DRDGold Ltd (DRD)
9.68
+0.07
(+0.73%)
USD |
NYSE |
Nov 21, 16:00
9.90
+0.22
(+2.27%)
Pre-Market: 08:25
DRDGold Max Drawdown (5Y): 69.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 69.30% |
September 30, 2024 | 69.30% |
August 31, 2024 | 69.30% |
July 31, 2024 | 69.30% |
June 30, 2024 | 69.30% |
May 31, 2024 | 77.87% |
April 30, 2024 | 80.23% |
March 31, 2024 | 80.23% |
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% |
Date | Value |
---|---|
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% |
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 | 82.06% |
October 31, 2020 | 82.06% |
September 30, 2020 | 82.06% |
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
Jun 2024
86.01%
Maximum
Nov 2019
80.31%
Average
80.23%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Gold Fields Ltd | 56.25% |
Harmony Gold Mining Co Ltd | 71.06% |
Sasol Ltd | 96.54% |
Sibanye Stillwater Ltd | 82.52% |
PPC Ltd | 96.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.327 |
Beta (5Y) | 1.082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.81% |
Historical Sharpe Ratio (5Y) | 0.3608 |
Historical Sortino (5Y) | 1.020 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.59% |