Ambrian PLC (AMNZF)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Ambrian Max Drawdown (5Y): 99.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.96% |
March 31, 2024 | 99.96% |
February 29, 2024 | 99.96% |
January 31, 2024 | 99.96% |
December 31, 2023 | 99.96% |
November 30, 2023 | 99.96% |
October 31, 2023 | 99.96% |
September 30, 2023 | 99.96% |
August 31, 2023 | 99.96% |
July 31, 2023 | 99.96% |
June 30, 2023 | 99.96% |
May 31, 2023 | 99.96% |
April 30, 2023 | 99.96% |
March 31, 2023 | 99.96% |
February 28, 2023 | 99.96% |
January 31, 2023 | 99.96% |
December 31, 2022 | 99.95% |
November 30, 2022 | 99.95% |
October 31, 2022 | 99.95% |
September 30, 2022 | 99.95% |
August 31, 2022 | 99.95% |
July 31, 2022 | 99.95% |
June 30, 2022 | 99.95% |
May 31, 2022 | 99.95% |
April 30, 2022 | 99.95% |
Date | Value |
---|---|
March 31, 2022 | 99.95% |
February 28, 2022 | 99.95% |
January 31, 2022 | 99.95% |
December 31, 2021 | 99.95% |
November 30, 2021 | 99.95% |
October 31, 2021 | 99.95% |
September 30, 2021 | 99.95% |
August 31, 2021 | 99.95% |
July 31, 2021 | 99.95% |
June 30, 2021 | 99.95% |
May 31, 2021 | 99.95% |
April 30, 2021 | 99.95% |
March 31, 2021 | 99.95% |
February 28, 2021 | 99.95% |
January 31, 2021 | 99.95% |
December 31, 2020 | 99.95% |
November 30, 2020 | 99.95% |
October 31, 2020 | 99.95% |
September 30, 2020 | 99.95% |
August 31, 2020 | 99.95% |
July 31, 2020 | 99.95% |
June 30, 2020 | 99.95% |
May 31, 2020 | 99.95% |
April 30, 2020 | 99.95% |
March 31, 2020 | 99.95% |
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
99.95%
Minimum
May 2019
99.96%
Maximum
Jan 2023
99.96%
Average
99.95%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
LyondellBasell Industries NV | 68.15% |
Ferroglobe PLC | 98.07% |
Eden Research PLC | -- |
Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 78.66 |
Beta (5Y) | -5.908 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.72K% |
Historical Sharpe Ratio (5Y) | 0.0022 |
Historical Sortino (5Y) | 0.1821 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 59.09% |