Ansell Ltd (ANSLY)
67.68
0.00 (0.00%)
USD |
OTCM |
Jun 25, 16:00
Ansell Max Drawdown (5Y): 56.23% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 56.23% |
| April 30, 2024 | 56.23% |
| March 31, 2024 | 56.23% |
| February 29, 2024 | 56.23% |
| January 31, 2024 | 56.23% |
| December 31, 2023 | 56.23% |
| November 30, 2023 | 56.23% |
| October 31, 2023 | 56.23% |
| September 30, 2023 | 54.38% |
| August 31, 2023 | 53.55% |
| July 31, 2023 | 53.55% |
| June 30, 2023 | 53.55% |
| May 31, 2023 | 53.55% |
| April 30, 2023 | 53.55% |
| March 31, 2023 | 53.55% |
| February 28, 2023 | 53.55% |
| January 31, 2023 | 53.55% |
| December 31, 2022 | 53.55% |
| November 30, 2022 | 53.55% |
| October 31, 2022 | 53.55% |
| September 30, 2022 | 53.55% |
| August 31, 2022 | 53.55% |
| July 31, 2022 | 53.55% |
| June 30, 2022 | 53.55% |
| May 31, 2022 | 45.65% |
| Date | Value |
|---|---|
| April 30, 2022 | 45.65% |
| March 31, 2022 | 45.65% |
| February 28, 2022 | 45.65% |
| January 31, 2022 | 45.65% |
| December 31, 2021 | 45.65% |
| November 30, 2021 | 45.65% |
| October 31, 2021 | 45.65% |
| September 30, 2021 | 45.65% |
| August 31, 2021 | 45.65% |
| July 31, 2021 | 45.65% |
| June 30, 2021 | 45.65% |
| May 31, 2021 | 45.65% |
| April 30, 2021 | 45.65% |
| March 31, 2021 | 45.65% |
| February 28, 2021 | 45.65% |
| January 31, 2021 | 45.65% |
| December 31, 2020 | 45.65% |
| November 30, 2020 | 51.92% |
| October 31, 2020 | 51.92% |
| September 30, 2020 | 51.92% |
| August 31, 2020 | 51.92% |
| July 31, 2020 | 51.92% |
| June 30, 2020 | 51.92% |
| May 31, 2020 | 51.92% |
| April 30, 2020 | 51.92% |
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
45.65%
Minimum
Dec 2020
56.23%
Maximum
Oct 2023
51.06%
Average
51.92%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Alterity Therapeutics Ltd | 95.96% |
| Kazia Therapeutics Ltd | 98.63% |
| Immutep Ltd | 93.55% |
| Opthea Ltd | 92.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.74 |
| Beta (5Y) | 0.9631 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.98% |
| Historical Sharpe Ratio (5Y) | -0.0468 |
| Historical Sortino (5Y) | -0.0701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.32% |