Anglogold Ashanti PLC (AU)
27.29
-0.51
(-1.83%)
USD |
NYSE |
Nov 01, 16:00
27.28
-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 | 66.34% |
| June 30, 2023 | 66.34% |
| 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 | 67.89% |
| October 31, 2022 | 67.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.08% |
| August 31, 2022 | 68.74% |
| July 31, 2022 | 69.98% |
| June 30, 2022 | 70.56% |
| May 31, 2022 | 74.04% |
| April 30, 2022 | 74.04% |
| March 31, 2022 | 74.04% |
| February 28, 2022 | 74.04% |
| January 31, 2022 | 74.04% |
| December 31, 2021 | 74.04% |
| November 30, 2021 | 74.04% |
| October 31, 2021 | 74.04% |
| September 30, 2021 | 77.87% |
| August 31, 2021 | 77.87% |
| July 31, 2021 | 77.87% |
| June 30, 2021 | 77.87% |
| May 31, 2021 | 77.87% |
| April 30, 2021 | 77.87% |
| March 31, 2021 | 77.87% |
| February 28, 2021 | 77.87% |
| January 31, 2021 | 77.87% |
| December 31, 2020 | 77.87% |
| November 30, 2020 | 82.80% |
| October 31, 2020 | 85.41% |
| September 30, 2020 | 87.24% |
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
Jun 2023
88.69%
Maximum
Nov 2019
74.30%
Average
74.04%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Core Molding Technologies Inc | 96.20% |
| Green Plains Inc | 86.50% |
| Newmont Corp | 62.43% |
| Universal Stainless & Alloy Products Inc | 82.45% |
| Avient Corp | 76.84% |
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% |