Austal Ltd (AUTLF)
1.618
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Austal Max Drawdown (5Y): 62.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 62.20% |
| March 31, 2024 | 62.20% |
| February 29, 2024 | 62.20% |
| January 31, 2024 | 62.20% |
| December 31, 2023 | 62.20% |
| November 30, 2023 | 62.20% |
| October 31, 2023 | 62.20% |
| September 30, 2023 | 61.87% |
| August 31, 2023 | 61.87% |
| July 31, 2023 | 61.87% |
| June 30, 2023 | 61.87% |
| May 31, 2023 | 61.87% |
| April 30, 2023 | 60.60% |
| March 31, 2023 | 58.99% |
| February 28, 2023 | 58.99% |
| January 31, 2023 | 58.56% |
| December 31, 2022 | 57.36% |
| November 30, 2022 | 57.36% |
| October 31, 2022 | 57.36% |
| September 30, 2022 | 57.36% |
| August 31, 2022 | 57.36% |
| July 31, 2022 | 57.36% |
| June 30, 2022 | 57.36% |
| May 31, 2022 | 57.36% |
| April 30, 2022 | 57.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.36% |
| February 28, 2022 | 57.36% |
| January 31, 2022 | 57.36% |
| December 31, 2021 | 57.36% |
| November 30, 2021 | 57.36% |
| October 31, 2021 | 57.36% |
| September 30, 2021 | 57.36% |
| August 31, 2021 | 51.86% |
| July 31, 2021 | 48.99% |
| June 30, 2021 | 48.99% |
| May 31, 2021 | 66.47% |
| April 30, 2021 | 67.84% |
| March 31, 2021 | 67.84% |
| February 28, 2021 | 67.84% |
| January 31, 2021 | 67.84% |
| December 31, 2020 | 67.84% |
| November 30, 2020 | 74.93% |
| October 31, 2020 | 77.82% |
| September 30, 2020 | 77.82% |
| August 31, 2020 | 77.82% |
| July 31, 2020 | 77.82% |
| June 30, 2020 | 77.82% |
| May 31, 2020 | 77.82% |
| April 30, 2020 | 77.82% |
| March 31, 2020 | 77.82% |
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
48.99%
Minimum
Jun 2021
77.82%
Maximum
May 2019
65.52%
Average
62.20%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
| Victor Mining Industry Group Inc | 97.93% |
| Brambles Ltd | 42.99% |
| Atlas Arteria Ltd | 52.76% |
| CSR Ltd | 38.79% |
| Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.51 |
| Beta (5Y) | 1.312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.97% |
| Historical Sharpe Ratio (5Y) | -0.0439 |
| Historical Sortino (5Y) | -0.0775 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.26% |