 31, 2022 | 78.85% |
| July 31, 2022 | 77.92% |
| June 30, 2022 | 77.60% |
| May 31, 2022 | 77.60% |
| April 30, 2022 | 71.30% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.29% |
| February 28, 2022 | 57.41% |
| January 31, 2022 | 52.52% |
| December 31, 2021 | 47.52% |
| November 30, 2021 | 46.26% |
| October 31, 2021 | 46.26% |
| September 30, 2021 | 44.11% |
| August 31, 2021 | 39.32% |
| July 31, 2021 | 39.32% |
| June 30, 2021 | 34.82% |
| May 31, 2021 | 34.27% |
| April 30, 2021 | 34.27% |
| March 31, 2021 | 34.27% |
| February 28, 2021 | 34.27% |
| January 31, 2021 | 34.27% |
| December 31, 2020 | 34.27% |
| November 30, 2020 | 34.27% |
| October 31, 2020 | 34.27% |
| September 30, 2020 | 34.27% |
| August 31, 2020 | 34.27% |
| July 31, 2020 | 34.27% |
| June 30, 2020 | 34.27% |
| May 31, 2020 | 34.27% |
| April 30, 2020 | 34.27% |
| March 31, 2020 | 34.27% |
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
34.27%
Minimum
May 2019
89.36%
Maximum
Jun 2023
58.25%
Average
46.26%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Diageo PLC | 41.15% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.31 |
| Beta (5Y) | 2.057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.31% |
| Historical Sharpe Ratio (5Y) | -0.37 |
| Historical Sortino (5Y) | -0.733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.25% |