AGL Energy Ltd (AGLXY)
6.854
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
AGL Energy Max Drawdown (5Y): 77.09% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 77.09% |
| April 30, 2024 | 77.09% |
| March 31, 2024 | 77.09% |
| February 29, 2024 | 77.09% |
| January 31, 2024 | 77.09% |
| December 31, 2023 | 77.09% |
| November 30, 2023 | 77.09% |
| October 31, 2023 | 77.09% |
| September 30, 2023 | 77.09% |
| August 31, 2023 | 77.09% |
| July 31, 2023 | 77.09% |
| June 30, 2023 | 77.09% |
| May 31, 2023 | 77.09% |
| April 30, 2023 | 77.09% |
| March 31, 2023 | 77.09% |
| February 28, 2023 | 77.09% |
| January 31, 2023 | 77.09% |
| December 31, 2022 | 77.09% |
| November 30, 2022 | 77.09% |
| October 31, 2022 | 77.09% |
| September 30, 2022 | 77.09% |
| August 31, 2022 | 77.09% |
| July 31, 2022 | 77.09% |
| June 30, 2022 | 77.09% |
| May 31, 2022 | 77.09% |
| Date | Value |
|---|---|
| April 30, 2022 | 77.09% |
| March 31, 2022 | 77.09% |
| February 28, 2022 | 77.09% |
| January 31, 2022 | 77.09% |
| December 31, 2021 | 77.09% |
| November 30, 2021 | 77.09% |
| October 31, 2021 | 75.48% |
| September 30, 2021 | 75.48% |
| August 31, 2021 | 70.05% |
| July 31, 2021 | 67.57% |
| June 30, 2021 | 63.03% |
| May 31, 2021 | 62.62% |
| April 30, 2021 | 60.20% |
| March 31, 2021 | 56.55% |
| February 28, 2021 | 56.35% |
| January 31, 2021 | 50.38% |
| December 31, 2020 | 50.38% |
| November 30, 2020 | 50.38% |
| October 31, 2020 | 50.38% |
| September 30, 2020 | 49.58% |
| August 31, 2020 | 49.58% |
| July 31, 2020 | 49.58% |
| June 30, 2020 | 49.58% |
| May 31, 2020 | 49.58% |
| April 30, 2020 | 49.58% |
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
37.25%
Minimum
Jun 2019
77.09%
Maximum
Nov 2021
64.35%
Average
77.09%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Renu Energy Ltd | 88.89% |
| Carnegie Clean Energy Ltd | 99.89% |
| Energy World Corp Ltd | 98.20% |
| APA Group | 39.66% |
| Frontier Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.03 |
| Beta (5Y) | 0.6031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.98% |
| Historical Sharpe Ratio (5Y) | -0.2993 |
| Historical Sortino (5Y) | -0.5375 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.71% |