DRDGold Ltd (DRD)
7.88
+0.04
(+0.51%)
USD |
NYSE |
May 02, 16:00
7.87
-0.01
(-0.13%)
After-Hours: 20:00
DRDGold Max Drawdown (5Y): 69.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.30% |
| March 31, 2024 | 77.87% |
| February 29, 2024 | 80.23% |
| January 31, 2024 | 80.23% |
| December 31, 2023 | 80.23% |
| November 30, 2023 | 80.23% |
| October 31, 2023 | 80.23% |
| September 30, 2023 | 80.23% |
| August 31, 2023 | 80.23% |
| July 31, 2023 | 80.23% |
| June 30, 2023 | 80.23% |
| May 31, 2023 | 80.23% |
| April 30, 2023 | 80.23% |
| March 31, 2023 | 80.23% |
| February 28, 2023 | 80.23% |
| January 31, 2023 | 80.23% |
| December 31, 2022 | 80.23% |
| November 30, 2022 | 80.23% |
| October 31, 2022 | 80.23% |
| September 30, 2022 | 80.23% |
| August 31, 2022 | 80.23% |
| July 31, 2022 | 80.23% |
| June 30, 2022 | 80.23% |
| May 31, 2022 | 80.23% |
| April 30, 2022 | 80.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.23% |
| February 28, 2022 | 80.23% |
| January 31, 2022 | 80.23% |
| December 31, 2021 | 80.23% |
| November 30, 2021 | 80.23% |
| October 31, 2021 | 80.23% |
| September 30, 2021 | 80.23% |
| August 31, 2021 | 80.23% |
| July 31, 2021 | 80.23% |
| June 30, 2021 | 80.23% |
| May 31, 2021 | 80.23% |
| April 30, 2021 | 80.23% |
| March 31, 2021 | 80.23% |
| February 28, 2021 | 80.23% |
| January 31, 2021 | 80.23% |
| December 31, 2020 | 80.23% |
| November 30, 2020 | 80.23% |
| October 31, 2020 | 80.23% |
| September 30, 2020 | 82.06% |
| August 31, 2020 | 82.06% |
| July 31, 2020 | 82.06% |
| June 30, 2020 | 84.49% |
| May 31, 2020 | 86.01% |
| April 30, 2020 | 86.01% |
| March 31, 2020 | 86.01% |
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
69.30%
Minimum
Apr 2024
86.01%
Maximum
May 2019
81.42%
Average
80.23%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Gold Fields Ltd | 56.25% |
| Sibanye Stillwater Ltd | 78.40% |
| Harmony Gold Mining Co Ltd | 71.06% |
| Sasol Ltd | 96.54% |
| PPC Ltd | 96.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.78 |
| Beta (5Y) | 1.311 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.74% |
| Historical Sharpe Ratio (5Y) | 0.5866 |
| Historical Sortino (5Y) | 1.688 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.52% |