WPP Plc (WPP)
25.44
+0.41
(+1.64%)
USD |
NYSE |
Oct 07, 15:53
WPP Max Drawdown (5Y) : 77.62% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 77.62% |
| August 31, 2026 | 77.62% |
| July 31, 2026 | 77.62% |
| June 30, 2026 | 77.62% |
| May 31, 2026 | 77.62% |
| April 30, 2026 | 77.62% |
| March 31, 2026 | 77.62% |
| February 28, 2026 | 74.08% |
| January 31, 2026 | 73.90% |
| December 31, 2025 | 73.90% |
| November 30, 2025 | 73.90% |
| October 31, 2025 | 71.90% |
| September 30, 2025 | 65.76% |
| August 31, 2025 | 64.43% |
| July 31, 2025 | 62.49% |
| June 30, 2025 | 62.49% |
| May 31, 2025 | 62.49% |
| April 30, 2025 | 67.40% |
| March 31, 2025 | 71.18% |
| February 28, 2025 | 72.88% |
| January 31, 2025 | 72.88% |
| December 31, 2024 | 72.88% |
| November 30, 2024 | 72.88% |
| October 31, 2024 | 72.88% |
| September 30, 2024 | 72.88% |
| Date | Value |
|---|---|
| August 31, 2024 | 72.88% |
| July 31, 2024 | 72.88% |
| June 30, 2024 | 72.88% |
| May 31, 2024 | 72.88% |
| April 30, 2024 | 72.88% |
| March 31, 2024 | 72.88% |
| February 29, 2024 | 72.88% |
| January 31, 2024 | 72.88% |
| December 31, 2023 | 72.88% |
| November 30, 2023 | 72.88% |
| October 31, 2023 | 72.88% |
| September 30, 2023 | 72.88% |
| August 31, 2023 | 72.88% |
| July 31, 2023 | 72.88% |
| June 30, 2023 | 72.88% |
| May 31, 2023 | 72.88% |
| April 30, 2023 | 72.88% |
| March 31, 2023 | 72.88% |
| February 28, 2023 | 72.88% |
| January 31, 2023 | 72.88% |
| December 31, 2022 | 72.88% |
| November 30, 2022 | 72.88% |
| October 31, 2022 | 72.88% |
| September 30, 2022 | 72.88% |
| August 31, 2022 | 72.88% |
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
| Omnicom Group, Inc. | 33.31% |
| Criteo SA | 69.39% |
| Next 15 Group Plc | 79.00% |
| Mirriad Advertising Plc | 99.99% |
| S4 Capital Plc | 98.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.29 |
| Beta (5Y) | 0.9568 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.23% |
| Historical Sharpe Ratio (5Y) | -0.4518 |
| Historical Sortino (5Y) | -0.8015 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.52% |