Ocado Group PLC (OCDGF)
4.478
+0.13
(+2.93%)
USD |
OTCM |
May 07, 13:09
Ocado Group Max Drawdown (5Y): 89.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.13% |
| March 31, 2024 | 88.92% |
| February 29, 2024 | 88.92% |
| January 31, 2024 | 88.92% |
| December 31, 2023 | 88.92% |
| November 30, 2023 | 88.92% |
| October 31, 2023 | 88.92% |
| September 30, 2023 | 88.92% |
| August 31, 2023 | 88.92% |
| July 31, 2023 | 88.92% |
| June 30, 2023 | 88.92% |
| May 31, 2023 | 88.46% |
| April 30, 2023 | 88.46% |
| March 31, 2023 | 88.46% |
| February 28, 2023 | 88.46% |
| January 31, 2023 | 88.46% |
| December 31, 2022 | 88.46% |
| November 30, 2022 | 88.46% |
| October 31, 2022 | 88.46% |
| September 30, 2022 | 86.54% |
| August 31, 2022 | 77.99% |
| July 31, 2022 | 76.92% |
| June 30, 2022 | 76.64% |
| May 31, 2022 | 76.64% |
| April 30, 2022 | 70.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.27% |
| February 28, 2022 | 67.27% |
| January 31, 2022 | 70.09% |
| December 31, 2021 | 70.29% |
| November 30, 2021 | 71.30% |
| October 31, 2021 | 71.30% |
| September 30, 2021 | 71.30% |
| August 31, 2021 | 71.30% |
| July 31, 2021 | 71.30% |
| June 30, 2021 | 71.30% |
| May 31, 2021 | 71.30% |
| April 30, 2021 | 71.80% |
| March 31, 2021 | 71.80% |
| February 28, 2021 | 71.80% |
| January 31, 2021 | 71.80% |
| December 31, 2020 | 71.80% |
| November 30, 2020 | 71.80% |
| October 31, 2020 | 71.80% |
| September 30, 2020 | 71.80% |
| August 31, 2020 | 71.80% |
| July 31, 2020 | 71.80% |
| June 30, 2020 | 71.80% |
| May 31, 2020 | 71.80% |
| April 30, 2020 | 71.80% |
| March 31, 2020 | 71.80% |
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
67.27%
Minimum
Feb 2022
89.13%
Maximum
Apr 2024
77.48%
Average
71.80%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Diageo PLC | 41.15% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.29 |
| Beta (5Y) | 1.872 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.60% |
| Historical Sharpe Ratio (5Y) | -0.3797 |
| Historical Sortino (5Y) | -0.7233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.58% |