Absa Group Ltd (AGRPY)
19.17
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Absa Group Max Drawdown (5Y): 76.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 76.67% |
September 30, 2024 | 76.67% |
August 31, 2024 | 76.67% |
July 31, 2024 | 76.67% |
June 30, 2024 | 76.67% |
May 31, 2024 | 76.67% |
April 30, 2024 | 76.67% |
March 31, 2024 | 76.67% |
February 29, 2024 | 76.67% |
January 31, 2024 | 76.67% |
December 31, 2023 | 76.67% |
November 30, 2023 | 76.67% |
October 31, 2023 | 76.67% |
September 30, 2023 | 76.67% |
August 31, 2023 | 76.67% |
July 31, 2023 | 76.67% |
June 30, 2023 | 76.67% |
May 31, 2023 | 76.67% |
April 30, 2023 | 76.67% |
March 31, 2023 | 76.67% |
February 28, 2023 | 76.67% |
January 31, 2023 | 76.67% |
December 31, 2022 | 76.67% |
November 30, 2022 | 76.67% |
October 31, 2022 | 76.67% |
Date | Value |
---|---|
September 30, 2022 | 76.67% |
August 31, 2022 | 76.67% |
July 31, 2022 | 76.67% |
June 30, 2022 | 76.67% |
May 31, 2022 | 76.67% |
April 30, 2022 | 76.67% |
March 31, 2022 | 76.67% |
February 28, 2022 | 76.67% |
January 31, 2022 | 76.67% |
December 31, 2021 | 76.67% |
November 30, 2021 | 76.67% |
October 31, 2021 | 76.67% |
September 30, 2021 | 76.67% |
August 31, 2021 | 76.67% |
July 31, 2021 | 76.67% |
June 30, 2021 | 76.67% |
May 31, 2021 | 76.67% |
April 30, 2021 | 76.67% |
March 31, 2021 | 76.67% |
February 28, 2021 | 76.67% |
January 31, 2021 | 76.67% |
December 31, 2020 | 76.67% |
November 30, 2020 | 76.67% |
October 31, 2020 | 76.67% |
September 30, 2020 | 76.67% |
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
56.02%
Minimum
Nov 2019
76.67%
Maximum
Mar 2020
75.30%
Average
76.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Standard Bank Group Ltd | 73.20% |
Investec Ltd | 82.53% |
Nedbank Group Ltd | 82.84% |
Capitec Bank Holdings Ltd | 59.59% |
Remgro Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.23 |
Beta (5Y) | 1.282 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.58% |
Historical Sharpe Ratio (5Y) | 0.0531 |
Historical Sortino (5Y) | 0.0734 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.04% |