DRDGold Ltd (DRD)

8.61 -0.10 (-1.15%) USD  |  NYSE  |  Dec 24, 13:00
8.61 0.00 (0.00%) After-Hours: 13:59
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DRDGold Max Drawdown (5Y): 69.30% 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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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) 8.504
Beta (5Y) 1.042
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 61.60%
Historical Sharpe Ratio (5Y) 0.3639
Historical Sortino (5Y) 1.014
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.20%