3i Group PLC (TGOPY)
19.08
-0.10
(-0.52%)
USD |
OTCM |
May 17, 16:00
3i Group Max Drawdown (5Y): 58.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.64% |
| March 31, 2024 | 58.64% |
| February 29, 2024 | 58.64% |
| January 31, 2024 | 58.64% |
| December 31, 2023 | 58.64% |
| November 30, 2023 | 58.64% |
| October 31, 2023 | 58.64% |
| September 30, 2023 | 58.64% |
| August 31, 2023 | 58.64% |
| July 31, 2023 | 58.64% |
| June 30, 2023 | 58.64% |
| May 31, 2023 | 58.64% |
| April 30, 2023 | 58.64% |
| March 31, 2023 | 58.64% |
| February 28, 2023 | 58.64% |
| January 31, 2023 | 58.64% |
| December 31, 2022 | 58.64% |
| November 30, 2022 | 58.64% |
| October 31, 2022 | 58.64% |
| September 30, 2022 | 58.64% |
| August 31, 2022 | 58.64% |
| July 31, 2022 | 58.64% |
| June 30, 2022 | 58.64% |
| May 31, 2022 | 58.64% |
| April 30, 2022 | 58.64% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.64% |
| February 28, 2022 | 58.64% |
| January 31, 2022 | 58.64% |
| December 31, 2021 | 58.64% |
| November 30, 2021 | 58.64% |
| October 31, 2021 | 58.64% |
| September 30, 2021 | 58.64% |
| August 31, 2021 | 100.00% |
| July 31, 2021 | 100.00% |
| June 30, 2021 | 100.00% |
| May 31, 2021 | 100.00% |
| April 30, 2021 | 100.00% |
| March 31, 2021 | 100.00% |
| February 28, 2021 | 100.00% |
| January 31, 2021 | 100.00% |
| December 31, 2020 | 100.00% |
| November 30, 2020 | 100.00% |
| October 31, 2020 | 100.00% |
| September 30, 2020 | 100.00% |
| August 31, 2020 | 100.00% |
| July 31, 2020 | 100.00% |
| June 30, 2020 | 100.00% |
| May 31, 2020 | 100.00% |
| April 30, 2020 | 100.00% |
| March 31, 2020 | 100.00% |
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
58.64%
Minimum
Sep 2021
100.00%
Maximum
May 2019
77.94%
Average
58.64%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.02 |
| Beta (5Y) | 1.242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.29% |
| Historical Sharpe Ratio (5Y) | 0.6763 |
| Historical Sortino (5Y) | 0.8187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |