ANZ Group Holdings Ltd (ANZGY)
19.09
-0.06
(-0.31%)
USD |
OTCM |
May 09, 15:59
ANZ Group Holdings Max Drawdown (5Y): 61.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.30% |
March 31, 2024 | 61.30% |
February 29, 2024 | 61.30% |
January 31, 2024 | 61.30% |
December 31, 2023 | 61.30% |
November 30, 2023 | 61.30% |
October 31, 2023 | 61.30% |
September 30, 2023 | 61.30% |
August 31, 2023 | 61.30% |
July 31, 2023 | 61.30% |
June 30, 2023 | 61.30% |
May 31, 2023 | 61.30% |
April 30, 2023 | 61.30% |
March 31, 2023 | 61.30% |
February 28, 2023 | 61.30% |
January 31, 2023 | 61.30% |
December 31, 2022 | 61.30% |
November 30, 2022 | 61.30% |
October 31, 2022 | 61.30% |
September 30, 2022 | 61.30% |
August 31, 2022 | 61.30% |
July 31, 2022 | 61.30% |
June 30, 2022 | 61.30% |
May 31, 2022 | 61.30% |
April 30, 2022 | 61.30% |
Date | Value |
---|---|
March 31, 2022 | 61.30% |
February 28, 2022 | 61.30% |
January 31, 2022 | 61.30% |
December 31, 2021 | 61.30% |
November 30, 2021 | 61.30% |
October 31, 2021 | 61.30% |
September 30, 2021 | 61.30% |
August 31, 2021 | 61.30% |
July 31, 2021 | 61.30% |
June 30, 2021 | 61.30% |
May 31, 2021 | 61.30% |
April 30, 2021 | 61.30% |
March 31, 2021 | 61.30% |
February 28, 2021 | 61.30% |
January 31, 2021 | 61.30% |
December 31, 2020 | 61.30% |
November 30, 2020 | 61.30% |
October 31, 2020 | 61.30% |
September 30, 2020 | 61.30% |
August 31, 2020 | 61.30% |
July 31, 2020 | 61.30% |
June 30, 2020 | 61.30% |
May 31, 2020 | 61.30% |
April 30, 2020 | 61.30% |
March 31, 2020 | 61.30% |
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
46.06%
Minimum
May 2019
61.30%
Maximum
Mar 2020
58.76%
Average
61.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Suncorp Group Ltd | 59.38% |
Westpac Banking Corp | 68.26% |
Macquarie Group Ltd | 59.28% |
SIPP International Industries Inc | 99.80% |
Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.01 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.50% |
Historical Sharpe Ratio (5Y) | 0.0749 |
Historical Sortino (5Y) | 0.0899 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.74% |