Alumina Ltd (AWCMF)
1.02
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Alumina Max Drawdown (5Y): 69.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.32% |
| March 31, 2024 | 69.32% |
| February 29, 2024 | 69.32% |
| January 31, 2024 | 69.32% |
| December 31, 2023 | 69.32% |
| November 30, 2023 | 69.32% |
| October 31, 2023 | 69.32% |
| September 30, 2023 | 60.29% |
| August 31, 2023 | 60.29% |
| July 31, 2023 | 60.29% |
| June 30, 2023 | 60.29% |
| May 31, 2023 | 60.29% |
| April 30, 2023 | 60.29% |
| March 31, 2023 | 60.29% |
| February 28, 2023 | 60.29% |
| January 31, 2023 | 60.29% |
| December 31, 2022 | 60.29% |
| November 30, 2022 | 60.29% |
| October 31, 2022 | 60.29% |
| September 30, 2022 | 60.29% |
| August 31, 2022 | 60.29% |
| July 31, 2022 | 60.29% |
| June 30, 2022 | 60.29% |
| May 31, 2022 | 60.29% |
| April 30, 2022 | 60.29% |
| Date | Value |
|---|---|
| March 31, 2022 | 60.29% |
| February 28, 2022 | 60.29% |
| January 31, 2022 | 60.29% |
| December 31, 2021 | 60.29% |
| November 30, 2021 | 60.29% |
| October 31, 2021 | 60.29% |
| September 30, 2021 | 60.29% |
| August 31, 2021 | 60.29% |
| July 31, 2021 | 60.29% |
| June 30, 2021 | 60.29% |
| May 31, 2021 | 60.29% |
| April 30, 2021 | 60.29% |
| March 31, 2021 | 60.29% |
| February 28, 2021 | 60.29% |
| January 31, 2021 | 60.29% |
| December 31, 2020 | 62.44% |
| November 30, 2020 | 66.77% |
| October 31, 2020 | 69.12% |
| September 30, 2020 | 69.12% |
| August 31, 2020 | 69.12% |
| July 31, 2020 | 69.12% |
| June 30, 2020 | 69.12% |
| May 31, 2020 | 69.12% |
| April 30, 2020 | 69.12% |
| March 31, 2020 | 69.12% |
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
60.29%
Minimum
Jan 2021
69.32%
Maximum
Oct 2023
64.14%
Average
60.29%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.11 |
| Beta (5Y) | 1.026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.56% |
| Historical Sharpe Ratio (5Y) | -0.1435 |
| Historical Sortino (5Y) | -0.2164 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.66% |