WPP Plc (WPPGF)
5.63
0.00 (0.00%)
USD |
OTCM |
Aug 28, 16:00
WPP Max Drawdown (5Y) : 78.46% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 78.46% |
| June 30, 2026 | 78.46% |
| May 31, 2026 | 78.46% |
| April 30, 2026 | 78.46% |
| March 31, 2026 | 78.46% |
| February 28, 2026 | 73.48% |
| January 31, 2026 | 73.48% |
| December 31, 2025 | 73.48% |
| November 30, 2025 | 73.48% |
| October 31, 2025 | 65.84% |
| September 30, 2025 | 65.20% |
| August 31, 2025 | 64.74% |
| July 31, 2025 | 64.74% |
| June 30, 2025 | 64.93% |
| May 31, 2025 | 64.93% |
| April 30, 2025 | 67.69% |
| March 31, 2025 | 72.58% |
| February 28, 2025 | 73.27% |
| January 31, 2025 | 73.27% |
| December 31, 2024 | 73.27% |
| November 30, 2024 | 73.27% |
| October 31, 2024 | 73.27% |
| September 30, 2024 | 73.27% |
| August 31, 2024 | 73.27% |
| July 31, 2024 | 73.27% |
| Date | Value |
|---|---|
| June 30, 2024 | 73.27% |
| May 31, 2024 | 73.27% |
| April 30, 2024 | 73.27% |
| March 31, 2024 | 73.27% |
| February 29, 2024 | 73.27% |
| January 31, 2024 | 73.27% |
| December 31, 2023 | 73.27% |
| November 30, 2023 | 73.27% |
| October 31, 2023 | 73.27% |
| September 30, 2023 | 73.27% |
| August 31, 2023 | 73.27% |
| July 31, 2023 | 73.27% |
| June 30, 2023 | 73.27% |
| May 31, 2023 | 73.27% |
| April 30, 2023 | 73.27% |
| March 31, 2023 | 73.27% |
| February 28, 2023 | 73.27% |
| January 31, 2023 | 73.27% |
| December 31, 2022 | 73.27% |
| November 30, 2022 | 73.27% |
| October 31, 2022 | 73.27% |
| September 30, 2022 | 73.27% |
| August 31, 2022 | 73.27% |
| July 31, 2022 | 73.27% |
| June 30, 2022 | 73.27% |
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
| Next 15 Group Plc | 79.00% |
| Mirriad Advertising Plc | 99.99% |
| S4 Capital Plc | 98.31% |
| The Pebble Group Plc | -- |
| NAHL Group Plc | 75.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.21 |
| Beta (5Y) | 0.3837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.80% |
| Historical Sharpe Ratio (5Y) | -0.5777 |
| Historical Sortino (5Y) | -0.8404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.45% |