Aberdeen International Inc (AAB.TO)
0.065
+0.01
(+18.18%)
CAD |
TSX |
Nov 22, 12:58
Aberdeen International Max Drawdown (5Y): 96.47% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 96.47% |
| August 31, 2024 | 96.47% |
| July 31, 2024 | 96.47% |
| June 30, 2024 | 96.47% |
| May 31, 2024 | 96.47% |
| April 30, 2024 | 96.47% |
| March 31, 2024 | 96.47% |
| February 29, 2024 | 96.47% |
| January 31, 2024 | 95.29% |
| December 31, 2023 | 95.29% |
| November 30, 2023 | 95.29% |
| October 31, 2023 | 94.12% |
| September 30, 2023 | 94.12% |
| August 31, 2023 | 94.12% |
| July 31, 2023 | 92.94% |
| June 30, 2023 | 92.68% |
| May 31, 2023 | 92.68% |
| April 30, 2023 | 92.68% |
| March 31, 2023 | 92.68% |
| February 28, 2023 | 92.68% |
| January 31, 2023 | 92.68% |
| December 31, 2022 | 92.68% |
| November 30, 2022 | 92.68% |
| October 31, 2022 | 92.68% |
| September 30, 2022 | 92.68% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.68% |
| July 31, 2022 | 92.68% |
| June 30, 2022 | 92.68% |
| May 31, 2022 | 92.68% |
| April 30, 2022 | 92.68% |
| March 31, 2022 | 92.68% |
| February 28, 2022 | 92.68% |
| January 31, 2022 | 92.68% |
| December 31, 2021 | 92.68% |
| November 30, 2021 | 92.68% |
| October 31, 2021 | 92.68% |
| September 30, 2021 | 92.68% |
| August 31, 2021 | 92.68% |
| July 31, 2021 | 92.68% |
| June 30, 2021 | 92.68% |
| May 31, 2021 | 92.68% |
| April 30, 2021 | 92.68% |
| March 31, 2021 | 92.68% |
| February 28, 2021 | 92.68% |
| January 31, 2021 | 92.68% |
| December 31, 2020 | 92.68% |
| November 30, 2020 | 92.68% |
| October 31, 2020 | 92.68% |
| September 30, 2020 | 92.68% |
| August 31, 2020 | 92.68% |
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
88.45%
Minimum
Nov 2019
96.47%
Maximum
Feb 2024
93.12%
Average
92.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.29 |
| Beta (5Y) | 1.849 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 136.7% |
| Historical Sharpe Ratio (5Y) | -0.0362 |
| Historical Sortino (5Y) | -0.12 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |