ASX Ltd (ASXFY)
41.92
+1.09
(+2.67%)
USD |
OTCM |
May 02, 11:40
ASX Max Drawdown (5Y): 46.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.83% |
March 31, 2024 | 46.83% |
February 29, 2024 | 46.83% |
January 31, 2024 | 46.83% |
December 31, 2023 | 46.83% |
November 30, 2023 | 46.83% |
October 31, 2023 | 46.83% |
September 30, 2023 | 46.38% |
August 31, 2023 | 44.65% |
July 31, 2023 | 39.29% |
June 30, 2023 | 38.77% |
May 31, 2023 | 38.24% |
April 30, 2023 | 38.24% |
March 31, 2023 | 38.24% |
February 28, 2023 | 38.24% |
January 31, 2023 | 38.24% |
December 31, 2022 | 38.24% |
November 30, 2022 | 38.24% |
October 31, 2022 | 38.24% |
September 30, 2022 | 33.23% |
August 31, 2022 | 31.85% |
July 31, 2022 | 31.85% |
June 30, 2022 | 31.85% |
May 31, 2022 | 31.85% |
April 30, 2022 | 31.85% |
Date | Value |
---|---|
March 31, 2022 | 31.85% |
February 28, 2022 | 31.85% |
January 31, 2022 | 31.85% |
December 31, 2021 | 31.85% |
November 30, 2021 | 31.85% |
October 31, 2021 | 31.85% |
September 30, 2021 | 31.85% |
August 31, 2021 | 31.85% |
July 31, 2021 | 31.85% |
June 30, 2021 | 31.85% |
May 31, 2021 | 31.85% |
April 30, 2021 | 31.85% |
March 31, 2021 | 31.85% |
February 28, 2021 | 31.85% |
January 31, 2021 | 31.85% |
December 31, 2020 | 31.85% |
November 30, 2020 | 31.85% |
October 31, 2020 | 31.85% |
September 30, 2020 | 31.85% |
August 31, 2020 | 31.85% |
July 31, 2020 | 31.85% |
June 30, 2020 | 31.85% |
May 31, 2020 | 31.85% |
April 30, 2020 | 31.85% |
March 31, 2020 | 31.85% |
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
27.58%
Minimum
May 2019
46.83%
Maximum
Oct 2023
34.45%
Average
31.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Macquarie Group Ltd | 59.28% |
SIPP International Industries Inc | 99.80% |
Computershare Ltd | 64.60% |
Commonwealth Bank of Australia | 47.81% |
Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.04 |
Beta (5Y) | 0.7415 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.24% |
Historical Sharpe Ratio (5Y) | -0.1497 |
Historical Sortino (5Y) | -0.233 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.25% |