Prudential PLC (PUKPF)
8.50
-0.05
(-0.58%)
USD |
OTCM |
Jun 14, 16:00
Prudential Max Drawdown (5Y): 62.24% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 62.24% |
April 30, 2024 | 62.24% |
March 31, 2024 | 62.24% |
February 29, 2024 | 62.24% |
January 31, 2024 | 62.24% |
December 31, 2023 | 62.24% |
November 30, 2023 | 62.24% |
October 31, 2023 | 62.24% |
September 30, 2023 | 62.24% |
August 31, 2023 | 62.24% |
July 31, 2023 | 62.24% |
June 30, 2023 | 62.24% |
May 31, 2023 | 62.24% |
April 30, 2023 | 62.24% |
March 31, 2023 | 62.24% |
February 28, 2023 | 62.24% |
January 31, 2023 | 62.24% |
December 31, 2022 | 62.24% |
November 30, 2022 | 62.24% |
October 31, 2022 | 62.24% |
September 30, 2022 | 62.24% |
August 31, 2022 | 62.24% |
July 31, 2022 | 62.24% |
June 30, 2022 | 62.24% |
May 31, 2022 | 62.24% |
Date | Value |
---|---|
April 30, 2022 | 62.24% |
March 31, 2022 | 62.24% |
February 28, 2022 | 62.24% |
January 31, 2022 | 62.24% |
December 31, 2021 | 62.24% |
November 30, 2021 | 62.24% |
October 31, 2021 | 62.24% |
September 30, 2021 | 62.24% |
August 31, 2021 | 62.24% |
July 31, 2021 | 62.24% |
June 30, 2021 | 62.24% |
May 31, 2021 | 62.24% |
April 30, 2021 | 62.24% |
March 31, 2021 | 62.24% |
February 28, 2021 | 62.24% |
January 31, 2021 | 62.24% |
December 31, 2020 | 62.24% |
November 30, 2020 | 62.24% |
October 31, 2020 | 62.24% |
September 30, 2020 | 62.24% |
August 31, 2020 | 62.24% |
July 31, 2020 | 62.24% |
June 30, 2020 | 62.24% |
May 31, 2020 | 62.24% |
April 30, 2020 | 62.24% |
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
43.23%
Minimum
Jun 2019
62.24%
Maximum
Mar 2020
59.39%
Average
62.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Willis Towers Watson PLC | 32.95% |
Argo Blockchain PLC | -- |
IX Acquisition Corp | -- |
ClimateRock | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.22 |
Beta (5Y) | 1.288 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.97% |
Historical Sharpe Ratio (5Y) | -0.2642 |
Historical Sortino (5Y) | -0.4053 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.72% |