Auckland International Airport Ltd (ACKDF)
4.81
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Auckland International Airport Max Drawdown (5Y): 56.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.42% |
March 31, 2024 | 56.42% |
February 29, 2024 | 56.42% |
January 31, 2024 | 56.42% |
December 31, 2023 | 56.42% |
November 30, 2023 | 56.42% |
October 31, 2023 | 56.42% |
September 30, 2023 | 56.42% |
August 31, 2023 | 56.42% |
July 31, 2023 | 56.42% |
June 30, 2023 | 56.42% |
May 31, 2023 | 56.42% |
April 30, 2023 | 56.42% |
March 31, 2023 | 56.42% |
February 28, 2023 | 56.42% |
January 31, 2023 | 56.42% |
December 31, 2022 | 56.42% |
November 30, 2022 | 56.42% |
October 31, 2022 | 56.42% |
September 30, 2022 | 56.42% |
August 31, 2022 | 56.42% |
July 31, 2022 | 56.42% |
June 30, 2022 | 56.42% |
May 31, 2022 | 56.42% |
April 30, 2022 | 56.42% |
Date | Value |
---|---|
March 31, 2022 | 56.42% |
February 28, 2022 | 56.42% |
January 31, 2022 | 56.42% |
December 31, 2021 | 56.42% |
November 30, 2021 | 56.42% |
October 31, 2021 | 56.42% |
September 30, 2021 | 56.42% |
August 31, 2021 | 56.42% |
July 31, 2021 | 56.42% |
June 30, 2021 | 56.42% |
May 31, 2021 | 56.42% |
April 30, 2021 | 56.42% |
March 31, 2021 | 56.42% |
February 28, 2021 | 56.42% |
January 31, 2021 | 56.42% |
December 31, 2020 | 56.42% |
November 30, 2020 | 56.42% |
October 31, 2020 | 56.42% |
September 30, 2020 | 56.42% |
August 31, 2020 | 56.42% |
July 31, 2020 | 56.42% |
June 30, 2020 | 56.42% |
May 31, 2020 | 56.42% |
April 30, 2020 | 56.42% |
March 31, 2020 | 56.42% |
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
20.49%
Minimum
Jan 2020
56.42%
Maximum
Mar 2020
50.73%
Average
56.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SSHT S&T Group Ltd | 97.63% |
Air New Zealand Ltd | 86.82% |
Scott Technology Ltd | -- |
Freightways Group Ltd | -- |
Mainfreight Ltd | 42.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.82 |
Beta (5Y) | 1.058 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.44% |
Historical Sharpe Ratio (5Y) | -0.1204 |
Historical Sortino (5Y) | -0.1498 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |