Anglogold Ashanti PLC (AU)

23.69 +0.03 (+0.13%) USD  |  NYSE  |  Dec 24, 16:00
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Anglogold Ashanti Max Drawdown (5Y): 66.34% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Universal Stainless & Alloy Products Inc 82.45%
Core Molding Technologies Inc 96.21%
Vista Gold Corp 81.58%
Gold Resource Corp 97.76%
Ivanhoe Electric Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.745
Beta (5Y) 0.9439
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 53.30%
Historical Sharpe Ratio (5Y) 0.0912
Historical Sortino (5Y) 0.2173
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.66%