Aristocrat Leisure Ltd (ARLUF)
26.72
+1.05
(+4.09%)
USD |
OTCM |
May 03, 16:00
Aristocrat Leisure Max Drawdown (5Y): 62.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.77% |
March 31, 2024 | 62.77% |
February 29, 2024 | 62.77% |
January 31, 2024 | 62.77% |
December 31, 2023 | 62.77% |
November 30, 2023 | 62.77% |
October 31, 2023 | 62.77% |
September 30, 2023 | 62.77% |
August 31, 2023 | 62.77% |
July 31, 2023 | 62.77% |
June 30, 2023 | 62.77% |
May 31, 2023 | 62.77% |
April 30, 2023 | 62.77% |
March 31, 2023 | 62.77% |
February 28, 2023 | 62.77% |
January 31, 2023 | 62.77% |
December 31, 2022 | 62.77% |
November 30, 2022 | 62.77% |
October 31, 2022 | 62.77% |
September 30, 2022 | 62.77% |
August 31, 2022 | 62.77% |
July 31, 2022 | 62.77% |
June 30, 2022 | 62.77% |
May 31, 2022 | 62.77% |
April 30, 2022 | 62.77% |
Date | Value |
---|---|
March 31, 2022 | 62.77% |
February 28, 2022 | 62.77% |
January 31, 2022 | 62.77% |
December 31, 2021 | 62.77% |
November 30, 2021 | 62.77% |
October 31, 2021 | 62.77% |
September 30, 2021 | 62.77% |
August 31, 2021 | 62.77% |
July 31, 2021 | 62.77% |
June 30, 2021 | 62.77% |
May 31, 2021 | 62.77% |
April 30, 2021 | 62.77% |
March 31, 2021 | 62.77% |
February 28, 2021 | 62.77% |
January 31, 2021 | 62.77% |
December 31, 2020 | 62.77% |
November 30, 2020 | 62.77% |
October 31, 2020 | 62.77% |
September 30, 2020 | 62.77% |
August 31, 2020 | 62.77% |
July 31, 2020 | 62.77% |
June 30, 2020 | 62.77% |
May 31, 2020 | 62.77% |
April 30, 2020 | 62.77% |
March 31, 2020 | 62.77% |
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
36.54%
Minimum
May 2019
62.77%
Maximum
Mar 2020
58.40%
Average
62.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Wesfarmers Ltd | 48.98% |
Tabcorp Holdings Ltd (DELISTED) | -- |
GWA Group Ltd | 50.66% |
Fitell Corp | -- |
Alta Global Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.475 |
Beta (5Y) | 1.192 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.92% |
Historical Sharpe Ratio (5Y) | 0.1895 |
Historical Sortino (5Y) | 0.2144 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.88% |