Tesco Plc (TSCDY)
18.74
+0.06
(+0.32%)
USD |
OTCM |
Oct 06, 16:00
Tesco Max Drawdown (5Y) : 45.64% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 45.64% |
| August 31, 2026 | 45.64% |
| July 31, 2026 | 45.64% |
| June 30, 2026 | 45.64% |
| May 31, 2026 | 45.64% |
| April 30, 2026 | 45.64% |
| March 31, 2026 | 45.64% |
| February 28, 2026 | 45.64% |
| January 31, 2026 | 45.64% |
| December 31, 2025 | 45.64% |
| November 30, 2025 | 45.64% |
| October 31, 2025 | 45.64% |
| September 30, 2025 | 45.64% |
| August 31, 2025 | 45.64% |
| July 31, 2025 | 45.64% |
| June 30, 2025 | 45.64% |
| May 31, 2025 | 45.64% |
| April 30, 2025 | 45.64% |
| March 31, 2025 | 45.64% |
| February 28, 2025 | 45.64% |
| January 31, 2025 | 45.64% |
| December 31, 2024 | 45.64% |
| November 30, 2024 | 45.64% |
| October 31, 2024 | 45.64% |
| September 30, 2024 | 45.64% |
| Date | Value |
|---|---|
| August 31, 2024 | 45.64% |
| July 31, 2024 | 45.64% |
| June 30, 2024 | 45.64% |
| May 31, 2024 | 45.64% |
| April 30, 2024 | 45.64% |
| March 31, 2024 | 45.64% |
| February 29, 2024 | 45.64% |
| January 31, 2024 | 46.98% |
| December 31, 2023 | 54.27% |
| November 30, 2023 | 55.46% |
| October 31, 2023 | 55.46% |
| September 30, 2023 | 55.46% |
| August 31, 2023 | 55.46% |
| July 31, 2023 | 55.46% |
| June 30, 2023 | 55.46% |
| May 31, 2023 | 55.46% |
| April 30, 2023 | 55.46% |
| March 31, 2023 | 55.46% |
| February 28, 2023 | 55.46% |
| January 31, 2023 | 55.46% |
| December 31, 2022 | 55.46% |
| November 30, 2022 | 55.46% |
| October 31, 2022 | 60.20% |
| September 30, 2022 | 60.20% |
| August 31, 2022 | 60.20% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| J Sainsbury Plc | 57.51% |
| Marks & Spencer Group Plc | 73.77% |
| Costco Wholesale Corp. | 31.40% |
| Dollar Tree, Inc. | 64.84% |
| Ingles Markets, Inc. | 39.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.958 |
| Beta (5Y) | 0.8078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.12% |
| Historical Sharpe Ratio (5Y) | 0.5407 |
| Historical Sortino (5Y) | 0.8204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.27% |