Anglo American PLC (AAUKF)
33.62
-1.32
(-3.79%)
USD |
OTCM |
May 03, 16:00
Anglo American Max Drawdown (5Y): 58.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.94% |
| March 31, 2024 | 58.94% |
| February 29, 2024 | 58.94% |
| January 31, 2024 | 58.94% |
| December 31, 2023 | 58.94% |
| November 30, 2023 | 56.26% |
| October 31, 2023 | 56.26% |
| September 30, 2023 | 56.26% |
| August 31, 2023 | 56.26% |
| July 31, 2023 | 56.26% |
| June 30, 2023 | 56.26% |
| May 31, 2023 | 56.26% |
| April 30, 2023 | 56.26% |
| March 31, 2023 | 56.26% |
| February 28, 2023 | 56.26% |
| January 31, 2023 | 56.26% |
| December 31, 2022 | 56.26% |
| November 30, 2022 | 56.26% |
| October 31, 2022 | 56.26% |
| September 30, 2022 | 56.26% |
| August 31, 2022 | 56.26% |
| July 31, 2022 | 56.26% |
| June 30, 2022 | 56.26% |
| May 31, 2022 | 56.26% |
| April 30, 2022 | 56.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.09% |
| February 28, 2022 | 58.09% |
| January 31, 2022 | 58.09% |
| December 31, 2021 | 58.09% |
| November 30, 2021 | 58.09% |
| October 31, 2021 | 60.35% |
| September 30, 2021 | 62.52% |
| August 31, 2021 | 65.84% |
| July 31, 2021 | 68.94% |
| June 30, 2021 | 73.18% |
| May 31, 2021 | 73.95% |
| April 30, 2021 | 75.03% |
| March 31, 2021 | 78.86% |
| February 28, 2021 | 80.85% |
| January 31, 2021 | 82.95% |
| December 31, 2020 | 83.70% |
| November 30, 2020 | 92.04% |
| October 31, 2020 | 93.24% |
| September 30, 2020 | 93.24% |
| August 31, 2020 | 93.24% |
| July 31, 2020 | 93.24% |
| June 30, 2020 | 93.24% |
| May 31, 2020 | 93.24% |
| April 30, 2020 | 93.24% |
| March 31, 2020 | 93.24% |
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
56.26%
Minimum
Apr 2022
93.24%
Maximum
May 2019
71.45%
Average
59.64%
Median
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| BHP Group Ltd | 43.85% |
| Glencore PLC | 75.73% |
| Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.128 |
| Beta (5Y) | 1.035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.91% |
| Historical Sharpe Ratio (5Y) | 0.2094 |
| Historical Sortino (5Y) | 0.3025 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.70% |