Australian Vintage Ltd (AUVGF)
0.2661
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Australian Vintage Max Drawdown (5Y): 58.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.50% |
| March 31, 2024 | 58.50% |
| February 29, 2024 | 58.50% |
| January 31, 2024 | 58.50% |
| December 31, 2023 | 58.50% |
| November 30, 2023 | 58.50% |
| October 31, 2023 | 54.12% |
| September 30, 2023 | 54.12% |
| August 31, 2023 | 54.12% |
| July 31, 2023 | 54.12% |
| June 30, 2023 | 54.12% |
| May 31, 2023 | 54.12% |
| April 30, 2023 | 54.12% |
| March 31, 2023 | 54.12% |
| February 28, 2023 | 54.12% |
| January 31, 2023 | 54.12% |
| December 31, 2022 | 54.12% |
| November 30, 2022 | 54.12% |
| October 31, 2022 | 54.12% |
| September 30, 2022 | 54.12% |
| August 31, 2022 | 54.12% |
| July 31, 2022 | 54.12% |
| June 30, 2022 | 54.12% |
| May 31, 2022 | 54.12% |
| April 30, 2022 | 54.12% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.12% |
| February 28, 2022 | 54.12% |
| January 31, 2022 | 54.12% |
| December 31, 2021 | 54.12% |
| November 30, 2021 | 54.12% |
| October 31, 2021 | 54.12% |
| September 30, 2021 | 54.12% |
| August 31, 2021 | 54.12% |
| July 31, 2021 | 54.12% |
| June 30, 2021 | 54.12% |
| May 31, 2021 | 54.12% |
| April 30, 2021 | 54.12% |
| March 31, 2021 | 54.12% |
| February 28, 2021 | 54.12% |
| January 31, 2021 | 54.12% |
| December 31, 2020 | 54.12% |
| November 30, 2020 | 54.12% |
| October 31, 2020 | 54.12% |
| September 30, 2020 | 54.12% |
| August 31, 2020 | 54.12% |
| July 31, 2020 | 54.41% |
| June 30, 2020 | 54.41% |
| May 31, 2020 | 54.41% |
| April 30, 2020 | 54.41% |
| March 31, 2020 | 54.41% |
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
54.12%
Minimum
Aug 2020
58.50%
Maximum
Nov 2023
54.63%
Average
54.12%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.514 |
| Beta (5Y) | -0.205 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.78% |
| Historical Sharpe Ratio (5Y) | -0.2893 |
| Historical Sortino (5Y) | -0.3627 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.95% |