ARN Media Ltd (ARNMF)
2.976
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
ARN Media Max Drawdown (5Y): 67.27% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 67.27% |
April 30, 2024 | 67.27% |
March 31, 2024 | 67.27% |
February 29, 2024 | 67.27% |
January 31, 2024 | 67.27% |
December 31, 2023 | 67.27% |
November 30, 2023 | 67.27% |
October 31, 2023 | 67.27% |
September 30, 2023 | 67.27% |
August 31, 2023 | 67.27% |
July 31, 2023 | 67.27% |
June 30, 2023 | 67.27% |
May 31, 2023 | 67.27% |
April 30, 2023 | 67.27% |
March 31, 2023 | 67.27% |
February 28, 2023 | 67.27% |
January 31, 2023 | 67.27% |
December 31, 2022 | 67.27% |
November 30, 2022 | 67.27% |
October 31, 2022 | 67.27% |
September 30, 2022 | 67.27% |
August 31, 2022 | 67.27% |
July 31, 2022 | 67.27% |
June 30, 2022 | 67.27% |
May 31, 2022 | 67.27% |
Date | Value |
---|---|
April 30, 2022 | 67.27% |
March 31, 2022 | 67.27% |
February 28, 2022 | 67.27% |
January 31, 2022 | 67.27% |
December 31, 2021 | 67.61% |
November 30, 2021 | 67.61% |
October 31, 2021 | 67.61% |
September 30, 2021 | 67.61% |
August 31, 2021 | 67.61% |
July 31, 2021 | 67.61% |
June 30, 2021 | 67.61% |
May 31, 2021 | 67.61% |
April 30, 2021 | 67.61% |
March 31, 2021 | 67.61% |
February 28, 2021 | 67.61% |
January 31, 2021 | 67.61% |
December 31, 2020 | 67.61% |
November 30, 2020 | 67.61% |
October 31, 2020 | 67.61% |
September 30, 2020 | 67.61% |
August 31, 2020 | 67.61% |
July 31, 2020 | 67.61% |
June 30, 2020 | 67.61% |
May 31, 2020 | 67.61% |
April 30, 2020 | 67.61% |
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
67.27%
Minimum
Jan 2022
67.61%
Maximum
Jun 2019
67.45%
Average
67.61%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Telstra Group Ltd | 51.29% |
TPG Telecom Ltd | -- |
5G Networks Ltd | -- |
Locafy Ltd | -- |
Tuas Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.971 |
Beta (5Y) | 0.0019 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.35% |
Historical Sharpe Ratio (5Y) | -5.581 |
Historical Sortino (5Y) | -1.033M |