Spirax Group Plc (SPXSY)
48.82
+0.94
(+1.96%)
USD |
OTCM |
Oct 02, 16:00
Spirax Group Max Drawdown (5Y) : 67.76% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 67.76% |
| August 31, 2026 | 67.76% |
| July 31, 2026 | 67.76% |
| June 30, 2026 | 67.76% |
| May 31, 2026 | 67.76% |
| April 30, 2026 | 67.76% |
| March 31, 2026 | 67.76% |
| February 28, 2026 | 67.76% |
| January 31, 2026 | 67.76% |
| December 31, 2025 | 67.76% |
| November 30, 2025 | 67.76% |
| October 31, 2025 | 67.76% |
| September 30, 2025 | 67.76% |
| August 31, 2025 | 67.76% |
| July 31, 2025 | 67.76% |
| June 30, 2025 | 67.76% |
| May 31, 2025 | 67.76% |
| April 30, 2025 | 67.76% |
| March 31, 2025 | 63.89% |
| February 28, 2025 | 63.89% |
| January 31, 2025 | 63.89% |
| December 31, 2024 | 62.22% |
| November 30, 2024 | 62.22% |
| October 31, 2024 | 61.21% |
| September 30, 2024 | 56.70% |
| Date | Value |
|---|---|
| August 31, 2024 | 56.48% |
| July 31, 2024 | 56.48% |
| June 30, 2024 | 56.48% |
| May 31, 2024 | 56.48% |
| April 30, 2024 | 56.48% |
| March 31, 2024 | 56.48% |
| February 29, 2024 | 56.48% |
| January 31, 2024 | 56.48% |
| December 31, 2023 | 56.48% |
| November 30, 2023 | 56.48% |
| October 31, 2023 | 56.48% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Morgan Advanced Materials Plc | 56.48% |
| Weir Plc | 49.60% |
| Rotork Plc | 50.95% |
| Astec Industries, Inc. | 62.42% |
| Flowserve Corp. | 52.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.22 |
| Beta (5Y) | 1.195 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.43% |
| Historical Sharpe Ratio (5Y) | -0.5166 |
| Historical Sortino (5Y) | -0.8177 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.87% |