Anglo American PLC (AAUKF)

32.32 -0.08 (-0.25%) USD  |  OTCM  |  Dec 16, 09:30
More

Anglo American Max Drawdown (5Y): 58.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for AAUKF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Rio Tinto PLC 37.48%
BHP Group Ltd 43.85%
Glencore PLC 75.73%
Antofagasta PLC 54.22%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.222
Beta (5Y) 0.9137
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.97%
Historical Sharpe Ratio (5Y) 0.133
Historical Sortino (5Y) 0.2002
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.04%