CSL Ltd. (CMXHF)
126.03
-1.65
(-1.29%)
USD |
OTCM |
Oct 07, 16:00
CSL Max Drawdown (5Y) : 72.33% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 72.33% |
| August 31, 2026 | 72.33% |
| July 31, 2026 | 72.33% |
| June 30, 2026 | 72.33% |
| May 31, 2026 | 71.51% |
| April 30, 2026 | 63.73% |
| March 31, 2026 | 60.29% |
| February 28, 2026 | 58.45% |
| January 31, 2026 | 54.79% |
| December 31, 2025 | 54.79% |
| November 30, 2025 | 54.79% |
| October 31, 2025 | 54.79% |
| September 30, 2025 | 47.77% |
| August 31, 2025 | 43.87% |
| July 31, 2025 | 41.75% |
| June 30, 2025 | 41.75% |
| May 31, 2025 | 41.75% |
| April 30, 2025 | 41.75% |
| March 31, 2025 | 39.33% |
| February 28, 2025 | 39.33% |
| January 31, 2025 | 39.33% |
| December 31, 2024 | 39.33% |
| November 30, 2024 | 39.33% |
| October 31, 2024 | 39.33% |
| September 30, 2024 | 39.33% |
| Date | Value |
|---|---|
| August 31, 2024 | 39.33% |
| July 31, 2024 | 39.33% |
| June 30, 2024 | 39.33% |
| May 31, 2024 | 39.33% |
| April 30, 2024 | 39.33% |
| March 31, 2024 | 39.33% |
| February 29, 2024 | 39.33% |
| January 31, 2024 | 39.33% |
| December 31, 2023 | 39.33% |
| November 30, 2023 | 39.33% |
| October 31, 2023 | 39.12% |
| September 30, 2023 | 34.28% |
| August 31, 2023 | 34.28% |
| July 31, 2023 | 34.28% |
| June 30, 2023 | 34.28% |
| May 31, 2023 | 34.28% |
| April 30, 2023 | 34.28% |
| March 31, 2023 | 34.28% |
| February 28, 2023 | 34.28% |
| January 31, 2023 | 34.28% |
| December 31, 2022 | 34.28% |
| November 30, 2022 | 34.28% |
| October 31, 2022 | 34.28% |
| September 30, 2022 | 34.28% |
| August 31, 2022 | 34.28% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Immutep Ltd. | 95.17% |
| Ceryvyn Therapeutics Ltd. | 99.95% |
| Propanc Biopharma, Inc. | 100.0% |
| Mesoblast Ltd. | 95.66% |
| Actinogen Medical Ltd. | 99.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.52 |
| Beta (5Y) | 0.4940 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.53% |
| Historical Sharpe Ratio (5Y) | -0.3931 |
| Historical Sortino (5Y) | -0.6597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.65% |