Tesco PLC (TSCDF)
4.44
+0.05
(+1.05%)
USD |
OTCM |
Nov 22, 13:14
Tesco Max Drawdown (5Y): 47.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.08% |
| September 30, 2024 | 47.08% |
| August 31, 2024 | 47.08% |
| July 31, 2024 | 47.08% |
| June 30, 2024 | 47.08% |
| May 31, 2024 | 47.08% |
| April 30, 2024 | 47.08% |
| March 31, 2024 | 47.08% |
| February 29, 2024 | 47.08% |
| January 31, 2024 | 47.84% |
| December 31, 2023 | 55.14% |
| November 30, 2023 | 56.09% |
| October 31, 2023 | 56.09% |
| September 30, 2023 | 56.09% |
| August 31, 2023 | 56.09% |
| July 31, 2023 | 56.09% |
| June 30, 2023 | 56.09% |
| May 31, 2023 | 56.09% |
| April 30, 2023 | 56.09% |
| March 31, 2023 | 56.09% |
| February 28, 2023 | 56.09% |
| January 31, 2023 | 56.09% |
| December 31, 2022 | 56.09% |
| November 30, 2022 | 56.09% |
| October 31, 2022 | 60.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.38% |
| August 31, 2022 | 60.38% |
| July 31, 2022 | 61.11% |
| June 30, 2022 | 63.00% |
| May 31, 2022 | 63.34% |
| April 30, 2022 | 63.34% |
| March 31, 2022 | 63.34% |
| February 28, 2022 | 63.34% |
| January 31, 2022 | 63.34% |
| December 31, 2021 | 63.34% |
| November 30, 2021 | 63.34% |
| October 31, 2021 | 63.34% |
| September 30, 2021 | 63.34% |
| August 31, 2021 | 65.53% |
| July 31, 2021 | 67.01% |
| June 30, 2021 | 67.01% |
| May 31, 2021 | 67.01% |
| April 30, 2021 | 67.01% |
| March 31, 2021 | 67.01% |
| February 28, 2021 | 67.01% |
| January 31, 2021 | 67.01% |
| December 31, 2020 | 67.87% |
| November 30, 2020 | 67.87% |
| October 31, 2020 | 67.87% |
| September 30, 2020 | 67.87% |
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
47.08%
Minimum
Feb 2024
67.87%
Maximum
Nov 2019
60.27%
Average
63.34%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Diageo PLC | 43.02% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.502 |
| Beta (5Y) | 0.8562 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.67% |
| Historical Sharpe Ratio (5Y) | 0.372 |
| Historical Sortino (5Y) | 0.5198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.28% |