Prudential PLC (PUK)

15.75 +0.09 (+0.57%) USD  |  NYSE  |  Dec 20, 16:00
15.75 0.00 (0.00%) After-Hours: 20:00
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Prudential Max Drawdown (5Y): 63.36% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Barclays PLC 76.01%
HSBC Holdings PLC 63.37%
Lloyds Banking Group PLC 71.93%
Argo Blockchain PLC --
Marex Group PLC --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -30.88
Beta (5Y) 1.206
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.64%
Historical Sharpe Ratio (5Y) -0.3824
Historical Sortino (5Y) -0.603
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.09%