Ramsay Health Care Ltd (RMSYF)
33.01
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Ramsay Health Care Max Drawdown (5Y): 45.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.03% |
March 31, 2024 | 45.03% |
February 29, 2024 | 45.03% |
January 31, 2024 | 45.03% |
December 31, 2023 | 45.03% |
November 30, 2023 | 42.54% |
October 31, 2023 | 42.54% |
September 30, 2023 | 40.98% |
August 31, 2023 | 40.98% |
July 31, 2023 | 40.98% |
June 30, 2023 | 40.98% |
May 31, 2023 | 40.98% |
April 30, 2023 | 40.98% |
March 31, 2023 | 40.98% |
February 28, 2023 | 40.98% |
January 31, 2023 | 40.98% |
December 31, 2022 | 40.98% |
November 30, 2022 | 40.98% |
October 31, 2022 | 40.98% |
September 30, 2022 | 36.69% |
August 31, 2022 | 36.69% |
July 31, 2022 | 36.69% |
June 30, 2022 | 36.69% |
May 31, 2022 | 36.69% |
April 30, 2022 | 36.69% |
Date | Value |
---|---|
March 31, 2022 | 36.69% |
February 28, 2022 | 36.69% |
January 31, 2022 | 36.69% |
December 31, 2021 | 36.69% |
November 30, 2021 | 36.69% |
October 31, 2021 | 36.69% |
September 30, 2021 | 36.69% |
August 31, 2021 | 36.69% |
July 31, 2021 | 36.69% |
June 30, 2021 | 36.69% |
May 31, 2021 | 36.69% |
April 30, 2021 | 36.69% |
March 31, 2021 | 36.69% |
February 28, 2021 | 36.69% |
January 31, 2021 | 36.69% |
December 31, 2020 | 36.69% |
November 30, 2020 | 36.69% |
October 31, 2020 | 36.69% |
September 30, 2020 | 36.69% |
August 31, 2020 | 36.69% |
July 31, 2020 | 36.69% |
June 30, 2020 | 36.69% |
May 31, 2020 | 36.69% |
April 30, 2020 | 36.69% |
March 31, 2020 | 36.69% |
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
36.69%
Minimum
May 2019
45.03%
Maximum
Dec 2023
38.44%
Average
36.69%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Alterity Therapeutics Ltd | 95.96% |
Kazia Therapeutics Ltd | 98.63% |
Immutep Ltd | 93.55% |
Opthea Ltd | 92.46% |
Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.480 |
Beta (5Y) | 0.1009 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.40% |
Historical Sharpe Ratio (5Y) | -0.2685 |
Historical Sortino (5Y) | -0.3814 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.60% |