Gusbourne PLC (SLLFF)
0.6451
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Gusbourne Max Drawdown (5Y): 49.07% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 49.07% |
| August 31, 2024 | 49.07% |
| July 31, 2024 | 49.07% |
| June 30, 2024 | 49.07% |
| May 31, 2024 | 49.07% |
| April 30, 2024 | 49.07% |
| March 31, 2024 | 49.07% |
| February 29, 2024 | 49.07% |
| January 31, 2024 | 49.07% |
| December 31, 2023 | 49.07% |
| November 30, 2023 | 49.07% |
| October 31, 2023 | 49.07% |
| September 30, 2023 | 49.07% |
| August 31, 2023 | 49.07% |
| July 31, 2023 | 49.07% |
| June 30, 2023 | 49.07% |
| May 31, 2023 | 49.07% |
| April 30, 2023 | 49.07% |
| March 31, 2023 | 49.07% |
| February 28, 2023 | 49.07% |
| January 31, 2023 | 49.07% |
| December 31, 2022 | 49.07% |
| November 30, 2022 | 49.07% |
| October 31, 2022 | 55.94% |
| September 30, 2022 | 60.66% |
| Date | Value |
|---|---|
| August 31, 2022 | 60.66% |
| July 31, 2022 | 60.66% |
| June 30, 2022 | 60.66% |
| May 31, 2022 | 60.66% |
| April 30, 2022 | 60.66% |
| March 31, 2022 | 60.66% |
| February 28, 2022 | 60.66% |
| January 31, 2022 | 60.66% |
| December 31, 2021 | 60.66% |
| November 30, 2021 | 60.66% |
| October 31, 2021 | 60.86% |
| September 30, 2021 | 60.86% |
| August 31, 2021 | 67.97% |
| July 31, 2021 | 67.97% |
| June 30, 2021 | 67.97% |
| May 31, 2021 | 67.97% |
| April 30, 2021 | 67.97% |
| March 31, 2021 | 67.97% |
| February 28, 2021 | 67.97% |
| January 31, 2021 | 67.97% |
| December 31, 2020 | 67.97% |
| November 30, 2020 | 67.97% |
| October 31, 2020 | 67.97% |
| September 30, 2020 | 67.97% |
| August 31, 2020 | 67.97% |
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
49.07%
Minimum
Nov 2022
67.97%
Maximum
Nov 2019
58.80%
Average
60.66%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Diageo PLC | 43.02% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.594 |
| Beta (5Y) | 0.5449 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.34% |
| Historical Sharpe Ratio (5Y) | -0.0039 |
| Historical Sortino (5Y) | -0.0064 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.20% |