Spectris PLC (SEPJY)
17.60
0.00 (0.00%)
USD |
OTCM |
Jun 25, 16:00
Spectris Max Drawdown (5Y): 48.39% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 48.39% |
| April 30, 2024 | 48.39% |
| March 31, 2024 | 48.39% |
| February 29, 2024 | 48.39% |
| January 31, 2024 | 48.39% |
| December 31, 2023 | 48.39% |
| November 30, 2023 | 48.39% |
| October 31, 2023 | 48.39% |
| September 30, 2023 | 48.39% |
| August 31, 2023 | 48.39% |
| July 31, 2023 | 48.39% |
| June 30, 2023 | 48.39% |
| May 31, 2023 | 48.39% |
| April 30, 2023 | 48.39% |
| March 31, 2023 | 48.39% |
| February 28, 2023 | 48.39% |
| January 31, 2023 | 48.39% |
| December 31, 2022 | 48.39% |
| November 30, 2022 | 48.39% |
| October 31, 2022 | 48.39% |
| September 30, 2022 | 45.89% |
| August 31, 2022 | 45.89% |
| July 31, 2022 | 45.89% |
| June 30, 2022 | 45.89% |
| May 31, 2022 | 45.89% |
| Date | Value |
|---|---|
| April 30, 2022 | 45.89% |
| March 31, 2022 | 38.46% |
| February 28, 2022 | 36.87% |
| January 31, 2022 | 36.87% |
| December 31, 2021 | 36.87% |
| November 30, 2021 | 36.87% |
| October 31, 2021 | 36.87% |
| September 30, 2021 | 36.87% |
| August 31, 2021 | 40.06% |
| July 31, 2021 | 40.06% |
| June 30, 2021 | 40.06% |
| May 31, 2021 | 40.06% |
| April 30, 2021 | 40.06% |
| March 31, 2021 | 43.70% |
| February 28, 2021 | 43.70% |
| January 31, 2021 | 43.70% |
| December 31, 2020 | 43.70% |
| November 30, 2020 | 43.70% |
| October 31, 2020 | 43.70% |
| September 30, 2020 | 43.70% |
| August 31, 2020 | 43.70% |
| July 31, 2020 | 43.70% |
| June 30, 2020 | 43.70% |
| May 31, 2020 | 43.70% |
| April 30, 2020 | 43.70% |
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
36.87%
Minimum
Sep 2021
48.39%
Maximum
Oct 2022
44.41%
Average
43.70%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.557 |
| Beta (5Y) | 0.2308 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.79% |
| Historical Sharpe Ratio (5Y) | 0.0148 |
| Historical Sortino (5Y) | 0.0228 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.75% |