The a2 Milk Co Ltd (ACOPF)
3.79
-0.09
(-2.32%)
USD |
OTCM |
Nov 04, 16:00
a2 Milk Max Drawdown (5Y): 83.30% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 83.30% |
| August 31, 2024 | 83.30% |
| July 31, 2024 | 83.30% |
| June 30, 2024 | 83.30% |
| May 31, 2024 | 83.30% |
| April 30, 2024 | 83.30% |
| March 31, 2024 | 83.30% |
| February 29, 2024 | 83.30% |
| January 31, 2024 | 83.30% |
| December 31, 2023 | 83.30% |
| November 30, 2023 | 83.30% |
| October 31, 2023 | 83.24% |
| September 30, 2023 | 81.60% |
| August 31, 2023 | 80.76% |
| July 31, 2023 | 80.41% |
| June 30, 2023 | 80.41% |
| May 31, 2023 | 80.41% |
| April 30, 2023 | 80.41% |
| March 31, 2023 | 80.41% |
| February 28, 2023 | 80.41% |
| January 31, 2023 | 80.41% |
| December 31, 2022 | 80.41% |
| November 30, 2022 | 80.41% |
| October 31, 2022 | 80.41% |
| September 30, 2022 | 80.41% |
| Date | Value |
|---|---|
| August 31, 2022 | 80.41% |
| July 31, 2022 | 80.41% |
| June 30, 2022 | 80.41% |
| May 31, 2022 | 80.41% |
| April 30, 2022 | 78.46% |
| March 31, 2022 | 75.18% |
| February 28, 2022 | 75.18% |
| January 31, 2022 | 75.18% |
| December 31, 2021 | 72.84% |
| November 30, 2021 | 72.84% |
| October 31, 2021 | 72.84% |
| September 30, 2021 | 72.84% |
| August 31, 2021 | 71.64% |
| July 31, 2021 | 71.64% |
| June 30, 2021 | 71.64% |
| May 31, 2021 | 71.64% |
| April 30, 2021 | 61.74% |
| March 31, 2021 | 57.36% |
| February 28, 2021 | 49.93% |
| January 31, 2021 | 44.48% |
| December 31, 2020 | 43.74% |
| November 30, 2020 | 43.16% |
| October 31, 2020 | 43.16% |
| September 30, 2020 | 43.16% |
| August 31, 2020 | 43.16% |
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
43.16%
Minimum
Aug 2020
83.30%
Maximum
Nov 2023
70.50%
Average
78.46%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Comvita Ltd | 82.18% |
| Synlait Milk Ltd | -- |
| Zoono Group Ltd | -- |
| Sanford Ltd | -- |
| New Zealand Coastal Seafoods Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.77 |
| Beta (5Y) | 0.5922 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.95% |
| Historical Sharpe Ratio (5Y) | -0.4073 |
| Historical Sortino (5Y) | -0.736 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.80% |