Wilmar International Ltd (WLMIF)
2.31
-0.09
(-3.75%)
USD |
OTCM |
May 03, 16:00
Wilmar International Max Drawdown (5Y): 38.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.62% |
| March 31, 2024 | 38.62% |
| February 29, 2024 | 38.62% |
| January 31, 2024 | 36.22% |
| December 31, 2023 | 35.83% |
| November 30, 2023 | 35.83% |
| October 31, 2023 | 35.83% |
| September 30, 2023 | 35.83% |
| August 31, 2023 | 35.83% |
| July 31, 2023 | 35.83% |
| June 30, 2023 | 35.83% |
| May 31, 2023 | 35.83% |
| April 30, 2023 | 35.83% |
| March 31, 2023 | 35.83% |
| February 28, 2023 | 35.83% |
| January 31, 2023 | 35.83% |
| December 31, 2022 | 35.83% |
| November 30, 2022 | 35.83% |
| October 31, 2022 | 35.83% |
| September 30, 2022 | 32.17% |
| August 31, 2022 | 32.17% |
| July 31, 2022 | 32.17% |
| June 30, 2022 | 32.17% |
| May 31, 2022 | 32.17% |
| April 30, 2022 | 32.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.17% |
| February 28, 2022 | 32.17% |
| January 31, 2022 | 32.17% |
| December 31, 2021 | 32.17% |
| November 30, 2021 | 32.17% |
| October 31, 2021 | 32.17% |
| September 30, 2021 | 42.60% |
| August 31, 2021 | 45.63% |
| July 31, 2021 | 46.80% |
| June 30, 2021 | 48.90% |
| May 31, 2021 | 49.08% |
| April 30, 2021 | 49.08% |
| March 31, 2021 | 49.08% |
| February 28, 2021 | 49.08% |
| January 31, 2021 | 49.08% |
| December 31, 2020 | 50.00% |
| November 30, 2020 | 56.74% |
| October 31, 2020 | 59.04% |
| September 30, 2020 | 59.04% |
| August 31, 2020 | 59.04% |
| July 31, 2020 | 61.74% |
| June 30, 2020 | 61.74% |
| May 31, 2020 | 61.74% |
| April 30, 2020 | 61.74% |
| March 31, 2020 | 61.74% |
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
32.17%
Minimum
Oct 2021
61.74%
Maximum
May 2019
45.25%
Average
38.62%
Median
Feb 2024
Max Drawdown (5Y) Benchmarks
| Fraser and Neave Ltd | 55.58% |
| Delfi Ltd | 79.99% |
| First Resources Ltd | -- |
| Genius Group Ltd | -- |
| Davis Commodities Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.231 |
| Beta (5Y) | 0.5299 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.06% |
| Historical Sharpe Ratio (5Y) | 0.0259 |
| Historical Sortino (5Y) | 0.0479 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.54% |