Tesco PLC (TSCDY)
10.96
-0.08
(-0.77%)
USD |
OTCM |
Apr 24, 16:00
Tesco Max Drawdown (5Y): 45.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 45.85% |
| February 29, 2024 | 45.85% |
| January 31, 2024 | 45.85% |
| December 31, 2023 | 45.85% |
| November 30, 2023 | 45.85% |
| October 31, 2023 | 53.06% |
| September 30, 2023 | 55.07% |
| August 31, 2023 | 55.07% |
| July 31, 2023 | 55.07% |
| June 30, 2023 | 55.07% |
| May 31, 2023 | 55.07% |
| April 30, 2023 | 55.07% |
| March 31, 2023 | 55.07% |
| February 28, 2023 | 55.07% |
| January 31, 2023 | 55.07% |
| December 31, 2022 | 55.07% |
| November 30, 2022 | 55.07% |
| October 31, 2022 | 55.07% |
| September 30, 2022 | 55.07% |
| August 31, 2022 | 60.29% |
| July 31, 2022 | 60.29% |
| June 30, 2022 | 60.29% |
| May 31, 2022 | 60.68% |
| April 30, 2022 | 62.16% |
| March 31, 2022 | 63.58% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.58% |
| January 31, 2022 | 63.58% |
| December 31, 2021 | 63.58% |
| November 30, 2021 | 63.58% |
| October 31, 2021 | 63.58% |
| September 30, 2021 | 63.58% |
| August 31, 2021 | 63.58% |
| July 31, 2021 | 63.58% |
| June 30, 2021 | 64.04% |
| May 31, 2021 | 66.19% |
| April 30, 2021 | 66.19% |
| March 31, 2021 | 66.19% |
| February 28, 2021 | 66.19% |
| January 31, 2021 | 66.19% |
| December 31, 2020 | 66.19% |
| November 30, 2020 | 66.19% |
| October 31, 2020 | 66.62% |
| September 30, 2020 | 66.62% |
| August 31, 2020 | 66.62% |
| July 31, 2020 | 66.62% |
| June 30, 2020 | 66.62% |
| May 31, 2020 | 66.62% |
| April 30, 2020 | 66.62% |
| March 31, 2020 | 66.62% |
| February 29, 2020 | 66.62% |
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
45.85%
Minimum
Nov 2023
66.62%
Maximum
Apr 2019
61.12%
Average
63.58%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
| British American Tobacco PLC | 56.33% |
| Coca-Cola Europacific Partners PLC | 48.77% |
| Diageo PLC | 41.15% |
| Unilever PLC | 30.13% |
| Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.946 |
| Beta (5Y) | 0.7646 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.71% |
| Historical Sharpe Ratio (5Y) | 0.0762 |
| Historical Sortino (5Y) | 0.0936 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.66% |