CSL Ltd (CSLLY)

88.75 +0.96 (+1.09%) USD  |  OTCM  |  Dec 24, 16:00
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CSL Max Drawdown (5Y): 35.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Alterity Therapeutics Ltd 96.94%
Kazia Therapeutics Ltd 98.69%
Immutep Ltd 96.60%
Opthea Ltd 92.46%
Mesoblast Ltd 95.66%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.14
Beta (5Y) 0.7448
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.75%
Historical Sharpe Ratio (5Y) -0.0922
Historical Sortino (5Y) -0.1513
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.30%