Antofagasta PLC (ANFGF)
27.19
-0.86
(-3.07%)
USD |
OTCM |
May 02, 10:59
Antofagasta Max Drawdown (5Y): 54.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.22% |
| March 31, 2024 | 54.22% |
| February 29, 2024 | 54.22% |
| January 31, 2024 | 54.22% |
| December 31, 2023 | 54.22% |
| November 30, 2023 | 54.22% |
| October 31, 2023 | 54.22% |
| September 30, 2023 | 54.22% |
| August 31, 2023 | 54.22% |
| July 31, 2023 | 54.22% |
| June 30, 2023 | 54.22% |
| May 31, 2023 | 54.22% |
| April 30, 2023 | 54.22% |
| March 31, 2023 | 54.22% |
| February 28, 2023 | 54.22% |
| January 31, 2023 | 54.22% |
| December 31, 2022 | 54.22% |
| November 30, 2022 | 54.22% |
| October 31, 2022 | 54.22% |
| September 30, 2022 | 54.22% |
| August 31, 2022 | 53.67% |
| July 31, 2022 | 53.67% |
| June 30, 2022 | 50.54% |
| May 31, 2022 | 50.54% |
| April 30, 2022 | 50.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.54% |
| February 28, 2022 | 50.54% |
| January 31, 2022 | 50.54% |
| December 31, 2021 | 52.43% |
| November 30, 2021 | 52.43% |
| October 31, 2021 | 57.08% |
| September 30, 2021 | 57.45% |
| August 31, 2021 | 64.93% |
| July 31, 2021 | 67.08% |
| June 30, 2021 | 67.08% |
| May 31, 2021 | 67.08% |
| April 30, 2021 | 68.06% |
| March 31, 2021 | 69.98% |
| February 28, 2021 | 69.98% |
| January 31, 2021 | 69.98% |
| December 31, 2020 | 69.98% |
| November 30, 2020 | 73.39% |
| October 31, 2020 | 73.49% |
| September 30, 2020 | 73.49% |
| August 31, 2020 | 73.49% |
| July 31, 2020 | 73.49% |
| June 30, 2020 | 73.49% |
| May 31, 2020 | 73.49% |
| April 30, 2020 | 73.49% |
| March 31, 2020 | 73.49% |
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
50.54%
Minimum
Jan 2022
73.49%
Maximum
May 2019
62.08%
Average
55.65%
Median
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) | 6.268 |
| Beta (5Y) | 1.284 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.05% |
| Historical Sharpe Ratio (5Y) | 0.4779 |
| Historical Sortino (5Y) | 0.8653 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.38% |