WPP PLC (WPP)
51.45
+0.04
(+0.08%)
USD |
NYSE |
Nov 21, 16:00
51.45
0.00 (0.00%)
After-Hours: 20:00
WPP Max Drawdown (5Y): 72.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 72.87% |
September 30, 2024 | 72.87% |
August 31, 2024 | 72.87% |
July 31, 2024 | 72.87% |
June 30, 2024 | 72.87% |
May 31, 2024 | 72.87% |
April 30, 2024 | 72.87% |
March 31, 2024 | 72.87% |
February 29, 2024 | 72.87% |
January 31, 2024 | 72.87% |
December 31, 2023 | 72.87% |
November 30, 2023 | 72.87% |
October 31, 2023 | 72.87% |
September 30, 2023 | 72.87% |
August 31, 2023 | 72.87% |
July 31, 2023 | 72.87% |
June 30, 2023 | 72.87% |
May 31, 2023 | 72.87% |
April 30, 2023 | 72.87% |
March 31, 2023 | 72.87% |
February 28, 2023 | 72.87% |
January 31, 2023 | 72.87% |
December 31, 2022 | 72.87% |
November 30, 2022 | 72.87% |
October 31, 2022 | 72.87% |
Date | Value |
---|---|
September 30, 2022 | 72.87% |
August 31, 2022 | 72.87% |
July 31, 2022 | 72.87% |
June 30, 2022 | 72.87% |
May 31, 2022 | 72.87% |
April 30, 2022 | 72.87% |
March 31, 2022 | 72.87% |
February 28, 2022 | 72.87% |
January 31, 2022 | 72.87% |
December 31, 2021 | 72.87% |
November 30, 2021 | 72.87% |
October 31, 2021 | 72.87% |
September 30, 2021 | 72.87% |
August 31, 2021 | 72.87% |
July 31, 2021 | 72.87% |
June 30, 2021 | 72.87% |
May 31, 2021 | 72.87% |
April 30, 2021 | 72.87% |
March 31, 2021 | 72.87% |
February 28, 2021 | 72.87% |
January 31, 2021 | 72.87% |
December 31, 2020 | 72.87% |
November 30, 2020 | 72.87% |
October 31, 2020 | 72.87% |
September 30, 2020 | 72.87% |
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
53.07%
Minimum
Nov 2019
72.87%
Maximum
Mar 2020
71.55%
Average
72.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Interpublic Group of Companies Inc | 49.44% |
Omnicom Group Inc | 43.12% |
Lendway Inc | 87.86% |
Ziff Davis Inc | 70.19% |
Travelzoo | 85.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.66 |
Beta (5Y) | 1.274 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.23% |
Historical Sharpe Ratio (5Y) | -0.0611 |
Historical Sortino (5Y) | -0.0739 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.10% |