Anglo American PLC (NGLOY)
16.64
-0.01
(-0.06%)
USD |
OTCM |
May 16, 16:00
Anglo American Max Drawdown (5Y): 58.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.31% |
March 31, 2024 | 58.31% |
February 29, 2024 | 58.31% |
January 31, 2024 | 58.31% |
December 31, 2023 | 58.31% |
November 30, 2023 | 56.93% |
October 31, 2023 | 56.93% |
September 30, 2023 | 56.93% |
August 31, 2023 | 56.93% |
July 31, 2023 | 56.93% |
June 30, 2023 | 56.93% |
May 31, 2023 | 56.93% |
April 30, 2023 | 56.93% |
March 31, 2023 | 56.93% |
February 28, 2023 | 56.93% |
January 31, 2023 | 56.93% |
December 31, 2022 | 56.93% |
November 30, 2022 | 56.93% |
October 31, 2022 | 56.93% |
September 30, 2022 | 56.93% |
August 31, 2022 | 56.93% |
July 31, 2022 | 56.93% |
June 30, 2022 | 56.93% |
May 31, 2022 | 56.93% |
April 30, 2022 | 56.93% |
Date | Value |
---|---|
March 31, 2022 | 59.57% |
February 28, 2022 | 59.57% |
January 31, 2022 | 59.57% |
December 31, 2021 | 59.57% |
November 30, 2021 | 59.57% |
October 31, 2021 | 61.82% |
September 30, 2021 | 63.73% |
August 31, 2021 | 66.05% |
July 31, 2021 | 69.20% |
June 30, 2021 | 74.46% |
May 31, 2021 | 74.65% |
April 30, 2021 | 76.20% |
March 31, 2021 | 79.35% |
February 28, 2021 | 81.53% |
January 31, 2021 | 83.96% |
December 31, 2020 | 84.28% |
November 30, 2020 | 92.22% |
October 31, 2020 | 92.98% |
September 30, 2020 | 92.98% |
August 31, 2020 | 92.98% |
July 31, 2020 | 92.98% |
June 30, 2020 | 92.98% |
May 31, 2020 | 92.98% |
April 30, 2020 | 92.98% |
March 31, 2020 | 92.98% |
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
56.93%
Minimum
Apr 2022
92.98%
Maximum
May 2019
71.82%
Average
60.69%
Median
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
BHP Group Ltd | 43.85% |
Freeport-McMoRan Inc | 74.00% |
LyondellBasell Industries NV | 68.15% |
Ferroglobe PLC | 98.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.930 |
Beta (5Y) | 1.138 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.08% |
Historical Sharpe Ratio (5Y) | 0.1942 |
Historical Sortino (5Y) | 0.2846 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.39% |