Kumba Iron Ore Ltd (KIROY)
9.05
+0.08
(+0.95%)
USD |
OTCM |
May 07, 14:33
Kumba Iron Ore Max Drawdown (5Y): 60.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.10% |
| March 31, 2024 | 60.10% |
| February 29, 2024 | 60.10% |
| January 31, 2024 | 60.10% |
| December 31, 2023 | 60.10% |
| November 30, 2023 | 60.10% |
| October 31, 2023 | 60.10% |
| September 30, 2023 | 60.10% |
| August 31, 2023 | 60.10% |
| July 31, 2023 | 60.10% |
| June 30, 2023 | 60.10% |
| May 31, 2023 | 60.10% |
| April 30, 2023 | 60.10% |
| March 31, 2023 | 60.10% |
| February 28, 2023 | 60.10% |
| January 31, 2023 | 60.10% |
| December 31, 2022 | 60.10% |
| November 30, 2022 | 60.10% |
| October 31, 2022 | 60.10% |
| September 30, 2022 | 60.10% |
| August 31, 2022 | 61.96% |
| July 31, 2022 | 68.55% |
| June 30, 2022 | 70.52% |
| May 31, 2022 | 74.56% |
| April 30, 2022 | 77.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.53% |
| February 28, 2022 | 81.53% |
| January 31, 2022 | 81.53% |
| December 31, 2021 | 81.53% |
| November 30, 2021 | 81.53% |
| October 31, 2021 | 81.53% |
| September 30, 2021 | 81.53% |
| August 31, 2021 | 82.88% |
| July 31, 2021 | 86.26% |
| June 30, 2021 | 86.26% |
| May 31, 2021 | 86.26% |
| April 30, 2021 | 86.98% |
| March 31, 2021 | 91.54% |
| February 28, 2021 | 91.80% |
| January 31, 2021 | 91.80% |
| December 31, 2020 | 91.80% |
| November 30, 2020 | 95.84% |
| October 31, 2020 | 97.13% |
| September 30, 2020 | 97.13% |
| August 31, 2020 | 97.13% |
| July 31, 2020 | 97.13% |
| June 30, 2020 | 97.13% |
| May 31, 2020 | 97.13% |
| April 30, 2020 | 97.13% |
| March 31, 2020 | 97.13% |
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
60.10%
Minimum
Sep 2022
97.13%
Maximum
May 2019
79.43%
Average
81.53%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Gold Fields Ltd | 56.25% |
| Harmony Gold Mining Co Ltd | 71.06% |
| Sasol Ltd | 96.54% |
| DRDGold Ltd | 69.30% |
| Sibanye Stillwater Ltd | 78.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.961 |
| Beta (5Y) | 1.133 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.90% |
| Historical Sharpe Ratio (5Y) | 0.126 |
| Historical Sortino (5Y) | 0.2331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.91% |