Smiths Group Plc (SMGZY)
35.72
+0.07
(+0.20%)
USD |
OTCM |
Aug 24, 16:00
Smiths Group Max Drawdown (5Y) : 29.18% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 29.18% |
| June 30, 2026 | 29.18% |
| May 31, 2026 | 29.18% |
| April 30, 2026 | 29.18% |
| March 31, 2026 | 29.18% |
| February 28, 2026 | 29.18% |
| January 31, 2026 | 29.18% |
| December 31, 2025 | 29.18% |
| November 30, 2025 | 29.18% |
| October 31, 2025 | 29.18% |
| September 30, 2025 | 29.18% |
| August 31, 2025 | 29.18% |
| July 31, 2025 | 29.18% |
| June 30, 2025 | 29.18% |
| May 31, 2025 | 33.15% |
| April 30, 2025 | 38.57% |
| March 31, 2025 | 44.11% |
| February 28, 2025 | 59.36% |
| January 31, 2025 | 59.36% |
| December 31, 2024 | 59.36% |
| November 30, 2024 | 59.36% |
| October 31, 2024 | 59.36% |
| September 30, 2024 | 59.36% |
| August 31, 2024 | 59.36% |
| July 31, 2024 | 59.36% |
| Date | Value |
|---|---|
| June 30, 2024 | 59.36% |
| May 31, 2024 | 59.36% |
| April 30, 2024 | 59.36% |
| March 31, 2024 | 59.36% |
| February 29, 2024 | 59.36% |
| January 31, 2024 | 59.36% |
| December 31, 2023 | 59.36% |
| November 30, 2023 | 59.36% |
| October 31, 2023 | 59.36% |
| September 30, 2023 | 59.36% |
| August 31, 2023 | 59.36% |
| July 31, 2023 | 59.36% |
| June 30, 2023 | 59.36% |
| May 31, 2023 | 59.36% |
| April 30, 2023 | 59.36% |
| March 31, 2023 | 59.36% |
| February 28, 2023 | 59.36% |
| January 31, 2023 | 59.36% |
| December 31, 2022 | 59.36% |
| November 30, 2022 | 59.36% |
| October 31, 2022 | 59.36% |
| September 30, 2022 | 59.36% |
| August 31, 2022 | 59.36% |
| July 31, 2022 | 59.36% |
| June 30, 2022 | 59.36% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Hyperscale Data, Inc. | 100.0% |
| 3M Co. | 54.05% |
| Pentair plc | 50.46% |
| Siemens AG | 45.58% |
| Chemring Group Plc | 27.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.427 |
| Beta (5Y) | 0.9178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.00% |
| Historical Sharpe Ratio (5Y) | 0.4113 |
| Historical Sortino (5Y) | 0.7397 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.18% |