Rio Tinto Ltd (RTNTF)
86.16
-0.83
(-0.95%)
USD |
OTCM |
May 02, 16:00
Rio Tinto Max Drawdown (5Y): 42.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.43% |
| March 31, 2024 | 42.43% |
| February 29, 2024 | 42.43% |
| January 31, 2024 | 42.43% |
| December 31, 2023 | 42.43% |
| November 30, 2023 | 42.43% |
| October 31, 2023 | 42.43% |
| September 30, 2023 | 42.43% |
| August 31, 2023 | 42.43% |
| July 31, 2023 | 42.43% |
| June 30, 2023 | 42.43% |
| May 31, 2023 | 42.43% |
| April 30, 2023 | 42.43% |
| March 31, 2023 | 42.43% |
| February 28, 2023 | 42.43% |
| January 31, 2023 | 42.43% |
| December 31, 2022 | 42.43% |
| November 30, 2022 | 42.43% |
| October 31, 2022 | 42.43% |
| September 30, 2022 | 42.43% |
| August 31, 2022 | 42.43% |
| July 31, 2022 | 42.43% |
| June 30, 2022 | 42.43% |
| May 31, 2022 | 42.43% |
| April 30, 2022 | 42.43% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.43% |
| February 28, 2022 | 42.43% |
| January 31, 2022 | 42.43% |
| December 31, 2021 | 42.43% |
| November 30, 2021 | 42.43% |
| October 31, 2021 | 42.43% |
| September 30, 2021 | 42.43% |
| August 31, 2021 | 42.43% |
| July 31, 2021 | 43.76% |
| June 30, 2021 | 48.18% |
| May 31, 2021 | 48.18% |
| April 30, 2021 | 48.74% |
| March 31, 2021 | 53.06% |
| February 28, 2021 | 60.65% |
| January 31, 2021 | 63.33% |
| December 31, 2020 | 63.33% |
| November 30, 2020 | 69.07% |
| October 31, 2020 | 69.22% |
| September 30, 2020 | 69.22% |
| August 31, 2020 | 69.22% |
| July 31, 2020 | 69.22% |
| June 30, 2020 | 69.22% |
| May 31, 2020 | 69.22% |
| April 30, 2020 | 69.22% |
| March 31, 2020 | 69.22% |
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
42.43%
Minimum
Aug 2021
69.22%
Maximum
May 2019
52.41%
Average
42.43%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| LyondellBasell Industries NV | 68.15% |
| Ferroglobe PLC | 98.07% |
| Eden Research PLC | -- |
| Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.948 |
| Beta (5Y) | 0.4497 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.40% |
| Historical Sharpe Ratio (5Y) | 0.2663 |
| Historical Sortino (5Y) | 0.3943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.50% |