Travis Perkins PLC (TPRKY)
9.92
-0.08
(-0.80%)
USD |
OTCM |
May 08, 12:22
Travis Perkins Max Drawdown (5Y): 69.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.06% |
March 31, 2024 | 69.06% |
February 29, 2024 | 69.06% |
January 31, 2024 | 69.06% |
December 31, 2023 | 69.06% |
November 30, 2023 | 69.06% |
October 31, 2023 | 69.06% |
September 30, 2023 | 69.06% |
August 31, 2023 | 69.06% |
July 31, 2023 | 69.06% |
June 30, 2023 | 69.06% |
May 31, 2023 | 69.06% |
April 30, 2023 | 69.06% |
March 31, 2023 | 69.06% |
February 28, 2023 | 69.06% |
January 31, 2023 | 69.06% |
December 31, 2022 | 69.06% |
November 30, 2022 | 69.06% |
October 31, 2022 | 69.06% |
September 30, 2022 | 69.06% |
August 31, 2022 | 61.51% |
July 31, 2022 | 58.35% |
June 30, 2022 | 58.35% |
May 31, 2022 | 58.35% |
April 30, 2022 | 58.35% |
Date | Value |
---|---|
March 31, 2022 | 58.35% |
February 28, 2022 | 58.35% |
January 31, 2022 | 58.35% |
December 31, 2021 | 58.35% |
November 30, 2021 | 58.35% |
October 31, 2021 | 58.35% |
September 30, 2021 | 58.35% |
August 31, 2021 | 58.35% |
July 31, 2021 | 58.35% |
June 30, 2021 | 58.35% |
May 31, 2021 | 58.35% |
April 30, 2021 | 58.35% |
March 31, 2021 | 58.35% |
February 28, 2021 | 58.35% |
January 31, 2021 | 58.35% |
December 31, 2020 | 58.35% |
November 30, 2020 | 58.35% |
October 31, 2020 | 58.35% |
September 30, 2020 | 58.35% |
August 31, 2020 | 58.35% |
July 31, 2020 | 58.35% |
June 30, 2020 | 58.35% |
May 31, 2020 | 58.35% |
April 30, 2020 | 58.35% |
March 31, 2020 | 58.35% |
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
34.37%
Minimum
May 2019
69.06%
Maximum
Sep 2022
57.98%
Average
58.35%
Median
Mar 2020
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) | -30.18 |
Beta (5Y) | 1.701 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.42% |
Historical Sharpe Ratio (5Y) | -0.2584 |
Historical Sortino (5Y) | -0.3723 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.39% |