ASX Ltd (ASXFY)
42.68
+0.18
(+0.42%)
USD |
OTCM |
Nov 14, 10:53
ASX Max Drawdown (5Y): 46.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.83% |
| September 30, 2024 | 46.83% |
| August 31, 2024 | 46.83% |
| July 31, 2024 | 46.83% |
| June 30, 2024 | 46.83% |
| May 31, 2024 | 46.83% |
| April 30, 2024 | 46.83% |
| March 31, 2024 | 46.83% |
| February 29, 2024 | 46.83% |
| January 31, 2024 | 46.83% |
| December 31, 2023 | 46.83% |
| November 30, 2023 | 46.83% |
| October 31, 2023 | 46.83% |
| September 30, 2023 | 46.38% |
| August 31, 2023 | 44.65% |
| July 31, 2023 | 39.29% |
| June 30, 2023 | 38.77% |
| May 31, 2023 | 38.24% |
| April 30, 2023 | 38.24% |
| March 31, 2023 | 38.24% |
| February 28, 2023 | 38.24% |
| January 31, 2023 | 38.24% |
| December 31, 2022 | 38.24% |
| November 30, 2022 | 38.24% |
| October 31, 2022 | 38.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.23% |
| August 31, 2022 | 31.85% |
| July 31, 2022 | 31.85% |
| June 30, 2022 | 31.85% |
| May 31, 2022 | 31.85% |
| April 30, 2022 | 31.85% |
| March 31, 2022 | 31.85% |
| February 28, 2022 | 31.85% |
| January 31, 2022 | 31.85% |
| December 31, 2021 | 31.85% |
| November 30, 2021 | 31.85% |
| October 31, 2021 | 31.85% |
| September 30, 2021 | 31.85% |
| August 31, 2021 | 31.85% |
| July 31, 2021 | 31.85% |
| June 30, 2021 | 31.85% |
| May 31, 2021 | 31.85% |
| April 30, 2021 | 31.85% |
| March 31, 2021 | 31.85% |
| February 28, 2021 | 31.85% |
| January 31, 2021 | 31.85% |
| December 31, 2020 | 31.85% |
| November 30, 2020 | 31.85% |
| October 31, 2020 | 31.85% |
| September 30, 2020 | 31.85% |
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
27.58%
Minimum
Nov 2019
46.83%
Maximum
Oct 2023
36.38%
Average
31.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Macquarie Group Ltd | 59.28% |
| SIPP International Industries Inc | 99.80% |
| Computershare Ltd | 64.60% |
| China Dasheng Biotechnology Co | 99.89% |
| Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.47 |
| Beta (5Y) | 0.7451 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.35% |
| Historical Sharpe Ratio (5Y) | -0.1913 |
| Historical Sortino (5Y) | -0.296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.25% |