Commonwealth Bank of Australia (CBAUF)
73.75
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Commonwealth Bank of Australia Max Drawdown (5Y): 47.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.43% |
March 31, 2024 | 47.43% |
February 29, 2024 | 47.43% |
January 31, 2024 | 47.43% |
December 31, 2023 | 47.43% |
November 30, 2023 | 47.43% |
October 31, 2023 | 47.43% |
September 30, 2023 | 47.43% |
August 31, 2023 | 47.43% |
July 31, 2023 | 47.43% |
June 30, 2023 | 47.43% |
May 31, 2023 | 47.43% |
April 30, 2023 | 47.43% |
March 31, 2023 | 47.43% |
February 28, 2023 | 47.43% |
January 31, 2023 | 47.43% |
December 31, 2022 | 47.43% |
November 30, 2022 | 47.43% |
October 31, 2022 | 47.43% |
September 30, 2022 | 47.43% |
August 31, 2022 | 47.43% |
July 31, 2022 | 47.43% |
June 30, 2022 | 47.43% |
May 31, 2022 | 47.43% |
April 30, 2022 | 47.43% |
Date | Value |
---|---|
March 31, 2022 | 47.43% |
February 28, 2022 | 47.43% |
January 31, 2022 | 47.43% |
December 31, 2021 | 47.43% |
November 30, 2021 | 47.43% |
October 31, 2021 | 47.43% |
September 30, 2021 | 47.43% |
August 31, 2021 | 47.43% |
July 31, 2021 | 47.43% |
June 30, 2021 | 47.43% |
May 31, 2021 | 47.43% |
April 30, 2021 | 47.43% |
March 31, 2021 | 47.43% |
February 28, 2021 | 47.43% |
January 31, 2021 | 47.43% |
December 31, 2020 | 47.43% |
November 30, 2020 | 47.43% |
October 31, 2020 | 47.43% |
September 30, 2020 | 47.43% |
August 31, 2020 | 47.43% |
July 31, 2020 | 47.43% |
June 30, 2020 | 47.43% |
May 31, 2020 | 47.43% |
April 30, 2020 | 47.43% |
March 31, 2020 | 47.43% |
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
36.83%
Minimum
May 2019
47.43%
Maximum
Mar 2020
45.66%
Average
47.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Macquarie Group Ltd | 59.28% |
SIPP International Industries Inc | 99.80% |
Computershare Ltd | 64.60% |
Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.451 |
Beta (5Y) | 0.8735 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.74% |
Historical Sharpe Ratio (5Y) | 0.2882 |
Historical Sortino (5Y) | 0.3731 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.28% |