AMG Critical Materials NV (AMVMF)
16.00
+0.04
(+0.25%)
USD |
OTCM |
Nov 22, 16:00
AMG Critical Materials Max Drawdown (5Y): 76.13% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 76.13% |
| August 31, 2024 | 76.13% |
| July 31, 2024 | 76.13% |
| June 30, 2024 | 76.13% |
| May 31, 2024 | 76.13% |
| April 30, 2024 | 76.13% |
| March 31, 2024 | 76.13% |
| February 29, 2024 | 76.13% |
| January 31, 2024 | 76.13% |
| December 31, 2023 | 76.13% |
| November 30, 2023 | 76.13% |
| October 31, 2023 | 76.13% |
| September 30, 2023 | 76.13% |
| August 31, 2023 | 76.13% |
| July 31, 2023 | 76.13% |
| June 30, 2023 | 76.13% |
| May 31, 2023 | 76.13% |
| April 30, 2023 | 76.13% |
| March 31, 2023 | 76.13% |
| February 28, 2023 | 76.13% |
| January 31, 2023 | 76.13% |
| December 31, 2022 | 76.13% |
| November 30, 2022 | 76.13% |
| October 31, 2022 | 76.13% |
| September 30, 2022 | 76.13% |
| Date | Value |
|---|---|
| August 31, 2022 | 76.13% |
| July 31, 2022 | 76.13% |
| June 30, 2022 | 76.13% |
| May 31, 2022 | 76.13% |
| April 30, 2022 | 76.13% |
| March 31, 2022 | 76.13% |
| February 28, 2022 | 76.13% |
| January 31, 2022 | 76.13% |
| December 31, 2021 | 76.13% |
| November 30, 2021 | 76.13% |
| October 31, 2021 | 76.13% |
| September 30, 2021 | 76.13% |
| August 31, 2021 | 76.13% |
| July 31, 2021 | 76.13% |
| June 30, 2021 | 76.13% |
| May 31, 2021 | 76.13% |
| April 30, 2021 | 76.13% |
| March 31, 2021 | 76.13% |
| February 28, 2021 | 76.13% |
| January 31, 2021 | 76.13% |
| December 31, 2020 | 76.13% |
| November 30, 2020 | 76.13% |
| October 31, 2020 | 76.13% |
| September 30, 2020 | 76.13% |
| August 31, 2020 | 76.13% |
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
67.30%
Minimum
Nov 2019
76.13%
Maximum
Apr 2020
75.53%
Average
76.13%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Corbion NV | 71.49% |
| Akzo Nobel NV | 57.67% |
| Avantium NV | -- |
| OCI NV | 72.43% |
| IMCD NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.61 |
| Beta (5Y) | 1.586 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.05% |
| Historical Sharpe Ratio (5Y) | -0.104 |
| Historical Sortino (5Y) | -0.1839 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.74% |