Smurfit Kappa Group PLC (SMFKY)
46.99
+0.60
(+1.30%)
USD |
OTCM |
May 03, 16:00
Smurfit Kappa Group Max Drawdown (5Y): 52.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.89% |
| March 31, 2024 | 52.89% |
| February 29, 2024 | 52.89% |
| January 31, 2024 | 52.89% |
| December 31, 2023 | 52.89% |
| November 30, 2023 | 52.89% |
| October 31, 2023 | 52.89% |
| September 30, 2023 | 52.89% |
| August 31, 2023 | 52.89% |
| July 31, 2023 | 52.89% |
| June 30, 2023 | 52.89% |
| May 31, 2023 | 52.89% |
| April 30, 2023 | 52.89% |
| March 31, 2023 | 52.89% |
| February 28, 2023 | 52.89% |
| January 31, 2023 | 52.89% |
| December 31, 2022 | 52.89% |
| November 30, 2022 | 52.89% |
| October 31, 2022 | 52.89% |
| September 30, 2022 | 52.23% |
| August 31, 2022 | 48.71% |
| July 31, 2022 | 48.71% |
| June 30, 2022 | 48.71% |
| May 31, 2022 | 48.71% |
| April 30, 2022 | 48.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.71% |
| February 28, 2022 | 48.71% |
| January 31, 2022 | 48.71% |
| December 31, 2021 | 48.71% |
| November 30, 2021 | 48.71% |
| October 31, 2021 | 48.71% |
| September 30, 2021 | 48.71% |
| August 31, 2021 | 48.71% |
| July 31, 2021 | 48.71% |
| June 30, 2021 | 48.71% |
| May 31, 2021 | 48.71% |
| April 30, 2021 | 48.71% |
| March 31, 2021 | 48.71% |
| February 28, 2021 | 48.71% |
| January 31, 2021 | 48.71% |
| December 31, 2020 | 48.71% |
| November 30, 2020 | 48.71% |
| October 31, 2020 | 48.71% |
| September 30, 2020 | 48.71% |
| August 31, 2020 | 48.71% |
| July 31, 2020 | 48.71% |
| June 30, 2020 | 48.71% |
| May 31, 2020 | 48.71% |
| April 30, 2020 | 48.71% |
| March 31, 2020 | 48.71% |
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
48.62%
Minimum
Sep 2019
52.89%
Maximum
Oct 2022
50.22%
Average
48.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Aptiv PLC | 66.81% |
| Adient PLC | 92.23% |
| PDD Holdings Inc | 87.41% |
| Flutter Entertainment PLC | 62.48% |
| Carbon Revolution PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.400 |
| Beta (5Y) | 1.192 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.39% |
| Historical Sharpe Ratio (5Y) | 0.2959 |
| Historical Sortino (5Y) | 0.4343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.32% |