abrdn PLC (SLFPY)
7.71
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
abrdn Max Drawdown (5Y): 70.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.45% |
| March 31, 2024 | 70.45% |
| February 29, 2024 | 70.45% |
| January 31, 2024 | 70.45% |
| December 31, 2023 | 70.45% |
| November 30, 2023 | 70.45% |
| October 31, 2023 | 70.45% |
| September 30, 2023 | 70.45% |
| August 31, 2023 | 70.45% |
| July 31, 2023 | 70.45% |
| June 30, 2023 | 70.45% |
| May 31, 2023 | 70.45% |
| April 30, 2023 | 70.45% |
| March 31, 2023 | 70.45% |
| February 28, 2023 | 70.45% |
| January 31, 2023 | 70.45% |
| December 31, 2022 | 70.45% |
| November 30, 2022 | 70.45% |
| October 31, 2022 | 70.45% |
| September 30, 2022 | 70.45% |
| August 31, 2022 | 67.76% |
| July 31, 2022 | 67.76% |
| June 30, 2022 | 67.76% |
| May 31, 2022 | 67.76% |
| April 30, 2022 | 67.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.76% |
| February 28, 2022 | 67.76% |
| January 31, 2022 | 67.76% |
| December 31, 2021 | 67.76% |
| November 30, 2021 | 67.76% |
| October 31, 2021 | 67.76% |
| September 30, 2021 | 67.76% |
| August 31, 2021 | 67.76% |
| July 31, 2021 | 67.76% |
| June 30, 2021 | 67.76% |
| May 31, 2021 | 67.76% |
| April 30, 2021 | 67.76% |
| March 31, 2021 | 67.76% |
| February 28, 2021 | 67.76% |
| January 31, 2021 | 67.76% |
| December 31, 2020 | 67.76% |
| November 30, 2020 | 67.76% |
| October 31, 2020 | 67.76% |
| September 30, 2020 | 67.76% |
| August 31, 2020 | 67.76% |
| July 31, 2020 | 67.76% |
| June 30, 2020 | 67.76% |
| May 31, 2020 | 67.76% |
| April 30, 2020 | 67.76% |
| March 31, 2020 | 67.76% |
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
62.13%
Minimum
May 2019
70.45%
Maximum
Sep 2022
67.72%
Average
67.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.33 |
| Beta (5Y) | 1.502 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.00% |
| Historical Sharpe Ratio (5Y) | -0.2131 |
| Historical Sortino (5Y) | -0.3388 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.84% |