Anglo American Platinum Ltd (AGPPF)
34.59
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Anglo American Platinum Max Drawdown (5Y): 77.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.19% |
| March 31, 2024 | 77.19% |
| February 29, 2024 | 77.19% |
| January 31, 2024 | 77.19% |
| December 31, 2023 | 77.19% |
| November 30, 2023 | 77.19% |
| October 31, 2023 | 77.19% |
| September 30, 2023 | 77.13% |
| August 31, 2023 | 75.68% |
| July 31, 2023 | 70.04% |
| June 30, 2023 | 70.04% |
| May 31, 2023 | 70.04% |
| April 30, 2023 | 70.04% |
| March 31, 2023 | 70.04% |
| February 28, 2023 | 70.04% |
| January 31, 2023 | 70.04% |
| December 31, 2022 | 70.04% |
| November 30, 2022 | 70.04% |
| October 31, 2022 | 70.04% |
| September 30, 2022 | 70.04% |
| August 31, 2022 | 70.04% |
| July 31, 2022 | 70.04% |
| June 30, 2022 | 70.04% |
| May 31, 2022 | 70.04% |
| April 30, 2022 | 70.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.04% |
| February 28, 2022 | 70.04% |
| January 31, 2022 | 70.04% |
| December 31, 2021 | 70.04% |
| November 30, 2021 | 70.04% |
| October 31, 2021 | 75.45% |
| September 30, 2021 | 75.45% |
| August 31, 2021 | 75.45% |
| July 31, 2021 | 75.45% |
| June 30, 2021 | 75.45% |
| May 31, 2021 | 75.45% |
| April 30, 2021 | 75.45% |
| March 31, 2021 | 75.45% |
| February 28, 2021 | 75.45% |
| January 31, 2021 | 75.97% |
| December 31, 2020 | 75.97% |
| November 30, 2020 | 87.87% |
| October 31, 2020 | 89.46% |
| September 30, 2020 | 89.46% |
| August 31, 2020 | 89.46% |
| July 31, 2020 | 89.46% |
| June 30, 2020 | 89.46% |
| May 31, 2020 | 89.46% |
| April 30, 2020 | 89.46% |
| March 31, 2020 | 89.46% |
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
70.04%
Minimum
Nov 2021
89.46%
Maximum
May 2019
78.22%
Average
75.57%
Median
Max Drawdown (5Y) Benchmarks
| Gold Fields Ltd | 56.25% |
| Harmony Gold Mining Co Ltd | 71.06% |
| Sasol Ltd | 96.54% |
| DRDGold Ltd | 69.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.93 |
| Beta (5Y) | 1.603 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.26% |
| Historical Sharpe Ratio (5Y) | -0.0709 |
| Historical Sortino (5Y) | -0.1132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.49% |