Prudential PLC (PUK)
16.06
+0.03
(+0.19%)
USD |
NYSE |
Nov 21, 16:00
16.05
-0.01
(-0.06%)
After-Hours: 20:00
Prudential Max Drawdown (5Y): 63.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.36% |
| September 30, 2024 | 63.36% |
| August 31, 2024 | 63.36% |
| July 31, 2024 | 63.36% |
| June 30, 2024 | 63.36% |
| May 31, 2024 | 63.36% |
| April 30, 2024 | 63.36% |
| March 31, 2024 | 63.36% |
| February 29, 2024 | 63.36% |
| January 31, 2024 | 63.36% |
| December 31, 2023 | 63.36% |
| November 30, 2023 | 63.36% |
| October 31, 2023 | 63.36% |
| September 30, 2023 | 63.36% |
| August 31, 2023 | 63.36% |
| July 31, 2023 | 63.36% |
| June 30, 2023 | 63.36% |
| May 31, 2023 | 63.36% |
| April 30, 2023 | 63.36% |
| March 31, 2023 | 63.36% |
| February 28, 2023 | 63.36% |
| January 31, 2023 | 63.36% |
| December 31, 2022 | 63.36% |
| November 30, 2022 | 63.36% |
| October 31, 2022 | 63.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.36% |
| August 31, 2022 | 63.36% |
| July 31, 2022 | 63.36% |
| June 30, 2022 | 63.36% |
| May 31, 2022 | 63.36% |
| April 30, 2022 | 63.36% |
| March 31, 2022 | 63.36% |
| February 28, 2022 | 63.36% |
| January 31, 2022 | 63.36% |
| December 31, 2021 | 63.36% |
| November 30, 2021 | 63.36% |
| October 31, 2021 | 63.36% |
| September 30, 2021 | 63.36% |
| August 31, 2021 | 63.36% |
| July 31, 2021 | 63.36% |
| June 30, 2021 | 63.36% |
| May 31, 2021 | 63.36% |
| April 30, 2021 | 63.36% |
| March 31, 2021 | 63.36% |
| February 28, 2021 | 63.36% |
| January 31, 2021 | 63.36% |
| December 31, 2020 | 63.36% |
| November 30, 2020 | 63.36% |
| October 31, 2020 | 63.36% |
| September 30, 2020 | 63.36% |
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
41.45%
Minimum
Nov 2019
63.36%
Maximum
Mar 2020
61.90%
Average
63.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Barclays PLC | 76.01% |
| HSBC Holdings PLC | 63.37% |
| Lloyds Banking Group PLC | 71.93% |
| NatWest Group PLC | 75.68% |
| Argo Blockchain PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.94 |
| Beta (5Y) | 1.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.60% |
| Historical Sharpe Ratio (5Y) | -0.3668 |
| Historical Sortino (5Y) | -0.5735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.09% |