CSL Ltd. (CSLLY)
17.95
+0.52
(+2.98%)
USD |
OTCM |
Jun 10, 16:00
CSL Max Drawdown (5Y) : 68.25% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 68.25% |
| April 30, 2026 | 59.12% |
| March 31, 2026 | 55.96% |
| February 28, 2026 | 53.77% |
| January 31, 2026 | 49.19% |
| December 31, 2025 | 49.19% |
| November 30, 2025 | 49.19% |
| October 31, 2025 | 49.19% |
| September 30, 2025 | 41.86% |
| August 31, 2025 | 38.14% |
| July 31, 2025 | 35.85% |
| June 30, 2025 | 35.85% |
| May 31, 2025 | 35.85% |
| April 30, 2025 | 35.85% |
| March 31, 2025 | 35.85% |
| February 28, 2025 | 35.85% |
| January 31, 2025 | 35.85% |
| December 31, 2024 | 35.85% |
| November 30, 2024 | 35.85% |
| October 31, 2024 | 35.85% |
| September 30, 2024 | 35.85% |
| August 31, 2024 | 35.85% |
| July 31, 2024 | 35.85% |
| June 30, 2024 | 35.85% |
| May 31, 2024 | 35.85% |
| Date | Value |
|---|---|
| April 30, 2024 | 35.85% |
| March 31, 2024 | 35.85% |
| February 29, 2024 | 35.85% |
| January 31, 2024 | 35.85% |
| December 31, 2023 | 35.85% |
| November 30, 2023 | 35.85% |
| October 31, 2023 | 35.85% |
| September 30, 2023 | 30.34% |
| August 31, 2023 | 30.34% |
| July 31, 2023 | 30.34% |
| June 30, 2023 | 30.34% |
| May 31, 2023 | 30.34% |
| April 30, 2023 | 30.34% |
| March 31, 2023 | 30.34% |
| February 28, 2023 | 30.34% |
| January 31, 2023 | 30.34% |
| December 31, 2022 | 30.34% |
| November 30, 2022 | 30.34% |
| October 31, 2022 | 30.34% |
| September 30, 2022 | 30.34% |
| August 31, 2022 | 30.34% |
| July 31, 2022 | 30.34% |
| June 30, 2022 | 30.34% |
| May 31, 2022 | 30.34% |
| April 30, 2022 | 30.34% |
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. | 94.08% |
| Opthea Ltd. | 99.95% |
| Propanc Biopharma, Inc. | 100.0% |
| Mesoblast Ltd. | 95.66% |
| Actinogen Medical Ltd. | 99.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.60 |
| Beta (5Y) | 0.6077 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.73% |
| Historical Sharpe Ratio (5Y) | -0.8658 |
| Historical Sortino (5Y) | -1.182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.72% |