Ashmore Group PLC (AJMPF)
2.30
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Ashmore Group Max Drawdown (5Y): 71.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.44% |
March 31, 2024 | 71.44% |
February 29, 2024 | 71.44% |
January 31, 2024 | 71.44% |
December 31, 2023 | 71.44% |
November 30, 2023 | 71.44% |
October 31, 2023 | 71.44% |
September 30, 2023 | 71.44% |
August 31, 2023 | 71.44% |
July 31, 2023 | 71.44% |
June 30, 2023 | 71.44% |
May 31, 2023 | 71.44% |
April 30, 2023 | 71.44% |
March 31, 2023 | 71.44% |
February 28, 2023 | 71.44% |
January 31, 2023 | 71.44% |
December 31, 2022 | 71.44% |
November 30, 2022 | 71.44% |
October 31, 2022 | 71.44% |
September 30, 2022 | 68.60% |
August 31, 2022 | 66.61% |
July 31, 2022 | 66.61% |
June 30, 2022 | 61.35% |
May 31, 2022 | 61.35% |
April 30, 2022 | 60.22% |
Date | Value |
---|---|
March 31, 2022 | 58.09% |
February 28, 2022 | 55.03% |
January 31, 2022 | 55.03% |
December 31, 2021 | 55.03% |
November 30, 2021 | 55.03% |
October 31, 2021 | 55.03% |
September 30, 2021 | 55.03% |
August 31, 2021 | 55.03% |
July 31, 2021 | 55.03% |
June 30, 2021 | 55.03% |
May 31, 2021 | 55.03% |
April 30, 2021 | 55.03% |
March 31, 2021 | 55.03% |
February 28, 2021 | 55.03% |
January 31, 2021 | 55.03% |
December 31, 2020 | 55.03% |
November 30, 2020 | 55.03% |
October 31, 2020 | 55.03% |
September 30, 2020 | 55.03% |
August 31, 2020 | 55.03% |
July 31, 2020 | 55.03% |
June 30, 2020 | 55.03% |
May 31, 2020 | 55.03% |
April 30, 2020 | 55.03% |
March 31, 2020 | 55.03% |
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
54.63%
Minimum
May 2019
71.44%
Maximum
Oct 2022
61.12%
Average
55.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.43 |
Beta (5Y) | 0.6099 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.93% |
Historical Sharpe Ratio (5Y) | -0.3575 |
Historical Sortino (5Y) | -0.5075 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.31% |