AGL Energy Ltd (AGLXY)

7.276 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
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AGL Energy Max Drawdown (5Y): 77.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Origin Energy Ltd 76.21%
Renu Energy Ltd 98.38%
Carnegie Clean Energy Ltd 99.89%
Energy World Corp Ltd 99.64%
Frontier Energy Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -17.12
Beta (5Y) 0.6355
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.85%
Historical Sharpe Ratio (5Y) -0.2342
Historical Sortino (5Y) -0.4272
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.79%