Metcash Ltd (MCSHF)
2.30
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Metcash Max Drawdown (5Y): 37.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.28% |
| March 31, 2024 | 37.28% |
| February 29, 2024 | 37.28% |
| January 31, 2024 | 37.28% |
| December 31, 2023 | 37.28% |
| November 30, 2023 | 37.28% |
| October 31, 2023 | 37.28% |
| September 30, 2023 | 37.28% |
| August 31, 2023 | 37.28% |
| July 31, 2023 | 37.28% |
| June 30, 2023 | 37.28% |
| May 31, 2023 | 37.28% |
| April 30, 2023 | 38.82% |
| March 31, 2023 | 38.82% |
| February 28, 2023 | 38.82% |
| January 31, 2023 | 38.82% |
| December 31, 2022 | 38.82% |
| November 30, 2022 | 38.82% |
| October 31, 2022 | 38.82% |
| September 30, 2022 | 38.82% |
| August 31, 2022 | 38.82% |
| July 31, 2022 | 49.17% |
| June 30, 2022 | 49.17% |
| May 31, 2022 | 49.17% |
| April 30, 2022 | 49.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.17% |
| February 28, 2022 | 58.22% |
| January 31, 2022 | 58.28% |
| December 31, 2021 | 58.28% |
| November 30, 2021 | 58.28% |
| October 31, 2021 | 58.28% |
| September 30, 2021 | 58.28% |
| August 31, 2021 | 58.28% |
| July 31, 2021 | 58.28% |
| June 30, 2021 | 58.28% |
| May 31, 2021 | 58.28% |
| April 30, 2021 | 62.26% |
| March 31, 2021 | 62.26% |
| February 28, 2021 | 65.18% |
| January 31, 2021 | 65.45% |
| December 31, 2020 | 65.45% |
| November 30, 2020 | 70.38% |
| October 31, 2020 | 70.38% |
| September 30, 2020 | 70.50% |
| August 31, 2020 | 76.21% |
| July 31, 2020 | 81.66% |
| June 30, 2020 | 81.66% |
| May 31, 2020 | 81.66% |
| April 30, 2020 | 81.66% |
| March 31, 2020 | 81.66% |
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
37.28%
Minimum
May 2023
81.66%
Maximum
May 2019
57.64%
Average
58.28%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.909 |
| Beta (5Y) | 0.2105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.52% |
| Historical Sharpe Ratio (5Y) | 0.1479 |
| Historical Sortino (5Y) | 0.3747 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.30% |