The a2 Milk Co Ltd (ACOPF)
3.752
+0.05
(+1.41%)
USD |
OTCM |
Apr 24, 16:00
a2 Milk Max Drawdown (5Y): 83.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 45.35% |
June 30, 2020 | 47.85% |
May 31, 2020 | 48.26% |
April 30, 2020 | 48.26% |
March 31, 2020 | 58.02% |
February 29, 2020 | 58.02% |
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
67.77%
Average
72.84%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Sanford Ltd | 47.54% |
Comvita Ltd | 82.18% |
Zoono Group Ltd | -- |
New Zealand King Salmon Investments Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.31 |
Beta (5Y) | 0.6219 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.99% |
Historical Sharpe Ratio (5Y) | -0.4438 |
Historical Sortino (5Y) | -0.8211 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.00% |