Smith & Nephew PLC (SNN)
25.04
-0.17
(-0.67%)
USD |
NYSE |
Nov 21, 16:00
25.12
+0.08
(+0.32%)
Pre-Market: 20:00
Smith & Nephew Max Drawdown (5Y): 55.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.07% |
| September 30, 2024 | 55.07% |
| August 31, 2024 | 55.07% |
| July 31, 2024 | 55.07% |
| June 30, 2024 | 55.07% |
| May 31, 2024 | 55.07% |
| April 30, 2024 | 55.07% |
| March 31, 2024 | 55.07% |
| February 29, 2024 | 55.07% |
| January 31, 2024 | 55.07% |
| December 31, 2023 | 55.07% |
| November 30, 2023 | 55.07% |
| October 31, 2023 | 55.07% |
| September 30, 2023 | 55.07% |
| August 31, 2023 | 55.07% |
| July 31, 2023 | 55.07% |
| June 30, 2023 | 55.07% |
| May 31, 2023 | 55.07% |
| April 30, 2023 | 55.07% |
| March 31, 2023 | 55.07% |
| February 28, 2023 | 55.07% |
| January 31, 2023 | 55.07% |
| December 31, 2022 | 55.07% |
| November 30, 2022 | 55.07% |
| October 31, 2022 | 55.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.07% |
| August 31, 2022 | 51.40% |
| July 31, 2022 | 47.08% |
| June 30, 2022 | 46.20% |
| May 31, 2022 | 46.20% |
| April 30, 2022 | 46.20% |
| March 31, 2022 | 46.20% |
| February 28, 2022 | 46.20% |
| January 31, 2022 | 46.20% |
| December 31, 2021 | 46.20% |
| November 30, 2021 | 46.20% |
| October 31, 2021 | 46.20% |
| September 30, 2021 | 46.20% |
| August 31, 2021 | 46.20% |
| July 31, 2021 | 46.20% |
| June 30, 2021 | 46.20% |
| May 31, 2021 | 46.20% |
| April 30, 2021 | 46.20% |
| March 31, 2021 | 46.20% |
| February 28, 2021 | 46.20% |
| January 31, 2021 | 46.20% |
| December 31, 2020 | 46.20% |
| November 30, 2020 | 46.20% |
| October 31, 2020 | 46.20% |
| September 30, 2020 | 46.20% |
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
27.02%
Minimum
Nov 2019
55.07%
Maximum
Sep 2022
48.87%
Average
46.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Haleon PLC | -- |
| Adaptimmune Therapeutics PLC | 96.57% |
| Biodexa Pharmaceuticals PLC | 100.00% |
| Verona Pharma PLC | 89.71% |
| NuCana PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.36 |
| Beta (5Y) | 0.8495 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.75% |
| Historical Sharpe Ratio (5Y) | -0.3617 |
| Historical Sortino (5Y) | -0.5207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.19% |