Precinct Properties NZ Ltd & Precinct Properties Investments Ltd (Unit) (AOTUF)
0.725
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Precinct Properties NZ Ltd & Precinct Properties Investments Max Drawdown (5Y): 43.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.61% |
| March 31, 2024 | 43.61% |
| February 29, 2024 | 43.61% |
| January 31, 2024 | 43.61% |
| December 31, 2023 | 43.61% |
| November 30, 2023 | 43.61% |
| October 31, 2023 | 43.61% |
| September 30, 2023 | 43.61% |
| August 31, 2023 | 43.61% |
| July 31, 2023 | 43.61% |
| June 30, 2023 | 43.61% |
| May 31, 2023 | 43.61% |
| April 30, 2023 | 43.61% |
| March 31, 2023 | 43.61% |
| February 28, 2023 | 43.61% |
| January 31, 2023 | 43.61% |
| December 31, 2022 | 43.61% |
| November 30, 2022 | 43.61% |
| October 31, 2022 | 43.61% |
| September 30, 2022 | 27.11% |
| August 31, 2022 | 27.11% |
| July 31, 2022 | 27.11% |
| June 30, 2022 | 22.46% |
| May 31, 2022 | 22.46% |
| April 30, 2022 | 12.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 12.50% |
| February 28, 2022 | 12.50% |
| January 31, 2022 | 22.36% |
| December 31, 2021 | 22.36% |
| November 30, 2021 | 22.36% |
| October 31, 2021 | 22.36% |
| September 30, 2021 | 22.36% |
| August 31, 2021 | 22.36% |
| July 31, 2021 | 22.36% |
| June 30, 2021 | 22.36% |
| May 31, 2021 | 22.36% |
| April 30, 2021 | 22.36% |
| March 31, 2021 | 22.36% |
| February 28, 2021 | 22.36% |
| January 31, 2021 | 22.36% |
| December 31, 2020 | 22.36% |
| November 30, 2020 | 22.36% |
| October 31, 2020 | 22.36% |
| September 30, 2020 | 22.36% |
| August 31, 2020 | 22.36% |
| July 31, 2020 | 28.57% |
| June 30, 2020 | 28.57% |
| May 31, 2020 | 28.64% |
| April 30, 2020 | 28.64% |
| March 31, 2020 | 28.64% |
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
12.50%
Minimum
Feb 2022
43.61%
Maximum
Oct 2022
30.40%
Average
28.64%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.271 |
| Beta (5Y) | -0.0004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.03% |
| Historical Sharpe Ratio (5Y) | -0.2611 |
| Historical Sortino (5Y) | -0.3265 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.01% |