Phoenix Group Holdings PLC (PNXGF)
7.48
0.00 (0.00%)
USD |
OTCM |
Sep 20, 16:00
Phoenix Group Holdings Max Drawdown (5Y): 48.24% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 48.24% |
July 31, 2024 | 48.24% |
June 30, 2024 | 48.24% |
May 31, 2024 | 48.24% |
April 30, 2024 | 48.24% |
March 31, 2024 | 48.24% |
February 29, 2024 | 48.24% |
January 31, 2024 | 48.24% |
December 31, 2023 | 48.24% |
November 30, 2023 | 48.24% |
October 31, 2023 | 48.24% |
September 30, 2023 | 48.24% |
August 31, 2023 | 48.24% |
July 31, 2023 | 48.24% |
June 30, 2023 | 48.24% |
May 31, 2023 | 48.24% |
April 30, 2023 | 48.24% |
March 31, 2023 | 48.24% |
February 28, 2023 | 48.24% |
January 31, 2023 | 48.24% |
December 31, 2022 | 48.24% |
November 30, 2022 | 48.24% |
October 31, 2022 | 48.24% |
September 30, 2022 | 48.24% |
August 31, 2022 | 48.24% |
Date | Value |
---|---|
July 31, 2022 | 48.24% |
June 30, 2022 | 48.24% |
May 31, 2022 | 48.24% |
April 30, 2022 | 48.24% |
March 31, 2022 | 48.24% |
February 28, 2022 | 48.24% |
January 31, 2022 | 48.24% |
December 31, 2021 | 48.24% |
November 30, 2021 | 48.24% |
October 31, 2021 | 48.24% |
September 30, 2021 | 48.24% |
August 31, 2021 | 48.24% |
July 31, 2021 | 48.24% |
June 30, 2021 | 48.24% |
May 31, 2021 | 48.24% |
April 30, 2021 | 48.24% |
March 31, 2021 | 48.24% |
February 28, 2021 | 48.24% |
January 31, 2021 | 48.24% |
December 31, 2020 | 48.24% |
November 30, 2020 | 48.24% |
October 31, 2020 | 48.24% |
September 30, 2020 | 48.24% |
August 31, 2020 | 48.24% |
July 31, 2020 | 48.24% |
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
16.31%
Minimum
Sep 2019
48.24%
Maximum
Mar 2020
45.05%
Average
48.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lloyds Banking Group PLC | 71.47% |
NatWest Group PLC | 75.68% |
Legal & General Group PLC | 62.53% |
M&G PLC | -- |
Willis Towers Watson PLC | 32.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.47 |
Beta (5Y) | 1.163 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.25% |
Historical Sharpe Ratio (5Y) | 0.0133 |
Historical Sortino (5Y) | 0.0155 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.76% |