Ansell Ltd (ANSLF)
15.05
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Ansell Max Drawdown (5Y): 57.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 57.44% |
| March 31, 2024 | 57.44% |
| February 29, 2024 | 57.44% |
| January 31, 2024 | 57.44% |
| December 31, 2023 | 57.44% |
| November 30, 2023 | 57.44% |
| October 31, 2023 | 56.50% |
| September 30, 2023 | 54.58% |
| August 31, 2023 | 53.71% |
| July 31, 2023 | 49.37% |
| June 30, 2023 | 49.37% |
| May 31, 2023 | 49.37% |
| April 30, 2023 | 49.37% |
| March 31, 2023 | 49.37% |
| February 28, 2023 | 49.37% |
| January 31, 2023 | 49.37% |
| December 31, 2022 | 49.37% |
| November 30, 2022 | 49.37% |
| October 31, 2022 | 49.37% |
| September 30, 2022 | 49.37% |
| August 31, 2022 | 45.58% |
| July 31, 2022 | 45.58% |
| June 30, 2022 | 45.58% |
| May 31, 2022 | 44.21% |
| April 30, 2022 | 44.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.21% |
| February 28, 2022 | 44.21% |
| January 31, 2022 | 38.46% |
| December 31, 2021 | 38.46% |
| November 30, 2021 | 38.46% |
| October 31, 2021 | 38.46% |
| September 30, 2021 | 38.46% |
| August 31, 2021 | 38.46% |
| July 31, 2021 | 38.46% |
| June 30, 2021 | 38.46% |
| May 31, 2021 | 38.46% |
| April 30, 2021 | 38.46% |
| March 31, 2021 | 40.54% |
| February 28, 2021 | 40.54% |
| January 31, 2021 | 40.54% |
| December 31, 2020 | 42.05% |
| November 30, 2020 | 52.96% |
| October 31, 2020 | 52.96% |
| September 30, 2020 | 52.96% |
| August 31, 2020 | 52.96% |
| July 31, 2020 | 52.96% |
| June 30, 2020 | 52.96% |
| May 31, 2020 | 52.96% |
| April 30, 2020 | 52.96% |
| March 31, 2020 | 52.96% |
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
38.46%
Minimum
Apr 2021
57.44%
Maximum
Nov 2023
48.68%
Average
49.37%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 95.96% |
| Kazia Therapeutics Ltd | 98.63% |
| Immutep Ltd | 93.55% |
| Opthea Ltd | 92.46% |
| Mesoblast Ltd | 95.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.479 |
| Beta (5Y) | 0.5285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.33% |
| Historical Sharpe Ratio (5Y) | -0.0777 |
| Historical Sortino (5Y) | -0.1104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.60% |