Sage Group (The) PLC (SGPYY)
59.93
+1.20
(+2.04%)
USD |
OTCM |
May 03, 16:00
Sage Group Max Drawdown (5Y): 42.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.41% |
March 31, 2024 | 42.41% |
February 29, 2024 | 42.41% |
January 31, 2024 | 42.41% |
December 31, 2023 | 42.41% |
November 30, 2023 | 42.41% |
October 31, 2023 | 42.41% |
September 30, 2023 | 42.41% |
August 31, 2023 | 42.41% |
July 31, 2023 | 42.41% |
June 30, 2023 | 42.41% |
May 31, 2023 | 42.41% |
April 30, 2023 | 42.41% |
March 31, 2023 | 42.41% |
February 28, 2023 | 42.41% |
January 31, 2023 | 42.41% |
December 31, 2022 | 42.41% |
November 30, 2022 | 42.41% |
October 31, 2022 | 42.41% |
September 30, 2022 | 42.41% |
August 31, 2022 | 42.41% |
July 31, 2022 | 42.41% |
June 30, 2022 | 42.41% |
May 31, 2022 | 42.41% |
April 30, 2022 | 42.41% |
Date | Value |
---|---|
March 31, 2022 | 42.41% |
February 28, 2022 | 42.41% |
January 31, 2022 | 42.41% |
December 31, 2021 | 42.41% |
November 30, 2021 | 42.41% |
October 31, 2021 | 42.41% |
September 30, 2021 | 42.41% |
August 31, 2021 | 42.41% |
July 31, 2021 | 42.41% |
June 30, 2021 | 42.41% |
May 31, 2021 | 42.41% |
April 30, 2021 | 42.41% |
March 31, 2021 | 42.41% |
February 28, 2021 | 42.41% |
January 31, 2021 | 42.41% |
December 31, 2020 | 42.41% |
November 30, 2020 | 42.41% |
October 31, 2020 | 42.41% |
September 30, 2020 | 42.41% |
August 31, 2020 | 42.41% |
July 31, 2020 | 42.41% |
June 30, 2020 | 42.41% |
May 31, 2020 | 42.41% |
April 30, 2020 | 42.41% |
March 31, 2020 | 42.41% |
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
40.84%
Minimum
May 2019
42.41%
Maximum
Mar 2020
42.15%
Average
42.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vivopower International PLC | 99.40% |
Clarivate PLC | 81.51% |
Arqit Quantum Inc | -- |
Gorilla Technology Group Inc | -- |
ARM Holdings PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.002 |
Beta (5Y) | 1.030 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.64% |
Historical Sharpe Ratio (5Y) | 0.3195 |
Historical Sortino (5Y) | 0.4449 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.55% |