Danakali Ltd (SBMSF)
0.18
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
Danakali Max Drawdown (5Y): 82.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.42% |
| March 31, 2024 | 82.42% |
| February 29, 2024 | 82.42% |
| January 31, 2024 | 82.42% |
| December 31, 2023 | 82.32% |
| November 30, 2023 | 82.32% |
| October 31, 2023 | 82.32% |
| September 30, 2023 | 82.32% |
| August 31, 2023 | 82.32% |
| July 31, 2023 | 82.32% |
| June 30, 2023 | 82.32% |
| May 31, 2023 | 82.32% |
| April 30, 2023 | 77.93% |
| March 31, 2023 | 77.93% |
| February 28, 2023 | 77.93% |
| January 31, 2023 | 77.93% |
| December 31, 2022 | 77.93% |
| November 30, 2022 | 77.93% |
| October 31, 2022 | 98.80% |
| September 30, 2022 | 98.84% |
| August 31, 2022 | 98.84% |
| July 31, 2022 | 98.84% |
| June 30, 2022 | 98.84% |
| May 31, 2022 | 98.84% |
| April 30, 2022 | 98.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.84% |
| February 28, 2022 | 98.89% |
| January 31, 2022 | 98.89% |
| December 31, 2021 | 98.89% |
| November 30, 2021 | 98.89% |
| October 31, 2021 | 99.19% |
| September 30, 2021 | 99.33% |
| August 31, 2021 | 99.37% |
| July 31, 2021 | 99.37% |
| June 30, 2021 | 99.37% |
| May 31, 2021 | 99.37% |
| April 30, 2021 | 99.37% |
| March 31, 2021 | 99.51% |
| February 28, 2021 | 99.56% |
| January 31, 2021 | 99.60% |
| December 31, 2020 | 99.60% |
| November 30, 2020 | 99.62% |
| October 31, 2020 | 99.62% |
| September 30, 2020 | 99.62% |
| August 31, 2020 | 99.62% |
| July 31, 2020 | 99.62% |
| June 30, 2020 | 99.62% |
| May 31, 2020 | 99.62% |
| April 30, 2020 | 99.62% |
| March 31, 2020 | 99.62% |
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
77.93%
Minimum
Nov 2022
99.66%
Maximum
May 2019
93.81%
Average
99.04%
Median
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Boral Ltd | 84.03% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.76 |
| Beta (5Y) | 1.750 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.81% |
| Historical Sharpe Ratio (5Y) | -0.0855 |
| Historical Sortino (5Y) | -0.199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.17% |