Arafura Rare Earths Ltd (ARAFF)
0.125
-0.01
(-6.72%)
USD |
OTCM |
May 03, 16:00
Arafura Rare Earths Max Drawdown (5Y): 84.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.78% |
| March 31, 2024 | 84.78% |
| February 29, 2024 | 84.78% |
| January 31, 2024 | 84.78% |
| December 31, 2023 | 78.26% |
| November 30, 2023 | 74.53% |
| October 31, 2023 | 74.53% |
| September 30, 2023 | 74.53% |
| August 31, 2023 | 74.53% |
| July 31, 2023 | 74.53% |
| June 30, 2023 | 74.53% |
| May 31, 2023 | 74.53% |
| April 30, 2023 | 74.53% |
| March 31, 2023 | 74.53% |
| February 28, 2023 | 74.53% |
| January 31, 2023 | 74.53% |
| December 31, 2022 | 74.53% |
| November 30, 2022 | 74.53% |
| October 31, 2022 | 74.53% |
| September 30, 2022 | 74.53% |
| August 31, 2022 | 74.53% |
| July 31, 2022 | 74.53% |
| June 30, 2022 | 74.53% |
| May 31, 2022 | 78.09% |
| April 30, 2022 | 81.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.26% |
| February 28, 2022 | 83.85% |
| January 31, 2022 | 83.85% |
| December 31, 2021 | 83.85% |
| November 30, 2021 | 83.85% |
| October 31, 2021 | 87.99% |
| September 30, 2021 | 92.04% |
| August 31, 2021 | 92.82% |
| July 31, 2021 | 92.82% |
| June 30, 2021 | 94.20% |
| May 31, 2021 | 94.44% |
| April 30, 2021 | 94.73% |
| March 31, 2021 | 96.10% |
| February 28, 2021 | 96.57% |
| January 31, 2021 | 98.02% |
| December 31, 2020 | 98.02% |
| November 30, 2020 | 98.02% |
| October 31, 2020 | 98.02% |
| September 30, 2020 | 98.02% |
| August 31, 2020 | 98.02% |
| July 31, 2020 | 98.19% |
| June 30, 2020 | 98.19% |
| May 31, 2020 | 98.28% |
| April 30, 2020 | 98.28% |
| March 31, 2020 | 98.28% |
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
74.53%
Minimum
Jun 2022
98.28%
Maximum
May 2019
87.35%
Average
86.39%
Median
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.19 |
| Beta (5Y) | 0.9628 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.90% |
| Historical Sharpe Ratio (5Y) | 0.2942 |
| Historical Sortino (5Y) | 0.8113 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |