Acerinox SA (ANIOY)
5.50
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Acerinox Max Drawdown (5Y): 57.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.24% |
March 31, 2024 | 57.24% |
February 29, 2024 | 57.24% |
January 31, 2024 | 57.24% |
December 31, 2023 | 57.24% |
November 30, 2023 | 57.24% |
October 31, 2023 | 57.24% |
September 30, 2023 | 57.24% |
August 31, 2023 | 57.24% |
July 31, 2023 | 57.24% |
June 30, 2023 | 57.24% |
May 31, 2023 | 57.24% |
April 30, 2023 | 57.24% |
March 31, 2023 | 57.24% |
February 28, 2023 | 57.24% |
January 31, 2023 | 57.24% |
December 31, 2022 | 57.24% |
November 30, 2022 | 57.24% |
October 31, 2022 | 57.24% |
September 30, 2022 | 57.24% |
August 31, 2022 | 57.24% |
July 31, 2022 | 57.24% |
June 30, 2022 | 57.24% |
May 31, 2022 | 57.24% |
April 30, 2022 | 57.24% |
Date | Value |
---|---|
March 31, 2022 | 57.24% |
February 28, 2022 | 57.24% |
January 31, 2022 | 57.24% |
December 31, 2021 | 57.24% |
November 30, 2021 | 57.24% |
October 31, 2021 | 57.24% |
September 30, 2021 | 57.24% |
August 31, 2021 | 57.24% |
July 31, 2021 | 57.24% |
June 30, 2021 | 57.24% |
May 31, 2021 | 57.24% |
April 30, 2021 | 57.24% |
March 31, 2021 | 57.24% |
February 28, 2021 | 57.24% |
January 31, 2021 | 57.24% |
December 31, 2020 | 57.24% |
November 30, 2020 | 57.24% |
October 31, 2020 | 57.24% |
September 30, 2020 | 57.24% |
August 31, 2020 | 57.24% |
July 31, 2020 | 57.24% |
June 30, 2020 | 57.24% |
May 31, 2020 | 57.24% |
April 30, 2020 | 57.24% |
March 31, 2020 | 57.24% |
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
56.80%
Minimum
May 2019
57.24%
Maximum
Mar 2020
57.16%
Average
57.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Core Molding Technologies Inc | 96.20% |
Flexible Solutions International Inc | 75.75% |
Vista Gold Corp | 81.58% |
IT Tech Packaging Inc | 98.54% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.07 |
Beta (5Y) | 1.510 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.82% |
Historical Sharpe Ratio (5Y) | 0.1258 |
Historical Sortino (5Y) | 0.1853 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.94% |