Energy Resources of Australia Ltd (EGRAF)
0.0362
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Energy Resources of Australia Max Drawdown (5Y): 97.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.20% |
| March 31, 2024 | 97.20% |
| February 29, 2024 | 97.20% |
| January 31, 2024 | 97.20% |
| December 31, 2023 | 97.20% |
| November 30, 2023 | 97.20% |
| October 31, 2023 | 97.20% |
| September 30, 2023 | 97.20% |
| August 31, 2023 | 97.20% |
| July 31, 2023 | 97.20% |
| June 30, 2023 | 97.20% |
| May 31, 2023 | 93.07% |
| April 30, 2023 | 93.02% |
| March 31, 2023 | 92.95% |
| February 28, 2023 | 92.95% |
| January 31, 2023 | 92.95% |
| December 31, 2022 | 92.95% |
| November 30, 2022 | 92.95% |
| October 31, 2022 | 92.95% |
| September 30, 2022 | 92.95% |
| August 31, 2022 | 92.95% |
| July 31, 2022 | 92.95% |
| June 30, 2022 | 92.95% |
| May 31, 2022 | 92.95% |
| April 30, 2022 | 92.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.95% |
| February 28, 2022 | 92.95% |
| January 31, 2022 | 92.95% |
| December 31, 2021 | 92.95% |
| November 30, 2021 | 92.95% |
| October 31, 2021 | 92.95% |
| September 30, 2021 | 92.95% |
| August 31, 2021 | 92.95% |
| July 31, 2021 | 92.95% |
| June 30, 2021 | 92.95% |
| May 31, 2021 | 92.95% |
| April 30, 2021 | 92.95% |
| March 31, 2021 | 95.06% |
| February 28, 2021 | 96.21% |
| January 31, 2021 | 96.21% |
| December 31, 2020 | 96.21% |
| November 30, 2020 | 97.44% |
| October 31, 2020 | 97.67% |
| September 30, 2020 | 98.28% |
| August 31, 2020 | 98.44% |
| July 31, 2020 | 98.52% |
| June 30, 2020 | 98.52% |
| May 31, 2020 | 98.52% |
| April 30, 2020 | 98.52% |
| March 31, 2020 | 98.52% |
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
92.95%
Minimum
Apr 2021
98.52%
Maximum
May 2019
95.66%
Average
96.71%
Median
Max Drawdown (5Y) Benchmarks
| Santos Ltd | 74.74% |
| Beach Energy Ltd | 72.59% |
| Buru Energy Ltd | 90.69% |
| Woodside Energy Group Ltd | 66.03% |
| Bounty Oil & Gas NL | 97.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.45 |
| Beta (5Y) | 0.9023 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 169.3% |
| Historical Sharpe Ratio (5Y) | -0.1737 |
| Historical Sortino (5Y) | -0.4281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.95% |