Savills PLC (SVLPF)
14.01
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Savills Max Drawdown (5Y): 53.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 53.48% |
| March 31, 2024 | 53.48% |
| February 29, 2024 | 53.48% |
| January 31, 2024 | 53.48% |
| December 31, 2023 | 53.48% |
| November 30, 2023 | 53.48% |
| October 31, 2023 | 53.48% |
| September 30, 2023 | 53.48% |
| August 31, 2023 | 53.48% |
| July 31, 2023 | 53.48% |
| June 30, 2023 | 53.48% |
| May 31, 2023 | 53.48% |
| April 30, 2023 | 53.48% |
| March 31, 2023 | 53.48% |
| February 28, 2023 | 53.48% |
| January 31, 2023 | 53.48% |
| December 31, 2022 | 53.48% |
| November 30, 2022 | 53.48% |
| October 31, 2022 | 53.48% |
| September 30, 2022 | 53.48% |
| August 31, 2022 | 42.28% |
| July 31, 2022 | 42.28% |
| June 30, 2022 | 42.28% |
| May 31, 2022 | 42.28% |
| April 30, 2022 | 42.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.28% |
| February 28, 2022 | 42.28% |
| January 31, 2022 | 42.28% |
| December 31, 2021 | 42.28% |
| November 30, 2021 | 43.57% |
| October 31, 2021 | 43.57% |
| September 30, 2021 | 43.57% |
| August 31, 2021 | 43.57% |
| July 31, 2021 | 43.57% |
| June 30, 2021 | 43.57% |
| May 31, 2021 | 43.57% |
| April 30, 2021 | 43.57% |
| March 31, 2021 | 47.20% |
| February 28, 2021 | 47.20% |
| January 31, 2021 | 47.20% |
| December 31, 2020 | 47.20% |
| November 30, 2020 | 47.20% |
| October 31, 2020 | 47.20% |
| September 30, 2020 | 47.20% |
| August 31, 2020 | 47.20% |
| July 31, 2020 | 47.20% |
| June 30, 2020 | 47.20% |
| May 31, 2020 | 47.20% |
| April 30, 2020 | 47.20% |
| March 31, 2020 | 47.20% |
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
42.28%
Minimum
Dec 2021
53.48%
Maximum
Sep 2022
48.07%
Average
47.20%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Foxtons Group PLC | 88.39% |
| Cushman & Wakefield PLC | 71.84% |
| MDJM Ltd | 85.97% |
| Harworth Group PLC | -- |
| Murano Global Investments PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.132 |
| Beta (5Y) | 0.4327 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.17% |
| Historical Sharpe Ratio (5Y) | -0.0352 |
| Historical Sortino (5Y) | -0.0467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.53% |