CSR Ltd (CSRLF)
5.875
+0.38
(+6.82%)
USD |
OTCM |
May 10, 16:00
CSR Max Drawdown (5Y): 38.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.79% |
March 31, 2024 | 38.79% |
February 29, 2024 | 40.40% |
January 31, 2024 | 40.40% |
December 31, 2023 | 43.46% |
November 30, 2023 | 47.02% |
October 31, 2023 | 48.80% |
September 30, 2023 | 48.80% |
August 31, 2023 | 48.80% |
July 31, 2023 | 48.80% |
June 30, 2023 | 48.80% |
May 31, 2023 | 48.80% |
April 30, 2023 | 48.80% |
March 31, 2023 | 48.80% |
February 28, 2023 | 48.80% |
January 31, 2023 | 48.80% |
December 31, 2022 | 48.80% |
November 30, 2022 | 48.80% |
October 31, 2022 | 48.80% |
September 30, 2022 | 48.80% |
August 31, 2022 | 48.80% |
July 31, 2022 | 48.80% |
June 30, 2022 | 48.80% |
May 31, 2022 | 48.80% |
April 30, 2022 | 48.80% |
Date | Value |
---|---|
March 31, 2022 | 48.80% |
February 28, 2022 | 48.80% |
January 31, 2022 | 48.80% |
December 31, 2021 | 48.80% |
November 30, 2021 | 48.80% |
October 31, 2021 | 48.80% |
September 30, 2021 | 48.80% |
August 31, 2021 | 48.80% |
July 31, 2021 | 48.80% |
June 30, 2021 | 48.80% |
May 31, 2021 | 48.80% |
April 30, 2021 | 48.80% |
March 31, 2021 | 48.80% |
February 28, 2021 | 48.80% |
January 31, 2021 | 48.80% |
December 31, 2020 | 48.80% |
November 30, 2020 | 48.80% |
October 31, 2020 | 48.80% |
September 30, 2020 | 48.80% |
August 31, 2020 | 48.80% |
July 31, 2020 | 48.80% |
June 30, 2020 | 48.80% |
May 31, 2020 | 48.80% |
April 30, 2020 | 48.80% |
March 31, 2020 | 48.80% |
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
38.79%
Minimum
Mar 2024
48.80%
Maximum
May 2019
48.07%
Average
48.80%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Victor Mining Industry Group Inc | 97.93% |
Brambles Ltd | 42.99% |
Austal Ltd | 62.20% |
Atlas Arteria Ltd | 52.76% |
Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.72 |
Beta (5Y) | 0.6245 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.58% |
Historical Sharpe Ratio (5Y) | 0.611 |
Historical Sortino (5Y) | 0.8452 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.40% |