Alumina Ltd (AWCMY)
4.06
+0.08
(+2.01%)
USD |
OTCM |
May 03, 16:00
Alumina Max Drawdown (5Y): 70.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.94% |
| March 31, 2024 | 70.94% |
| February 29, 2024 | 70.94% |
| January 31, 2024 | 70.94% |
| December 31, 2023 | 70.94% |
| November 30, 2023 | 70.94% |
| October 31, 2023 | 70.83% |
| September 30, 2023 | 62.73% |
| August 31, 2023 | 58.97% |
| July 31, 2023 | 58.97% |
| June 30, 2023 | 58.97% |
| May 31, 2023 | 58.97% |
| April 30, 2023 | 58.97% |
| March 31, 2023 | 58.97% |
| February 28, 2023 | 58.97% |
| January 31, 2023 | 58.97% |
| December 31, 2022 | 58.97% |
| November 30, 2022 | 58.97% |
| October 31, 2022 | 58.97% |
| September 30, 2022 | 58.97% |
| August 31, 2022 | 58.97% |
| July 31, 2022 | 58.97% |
| June 30, 2022 | 58.97% |
| May 31, 2022 | 58.97% |
| April 30, 2022 | 58.97% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.97% |
| February 28, 2022 | 58.97% |
| January 31, 2022 | 58.97% |
| December 31, 2021 | 58.97% |
| November 30, 2021 | 58.97% |
| October 31, 2021 | 58.97% |
| September 30, 2021 | 58.97% |
| August 31, 2021 | 58.97% |
| July 31, 2021 | 58.97% |
| June 30, 2021 | 58.97% |
| May 31, 2021 | 58.97% |
| April 30, 2021 | 58.97% |
| March 31, 2021 | 58.97% |
| February 28, 2021 | 58.97% |
| January 31, 2021 | 58.97% |
| December 31, 2020 | 58.97% |
| November 30, 2020 | 72.65% |
| October 31, 2020 | 73.33% |
| September 30, 2020 | 73.33% |
| August 31, 2020 | 73.33% |
| July 31, 2020 | 73.33% |
| June 30, 2020 | 73.33% |
| May 31, 2020 | 73.33% |
| April 30, 2020 | 73.33% |
| March 31, 2020 | 73.33% |
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
58.97%
Minimum
Dec 2020
73.33%
Maximum
May 2019
64.97%
Average
58.97%
Median
Dec 2020
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) | -20.97 |
| Beta (5Y) | 1.254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.18% |
| Historical Sharpe Ratio (5Y) | -0.1548 |
| Historical Sortino (5Y) | -0.2682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.41% |