Spirax-Sarco Engineering PLC (SPXSY)
58.06
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Spirax-Sarco Engineering Max Drawdown (5Y): 56.49% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 56.49% |
| April 30, 2024 | 56.49% |
| March 31, 2024 | 56.49% |
| February 29, 2024 | 56.49% |
| January 31, 2024 | 56.49% |
| December 31, 2023 | 56.49% |
| November 30, 2023 | 56.49% |
| October 31, 2023 | 56.49% |
| September 30, 2023 | 52.92% |
| August 31, 2023 | 52.92% |
| July 31, 2023 | 52.92% |
| June 30, 2023 | 52.92% |
| May 31, 2023 | 52.92% |
| April 30, 2023 | 52.92% |
| March 31, 2023 | 52.92% |
| February 28, 2023 | 52.92% |
| January 31, 2023 | 52.92% |
| December 31, 2022 | 52.92% |
| November 30, 2022 | 52.92% |
| October 31, 2022 | 52.92% |
| September 30, 2022 | 52.92% |
| August 31, 2022 | 52.86% |
| July 31, 2022 | 52.86% |
| June 30, 2022 | 52.86% |
| May 31, 2022 | 44.79% |
| Date | Value |
|---|---|
| April 30, 2022 | 36.85% |
| March 31, 2022 | 36.85% |
| February 28, 2022 | 36.85% |
| January 31, 2022 | 23.93% |
| December 31, 2021 | 12.09% |
| November 30, 2021 | 12.09% |
| October 31, 2021 | 12.09% |
| September 30, 2021 | 12.09% |
| August 31, 2021 | 12.09% |
| July 31, 2021 | 12.09% |
| June 30, 2021 | 12.09% |
| May 31, 2021 | 12.09% |
| April 30, 2021 | 12.09% |
| March 31, 2021 | 12.09% |
| February 28, 2021 | 12.09% |
| January 31, 2021 | 12.09% |
| December 31, 2020 | 12.09% |
| November 30, 2020 | 12.09% |
| October 31, 2020 | 12.09% |
| September 30, 2020 | 12.09% |
| August 31, 2020 | 12.09% |
| July 31, 2020 | 12.09% |
| June 30, 2020 | 12.09% |
| May 31, 2020 | 12.09% |
| April 30, 2020 | 12.09% |
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
12.09%
Minimum
Jun 2019
56.49%
Maximum
Oct 2023
30.87%
Average
12.09%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Pentair PLC | 67.99% |
| RELX PLC | 37.75% |
| KNOT Offshore Partners LP | 74.53% |
| Rentokil Initial PLC | 43.66% |
| CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.453 |
| Beta (5Y) | 0.8842 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.02% |
| Historical Sharpe Ratio (5Y) | 0.2018 |
| Historical Sortino (5Y) | 0.2997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |