Segro PLC (SEGXF)
9.50
-0.38
(-3.82%)
USD |
OTCM |
Nov 13, 16:00
Segro Max Drawdown (5Y): 59.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.61% |
| September 30, 2024 | 59.61% |
| August 31, 2024 | 59.61% |
| July 31, 2024 | 59.61% |
| June 30, 2024 | 59.61% |
| May 31, 2024 | 59.61% |
| April 30, 2024 | 59.61% |
| March 31, 2024 | 59.61% |
| February 29, 2024 | 59.61% |
| January 31, 2024 | 59.61% |
| December 31, 2023 | 59.61% |
| November 30, 2023 | 59.61% |
| October 31, 2023 | 59.61% |
| September 30, 2023 | 59.61% |
| August 31, 2023 | 59.61% |
| July 31, 2023 | 59.61% |
| June 30, 2023 | 59.61% |
| May 31, 2023 | 59.61% |
| April 30, 2023 | 59.61% |
| March 31, 2023 | 59.61% |
| February 28, 2023 | 59.61% |
| January 31, 2023 | 59.61% |
| December 31, 2022 | 59.61% |
| November 30, 2022 | 59.61% |
| October 31, 2022 | 59.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 59.61% |
| August 31, 2022 | 41.19% |
| July 31, 2022 | 40.06% |
| June 30, 2022 | 40.06% |
| May 31, 2022 | 34.09% |
| April 30, 2022 | 34.09% |
| March 31, 2022 | 34.09% |
| February 28, 2022 | 34.09% |
| January 31, 2022 | 34.09% |
| December 31, 2021 | 34.09% |
| November 30, 2021 | 34.09% |
| October 31, 2021 | 34.09% |
| September 30, 2021 | 34.09% |
| August 31, 2021 | 34.09% |
| July 31, 2021 | 34.09% |
| June 30, 2021 | 34.09% |
| May 31, 2021 | 34.09% |
| April 30, 2021 | 34.09% |
| March 31, 2021 | 34.09% |
| February 28, 2021 | 34.09% |
| January 31, 2021 | 34.09% |
| December 31, 2020 | 34.09% |
| November 30, 2020 | 34.09% |
| October 31, 2020 | 34.09% |
| September 30, 2020 | 34.09% |
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
27.94%
Minimum
Nov 2019
59.61%
Maximum
Sep 2022
45.05%
Average
34.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cushman & Wakefield PLC | 71.84% |
| MDJM Ltd | 96.56% |
| Roadside Real Estate PLC | -- |
| Harworth Group PLC | -- |
| Murano Global Investments PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.95 |
| Beta (5Y) | 0.9161 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.62% |
| Historical Sharpe Ratio (5Y) | -0.0036 |
| Historical Sortino (5Y) | -0.0052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.51% |