ALS Ltd (CPBLF)
8.51
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
ALS Max Drawdown (5Y): 32.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 32.46% |
| March 31, 2024 | 32.46% |
| February 29, 2024 | 32.46% |
| January 31, 2024 | 32.46% |
| December 31, 2023 | 32.46% |
| November 30, 2023 | 33.79% |
| October 31, 2023 | 33.79% |
| September 30, 2023 | 33.79% |
| August 31, 2023 | 33.79% |
| July 31, 2023 | 33.79% |
| June 30, 2023 | 33.79% |
| May 31, 2023 | 36.55% |
| April 30, 2023 | 36.55% |
| March 31, 2023 | 36.55% |
| February 28, 2023 | 36.55% |
| January 31, 2023 | 36.55% |
| December 31, 2022 | 36.55% |
| November 30, 2022 | 39.28% |
| October 31, 2022 | 39.28% |
| September 30, 2022 | 44.93% |
| August 31, 2022 | 44.93% |
| July 31, 2022 | 44.93% |
| June 30, 2022 | 44.93% |
| May 31, 2022 | 44.93% |
| April 30, 2022 | 44.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.86% |
| February 28, 2022 | 53.25% |
| January 31, 2022 | 54.25% |
| December 31, 2021 | 54.25% |
| November 30, 2021 | 54.55% |
| October 31, 2021 | 54.55% |
| September 30, 2021 | 54.96% |
| August 31, 2021 | 54.96% |
| July 31, 2021 | 56.24% |
| June 30, 2021 | 60.30% |
| May 31, 2021 | 60.30% |
| April 30, 2021 | 61.89% |
| March 31, 2021 | 70.54% |
| February 28, 2021 | 70.54% |
| January 31, 2021 | 70.54% |
| December 31, 2020 | 73.09% |
| November 30, 2020 | 77.98% |
| October 31, 2020 | 77.98% |
| September 30, 2020 | 77.98% |
| August 31, 2020 | 77.98% |
| July 31, 2020 | 77.98% |
| June 30, 2020 | 77.98% |
| May 31, 2020 | 77.98% |
| April 30, 2020 | 77.98% |
| March 31, 2020 | 77.98% |
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
32.46%
Minimum
Dec 2023
77.98%
Maximum
May 2019
56.14%
Average
54.55%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Brambles Ltd | 42.99% |
| Austal Ltd | 62.20% |
| Atlas Arteria Ltd | 52.76% |
| CSR Ltd | 38.79% |
| Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.251 |
| Beta (5Y) | -0.1313 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.30% |
| Historical Sharpe Ratio (5Y) | 0.2399 |
| Historical Sortino (5Y) | 0.4395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |