Segro PLC (SEGXF)
11.53
-0.20
(-1.70%)
USD |
OTCM |
May 21, 16:00
Segro Max Drawdown (5Y): 59.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 34.09% |
July 31, 2020 | 34.09% |
June 30, 2020 | 34.09% |
May 31, 2020 | 34.09% |
April 30, 2020 | 34.09% |
March 31, 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
May 2019
59.61%
Maximum
Sep 2022
41.89%
Average
34.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Foxtons Group PLC | 88.39% |
Cushman & Wakefield PLC | 71.84% |
MDJM Ltd | 85.97% |
Harworth Group PLC | -- |
Murano Global Investments PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.295 |
Beta (5Y) | 0.8551 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.11% |
Historical Sharpe Ratio (5Y) | 0.0948 |
Historical Sortino (5Y) | 0.1331 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.51% |