Tate & Lyle PLC (TATYY)
32.45
-0.53
(-1.61%)
USD |
OTCM |
May 02, 16:00
Tate & Lyle Max Drawdown (5Y): 53.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.96% |
March 31, 2024 | 53.96% |
February 29, 2024 | 53.96% |
January 31, 2024 | 53.96% |
December 31, 2023 | 53.96% |
November 30, 2023 | 53.96% |
October 31, 2023 | 53.96% |
September 30, 2023 | 53.96% |
August 31, 2023 | 53.96% |
July 31, 2023 | 53.96% |
June 30, 2023 | 53.96% |
May 31, 2023 | 53.96% |
April 30, 2023 | 53.96% |
March 31, 2023 | 53.96% |
February 28, 2023 | 53.96% |
January 31, 2023 | 53.96% |
December 31, 2022 | 53.96% |
November 30, 2022 | 53.96% |
October 31, 2022 | 53.96% |
September 30, 2022 | 53.96% |
August 31, 2022 | 43.41% |
July 31, 2022 | 43.41% |
June 30, 2022 | 43.41% |
May 31, 2022 | 43.41% |
April 30, 2022 | 43.41% |
Date | Value |
---|---|
March 31, 2022 | 43.41% |
February 28, 2022 | 43.41% |
January 31, 2022 | 43.41% |
December 31, 2021 | 43.41% |
November 30, 2021 | 43.41% |
October 31, 2021 | 43.41% |
September 30, 2021 | 43.41% |
August 31, 2021 | 43.41% |
July 31, 2021 | 43.41% |
June 30, 2021 | 43.41% |
May 31, 2021 | 43.41% |
April 30, 2021 | 43.41% |
March 31, 2021 | 43.41% |
February 28, 2021 | 43.41% |
January 31, 2021 | 43.41% |
December 31, 2020 | 43.41% |
November 30, 2020 | 43.41% |
October 31, 2020 | 43.41% |
September 30, 2020 | 43.41% |
August 31, 2020 | 43.41% |
July 31, 2020 | 43.41% |
June 30, 2020 | 43.41% |
May 31, 2020 | 43.41% |
April 30, 2020 | 43.41% |
March 31, 2020 | 43.41% |
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
37.72%
Minimum
May 2019
53.96%
Maximum
Sep 2022
45.98%
Average
43.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
British American Tobacco PLC | 56.33% |
Coca-Cola Europacific Partners PLC | 48.77% |
Diageo PLC | 41.15% |
Unilever PLC | 30.13% |
Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.07 |
Beta (5Y) | 0.639 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.91% |
Historical Sharpe Ratio (5Y) | -0.1096 |
Historical Sortino (5Y) | -0.1506 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |