Clicks Group Ltd (CLCGY)
37.89
+0.26
(+0.69%)
USD |
OTCM |
Jun 25, 16:00
Clicks Group Max Drawdown (5Y): 44.49% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 44.49% |
April 30, 2024 | 44.49% |
March 31, 2024 | 44.49% |
February 29, 2024 | 44.49% |
January 31, 2024 | 44.49% |
December 31, 2023 | 44.49% |
November 30, 2023 | 44.49% |
October 31, 2023 | 44.49% |
September 30, 2023 | 44.49% |
August 31, 2023 | 44.49% |
July 31, 2023 | 44.49% |
June 30, 2023 | 44.49% |
May 31, 2023 | 44.49% |
April 30, 2023 | 40.11% |
March 31, 2023 | 40.11% |
February 28, 2023 | 40.11% |
January 31, 2023 | 40.11% |
December 31, 2022 | 40.11% |
November 30, 2022 | 40.11% |
October 31, 2022 | 40.11% |
September 30, 2022 | 40.11% |
August 31, 2022 | 40.11% |
July 31, 2022 | 40.11% |
June 30, 2022 | 40.11% |
May 31, 2022 | 40.11% |
Date | Value |
---|---|
April 30, 2022 | 40.11% |
March 31, 2022 | 40.11% |
February 28, 2022 | 40.11% |
January 31, 2022 | 40.11% |
December 31, 2021 | 40.11% |
November 30, 2021 | 40.11% |
October 31, 2021 | 40.11% |
September 30, 2021 | 40.11% |
August 31, 2021 | 40.11% |
July 31, 2021 | 40.11% |
June 30, 2021 | 40.11% |
May 31, 2021 | 40.11% |
April 30, 2021 | 40.11% |
March 31, 2021 | 42.37% |
February 28, 2021 | 49.51% |
January 31, 2021 | 49.51% |
December 31, 2020 | 55.86% |
November 30, 2020 | 57.26% |
October 31, 2020 | 61.11% |
September 30, 2020 | 61.11% |
August 31, 2020 | 61.11% |
July 31, 2020 | 61.11% |
June 30, 2020 | 61.11% |
May 31, 2020 | 61.11% |
April 30, 2020 | 61.11% |
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
40.11%
Minimum
Apr 2021
61.11%
Maximum
Jun 2019
47.91%
Average
44.49%
Median
May 2023
Max Drawdown (5Y) Benchmarks
Institute of Biomedical Research Corp | 97.33% |
Aspen Pharmacare Holdings Ltd | 88.69% |
Netcare Ltd | 65.96% |
Life Healthcare Group Holdings Ltd | 69.42% |
Adcock Ingram Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.458 |
Beta (5Y) | 0.7784 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.43% |
Historical Sharpe Ratio (5Y) | 0.177 |
Historical Sortino (5Y) | 0.3449 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |