International Distributions Services PLC (ROYMY)
6.84
+0.04
(+0.63%)
USD |
OTCM |
Apr 30, 15:59
International Distributions Services Max Drawdown (5Y): 79.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 79.34% |
February 29, 2024 | 79.34% |
January 31, 2024 | 79.34% |
December 31, 2023 | 79.34% |
November 30, 2023 | 79.34% |
October 31, 2023 | 79.34% |
September 30, 2023 | 79.34% |
August 31, 2023 | 79.34% |
July 31, 2023 | 79.34% |
June 30, 2023 | 79.34% |
May 31, 2023 | 79.34% |
April 30, 2023 | 79.34% |
March 31, 2023 | 79.34% |
February 28, 2023 | 79.34% |
January 31, 2023 | 79.34% |
December 31, 2022 | 79.34% |
November 30, 2022 | 79.34% |
October 31, 2022 | 79.34% |
September 30, 2022 | 79.34% |
August 31, 2022 | 79.34% |
July 31, 2022 | 79.34% |
June 30, 2022 | 79.34% |
May 31, 2022 | 79.34% |
April 30, 2022 | 79.34% |
March 31, 2022 | 79.34% |
Date | Value |
---|---|
February 28, 2022 | 79.34% |
January 31, 2022 | 79.34% |
December 31, 2021 | 79.34% |
November 30, 2021 | 79.34% |
October 31, 2021 | 79.34% |
September 30, 2021 | 79.34% |
August 31, 2021 | 79.34% |
July 31, 2021 | 79.34% |
June 30, 2021 | 79.34% |
May 31, 2021 | 79.34% |
April 30, 2021 | 79.34% |
March 31, 2021 | 79.34% |
February 28, 2021 | 79.34% |
January 31, 2021 | 79.34% |
December 31, 2020 | 79.34% |
November 30, 2020 | 79.34% |
October 31, 2020 | 79.34% |
September 30, 2020 | 79.34% |
August 31, 2020 | 79.34% |
July 31, 2020 | 79.34% |
June 30, 2020 | 79.34% |
May 31, 2020 | 79.34% |
April 30, 2020 | 79.34% |
March 31, 2020 | 79.25% |
February 29, 2020 | 71.26% |
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
69.16%
Minimum
May 2019
79.34%
Maximum
Apr 2020
77.68%
Average
79.34%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Pentair PLC | 67.99% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.89 |
Beta (5Y) | 1.767 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.82% |
Historical Sharpe Ratio (5Y) | 0.0241 |
Historical Sortino (5Y) | 0.0465 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.71% |