Frasers Group Plc (SDIPF)
9.08
0.00 (0.00%)
USD |
OTCM |
Aug 24, 16:00
Frasers Group Max Drawdown (5Y) : 30.04% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 30.04% |
| June 30, 2026 | 30.04% |
| May 31, 2026 | 30.04% |
| April 30, 2026 | 30.04% |
| March 31, 2026 | 30.04% |
| February 28, 2026 | 30.04% |
| January 31, 2026 | 35.11% |
| December 31, 2025 | 64.64% |
| November 30, 2025 | 64.64% |
| October 31, 2025 | 64.64% |
| September 30, 2025 | 64.64% |
| August 31, 2025 | 64.64% |
| July 31, 2025 | 64.64% |
| June 30, 2025 | 64.64% |
| May 31, 2025 | 64.64% |
| April 30, 2025 | 64.64% |
| March 31, 2025 | 64.64% |
| February 28, 2025 | 64.64% |
| January 31, 2025 | 64.64% |
| December 31, 2024 | 64.64% |
| November 30, 2024 | 64.64% |
| October 31, 2024 | 64.64% |
| September 30, 2024 | 67.13% |
| August 31, 2024 | 67.13% |
| July 31, 2024 | 67.13% |
| Date | Value |
|---|---|
| June 30, 2024 | 68.05% |
| May 31, 2024 | 68.05% |
| April 30, 2024 | 69.74% |
| March 31, 2024 | 69.74% |
| February 29, 2024 | 69.74% |
| January 31, 2024 | 69.74% |
| December 31, 2023 | 69.74% |
| November 30, 2023 | 69.74% |
| October 31, 2023 | 69.74% |
| September 30, 2023 | 69.74% |
| August 31, 2023 | 69.74% |
| July 31, 2023 | 69.74% |
| June 30, 2023 | 69.74% |
| May 31, 2023 | 69.74% |
| April 30, 2023 | 69.74% |
| March 31, 2023 | 69.74% |
| February 28, 2023 | 69.74% |
| January 31, 2023 | 69.74% |
| December 31, 2022 | 69.74% |
| November 30, 2022 | 69.74% |
| October 31, 2022 | 69.74% |
| September 30, 2022 | 69.74% |
| August 31, 2022 | 69.74% |
| July 31, 2022 | 70.85% |
| June 30, 2022 | 70.85% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| JD Sports Fashion Plc | 93.80% |
| TheWorks.co.uk Plc | 99.58% |
| Dick's Sporting Goods, Inc. | 48.80% |
| ASOS Plc | 96.68% |
| Sportsman's Warehouse Holdings, Inc. | 94.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.186 |
| Beta (5Y) | 0.0969 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.93% |
| Historical Sharpe Ratio (5Y) | -0.0541 |
| Historical Sortino (5Y) | -0.1052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.74% |