Anglogold Ashanti PLC (AU)
25.95
+0.75
(+2.98%)
USD |
NYSE |
Nov 22, 16:00
25.96
+0.01
(+0.04%)
After-Hours: 20:00
Anglogold Ashanti Max Drawdown (5Y): 66.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 66.34% |
September 30, 2024 | 66.34% |
August 31, 2024 | 66.34% |
July 31, 2024 | 66.34% |
June 30, 2024 | 66.34% |
May 31, 2024 | 66.34% |
April 30, 2024 | 66.34% |
March 31, 2024 | 66.34% |
February 29, 2024 | 66.34% |
January 31, 2024 | 66.34% |
December 31, 2023 | 66.34% |
November 30, 2023 | 66.34% |
October 31, 2023 | 66.34% |
September 30, 2023 | 66.34% |
August 31, 2023 | 66.34% |
July 31, 2023 | 67.89% |
June 30, 2023 | 67.89% |
May 31, 2023 | 67.89% |
April 30, 2023 | 67.89% |
March 31, 2023 | 67.89% |
February 28, 2023 | 67.89% |
January 31, 2023 | 67.89% |
December 31, 2022 | 67.89% |
November 30, 2022 | 70.95% |
October 31, 2022 | 73.17% |
Date | Value |
---|---|
September 30, 2022 | 73.17% |
August 31, 2022 | 74.30% |
July 31, 2022 | 75.42% |
June 30, 2022 | 75.42% |
May 31, 2022 | 75.42% |
April 30, 2022 | 75.42% |
March 31, 2022 | 75.42% |
February 28, 2022 | 75.42% |
January 31, 2022 | 75.42% |
December 31, 2021 | 75.98% |
November 30, 2021 | 79.41% |
October 31, 2021 | 79.41% |
September 30, 2021 | 79.41% |
August 31, 2021 | 79.41% |
July 31, 2021 | 79.41% |
June 30, 2021 | 79.41% |
May 31, 2021 | 79.41% |
April 30, 2021 | 79.41% |
March 31, 2021 | 79.41% |
February 28, 2021 | 79.41% |
January 31, 2021 | 82.80% |
December 31, 2020 | 85.41% |
November 30, 2020 | 87.24% |
October 31, 2020 | 87.52% |
September 30, 2020 | 87.52% |
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
66.34%
Minimum
Aug 2023
88.69%
Maximum
Nov 2019
75.73%
Average
75.42%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Newmont Corp | 62.43% |
Universal Stainless & Alloy Products Inc | 82.45% |
United States Steel Corp | 89.14% |
Core Molding Technologies Inc | 96.21% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.388 |
Beta (5Y) | 0.9645 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.10% |
Historical Sharpe Ratio (5Y) | 0.0765 |
Historical Sortino (5Y) | 0.1816 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.42% |