Pearson PLC (PSO)
14.88
+0.28
(+1.92%)
USD |
NYSE |
Nov 01, 16:00
14.89
+0.01
(+0.07%)
After-Hours: 20:00
Pearson Max Drawdown (5Y): 68.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.85% |
| September 30, 2024 | 68.85% |
| August 31, 2024 | 68.85% |
| July 31, 2024 | 68.85% |
| June 30, 2024 | 68.85% |
| May 31, 2024 | 68.85% |
| April 30, 2024 | 68.85% |
| March 31, 2024 | 68.85% |
| February 29, 2024 | 68.85% |
| January 31, 2024 | 68.85% |
| December 31, 2023 | 68.85% |
| November 30, 2023 | 68.85% |
| October 31, 2023 | 68.85% |
| September 30, 2023 | 68.85% |
| August 31, 2023 | 68.85% |
| July 31, 2023 | 68.85% |
| June 30, 2023 | 68.85% |
| May 31, 2023 | 68.85% |
| April 30, 2023 | 68.85% |
| March 31, 2023 | 68.85% |
| February 28, 2023 | 68.85% |
| January 31, 2023 | 68.85% |
| December 31, 2022 | 68.85% |
| November 30, 2022 | 68.85% |
| October 31, 2022 | 68.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.85% |
| August 31, 2022 | 68.85% |
| July 31, 2022 | 68.85% |
| June 30, 2022 | 68.85% |
| May 31, 2022 | 68.85% |
| April 30, 2022 | 68.85% |
| March 31, 2022 | 68.85% |
| February 28, 2022 | 68.85% |
| January 31, 2022 | 68.85% |
| December 31, 2021 | 68.85% |
| November 30, 2021 | 68.85% |
| October 31, 2021 | 68.85% |
| September 30, 2021 | 68.85% |
| August 31, 2021 | 68.85% |
| July 31, 2021 | 68.85% |
| June 30, 2021 | 68.85% |
| May 31, 2021 | 68.85% |
| April 30, 2021 | 68.85% |
| March 31, 2021 | 68.85% |
| February 28, 2021 | 68.85% |
| January 31, 2021 | 68.85% |
| December 31, 2020 | 68.85% |
| November 30, 2020 | 68.85% |
| October 31, 2020 | 68.85% |
| September 30, 2020 | 68.85% |
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
64.78%
Minimum
Nov 2019
68.85%
Maximum
Mar 2020
68.58%
Average
68.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Liberty Global Ltd | 71.81% |
| Vodafone Group PLC | 61.13% |
| WPP PLC | 72.87% |
| Manchester United PLC | 58.06% |
| IHS Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.269 |
| Beta (5Y) | 0.3878 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.85% |
| Historical Sharpe Ratio (5Y) | 0.3777 |
| Historical Sortino (5Y) | 0.7381 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.00% |