Smiths Group PLC (SMGZY)
21.61
-0.29
(-1.32%)
USD |
OTCM |
Jun 28, 16:00
Smiths Group Max Drawdown (5Y): 59.36% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
May 31, 2022 | 59.36% |
Date | Value |
---|---|
April 30, 2022 | 59.36% |
March 31, 2022 | 59.36% |
February 28, 2022 | 59.36% |
January 31, 2022 | 59.36% |
December 31, 2021 | 59.36% |
November 30, 2021 | 59.36% |
October 31, 2021 | 59.36% |
September 30, 2021 | 59.36% |
August 31, 2021 | 59.36% |
July 31, 2021 | 59.36% |
June 30, 2021 | 59.36% |
May 31, 2021 | 59.36% |
April 30, 2021 | 59.36% |
March 31, 2021 | 59.36% |
February 28, 2021 | 59.36% |
January 31, 2021 | 59.36% |
December 31, 2020 | 59.36% |
November 30, 2020 | 59.36% |
October 31, 2020 | 59.36% |
September 30, 2020 | 59.36% |
August 31, 2020 | 59.36% |
July 31, 2020 | 59.36% |
June 30, 2020 | 59.36% |
May 31, 2020 | 59.36% |
April 30, 2020 | 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
46.89%
Minimum
Jun 2019
59.36%
Maximum
Mar 2020
57.49%
Average
59.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pentair PLC | 52.22% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
CNH Industrial NV | 65.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.954 |
Beta (5Y) | 0.9046 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.05% |
Historical Sharpe Ratio (5Y) | 0.1478 |
Historical Sortino (5Y) | 0.1642 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.14% |