Austal Ltd (AUTLF)
3.12
-0.13
(-4.00%)
USD |
OTCM |
Apr 25, 16:00
Austal Max Drawdown (5Y): 62.20% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| Brambles Ltd | 29.85% |
| GWA Group Ltd | 50.66% |
| Atlas Arteria Ltd | 52.76% |
| NOVONIX Ltd | -- |
| Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.644 |
| Beta (5Y) | 1.105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.29% |
| Historical Sharpe Ratio (5Y) | 0.2371 |
| Historical Sortino (5Y) | 0.4614 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |