CSL Ltd (CMXHF)
177.54
-2.51
(-1.39%)
USD |
OTCM |
May 06, 09:45
CSL Max Drawdown (5Y): 37.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.47% |
| March 31, 2024 | 37.47% |
| February 29, 2024 | 37.47% |
| January 31, 2024 | 37.47% |
| December 31, 2023 | 37.47% |
| November 30, 2023 | 37.47% |
| October 31, 2023 | 37.26% |
| September 30, 2023 | 33.95% |
| August 31, 2023 | 33.95% |
| July 31, 2023 | 33.95% |
| June 30, 2023 | 33.95% |
| May 31, 2023 | 33.95% |
| April 30, 2023 | 33.95% |
| March 31, 2023 | 33.95% |
| February 28, 2023 | 33.95% |
| January 31, 2023 | 33.95% |
| December 31, 2022 | 33.95% |
| November 30, 2022 | 33.95% |
| October 31, 2022 | 33.95% |
| September 30, 2022 | 33.95% |
| August 31, 2022 | 33.95% |
| July 31, 2022 | 33.95% |
| June 30, 2022 | 33.95% |
| May 31, 2022 | 33.95% |
| April 30, 2022 | 33.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 33.95% |
| February 28, 2022 | 33.95% |
| January 31, 2022 | 33.95% |
| December 31, 2021 | 33.95% |
| November 30, 2021 | 33.95% |
| October 31, 2021 | 33.95% |
| September 30, 2021 | 33.95% |
| August 31, 2021 | 33.95% |
| July 31, 2021 | 33.95% |
| June 30, 2021 | 33.95% |
| May 31, 2021 | 33.95% |
| April 30, 2021 | 33.95% |
| March 31, 2021 | 33.95% |
| February 28, 2021 | 33.95% |
| January 31, 2021 | 33.95% |
| December 31, 2020 | 33.95% |
| November 30, 2020 | 33.95% |
| October 31, 2020 | 33.95% |
| September 30, 2020 | 33.95% |
| August 31, 2020 | 33.95% |
| July 31, 2020 | 33.95% |
| June 30, 2020 | 33.95% |
| May 31, 2020 | 33.95% |
| April 30, 2020 | 33.95% |
| March 31, 2020 | 33.95% |
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
23.93%
Minimum
Jan 2020
90.47%
Maximum
May 2019
41.56%
Average
33.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 95.96% |
| Kazia Therapeutics Ltd | 98.63% |
| Immutep Ltd | 93.55% |
| Opthea Ltd | 92.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.617 |
| Beta (5Y) | 0.7586 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.24% |
| Historical Sharpe Ratio (5Y) | 0.152 |
| Historical Sortino (5Y) | 0.2387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |