Anglogold Ashanti PLC (AU)
23.14
0.00 (0.00%)
USD |
NYSE |
May 03, 14:20
Anglogold Ashanti Max Drawdown (5Y): 66.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.34% |
| March 31, 2024 | 66.34% |
| February 29, 2024 | 66.34% |
| January 31, 2024 | 66.34% |
| December 31, 2023 | 66.34% |
| November 30, 2023 | 66.34% |
| October 31, 2023 | 66.34% |
| September 30, 2023 | 66.34% |
| August 31, 2023 | 66.34% |
| July 31, 2023 | 66.34% |
| June 30, 2023 | 66.34% |
| May 31, 2023 | 67.89% |
| April 30, 2023 | 67.89% |
| March 31, 2023 | 67.89% |
| February 28, 2023 | 67.89% |
| January 31, 2023 | 67.89% |
| December 31, 2022 | 67.89% |
| November 30, 2022 | 67.89% |
| October 31, 2022 | 67.89% |
| September 30, 2022 | 68.08% |
| August 31, 2022 | 68.74% |
| July 31, 2022 | 69.98% |
| June 30, 2022 | 70.56% |
| May 31, 2022 | 74.04% |
| April 30, 2022 | 74.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.04% |
| February 28, 2022 | 74.04% |
| January 31, 2022 | 74.04% |
| December 31, 2021 | 74.04% |
| November 30, 2021 | 74.04% |
| October 31, 2021 | 74.04% |
| September 30, 2021 | 77.87% |
| August 31, 2021 | 77.87% |
| July 31, 2021 | 77.87% |
| June 30, 2021 | 77.87% |
| May 31, 2021 | 77.87% |
| April 30, 2021 | 77.87% |
| March 31, 2021 | 77.87% |
| February 28, 2021 | 77.87% |
| January 31, 2021 | 77.87% |
| December 31, 2020 | 77.87% |
| November 30, 2020 | 82.80% |
| October 31, 2020 | 85.41% |
| September 30, 2020 | 87.24% |
| August 31, 2020 | 87.52% |
| July 31, 2020 | 87.52% |
| June 30, 2020 | 87.52% |
| May 31, 2020 | 88.69% |
| April 30, 2020 | 88.69% |
| March 31, 2020 | 88.69% |
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
66.34%
Minimum
Jun 2023
88.69%
Maximum
May 2019
76.54%
Average
74.04%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Newmont Corp | 62.43% |
| Royal Gold Inc | 49.55% |
| Coeur Mining Inc | 83.98% |
| Boise Cascade Co | 54.95% |
| Core Molding Technologies Inc | 96.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.697 |
| Beta (5Y) | 0.8255 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.29% |
| Historical Sharpe Ratio (5Y) | 0.2763 |
| Historical Sortino (5Y) | 0.5702 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |