Centamin PLC (CELTF)
1.55
+0.02
(+1.64%)
USD |
OTCM |
May 06, 14:51
Centamin Max Drawdown (5Y): 67.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.84% |
| March 31, 2024 | 67.84% |
| February 29, 2024 | 67.84% |
| January 31, 2024 | 67.84% |
| December 31, 2023 | 67.84% |
| November 30, 2023 | 67.84% |
| October 31, 2023 | 67.84% |
| September 30, 2023 | 67.84% |
| August 31, 2023 | 67.84% |
| July 31, 2023 | 67.84% |
| June 30, 2023 | 67.84% |
| May 31, 2023 | 67.84% |
| April 30, 2023 | 67.84% |
| March 31, 2023 | 67.84% |
| February 28, 2023 | 67.84% |
| January 31, 2023 | 67.84% |
| December 31, 2022 | 67.84% |
| November 30, 2022 | 67.84% |
| October 31, 2022 | 67.84% |
| September 30, 2022 | 67.84% |
| August 31, 2022 | 67.84% |
| July 31, 2022 | 67.84% |
| June 30, 2022 | 67.47% |
| May 31, 2022 | 65.07% |
| April 30, 2022 | 61.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 61.93% |
| February 28, 2022 | 61.93% |
| January 31, 2022 | 61.93% |
| December 31, 2021 | 61.93% |
| November 30, 2021 | 57.04% |
| October 31, 2021 | 57.04% |
| September 30, 2021 | 57.04% |
| August 31, 2021 | 55.60% |
| July 31, 2021 | 54.03% |
| June 30, 2021 | 54.03% |
| May 31, 2021 | 54.03% |
| April 30, 2021 | 54.03% |
| March 31, 2021 | 54.03% |
| February 28, 2021 | 54.03% |
| January 31, 2021 | 54.03% |
| December 31, 2020 | 54.03% |
| November 30, 2020 | 60.78% |
| October 31, 2020 | 63.98% |
| September 30, 2020 | 63.98% |
| August 31, 2020 | 64.74% |
| July 31, 2020 | 64.78% |
| June 30, 2020 | 70.92% |
| May 31, 2020 | 72.32% |
| April 30, 2020 | 72.73% |
| March 31, 2020 | 72.73% |
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
54.03%
Minimum
Dec 2020
76.58%
Maximum
May 2019
65.91%
Average
67.84%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Caledonia Mining Corp PLC | 65.77% |
| Metals Acquisition Ltd | -- |
| CleanTech Lithium PLC | -- |
| Breedon Group PLC | -- |
| Anglogold Ashanti PLC | 66.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.072 |
| Beta (5Y) | 0.8787 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.01% |
| Historical Sharpe Ratio (5Y) | 0.2028 |
| Historical Sortino (5Y) | 0.3453 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.45% |