Tesco PLC (TSCDF)

4.69 +0.09 (+1.96%) USD  |  OTCM  |  Dec 20, 16:00
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Tesco Max Drawdown (5Y): 47.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Coca-Cola Europacific Partners PLC 48.77%
Diageo PLC 43.02%
Unilever PLC 30.13%
Nomad Foods Ltd 59.04%
Bright Scholar Education Holdings Ltd 98.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.8920
Beta (5Y) 0.8544
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.69%
Historical Sharpe Ratio (5Y) 0.4095
Historical Sortino (5Y) 0.575
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.28%