Elementos Ltd (ELTLF)
0.05
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
Elementos Max Drawdown (5Y): 98.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.31% |
March 31, 2024 | 98.31% |
February 29, 2024 | 98.31% |
January 31, 2024 | 98.31% |
December 31, 2023 | 98.31% |
November 30, 2023 | 98.31% |
October 31, 2023 | 98.31% |
September 30, 2023 | 98.31% |
August 31, 2023 | 98.31% |
July 31, 2023 | 98.31% |
June 30, 2023 | 98.31% |
May 31, 2023 | 98.31% |
April 30, 2023 | 98.31% |
March 31, 2023 | 98.31% |
February 28, 2023 | 98.31% |
January 31, 2023 | 98.31% |
December 31, 2022 | 98.31% |
November 30, 2022 | 98.31% |
October 31, 2022 | 98.31% |
September 30, 2022 | 98.31% |
August 31, 2022 | 98.31% |
July 31, 2022 | 98.31% |
June 30, 2022 | 98.31% |
May 31, 2022 | 98.31% |
April 30, 2022 | 98.31% |
Date | Value |
---|---|
March 31, 2022 | 99.47% |
February 28, 2022 | 99.60% |
January 31, 2022 | 99.80% |
December 31, 2021 | 99.80% |
November 30, 2021 | 99.80% |
October 31, 2021 | 99.89% |
September 30, 2021 | 99.89% |
August 31, 2021 | 99.89% |
July 31, 2021 | 99.89% |
June 30, 2021 | 99.94% |
May 31, 2021 | 99.94% |
April 30, 2021 | 99.94% |
March 31, 2021 | 99.94% |
February 28, 2021 | 99.96% |
January 31, 2021 | 99.96% |
December 31, 2020 | 99.96% |
November 30, 2020 | 99.96% |
October 31, 2020 | 99.96% |
September 30, 2020 | 99.98% |
August 31, 2020 | 99.98% |
July 31, 2020 | 99.98% |
June 30, 2020 | 99.98% |
May 31, 2020 | 99.98% |
April 30, 2020 | 99.98% |
March 31, 2020 | 99.98% |
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
98.31%
Minimum
Apr 2022
99.98%
Maximum
May 2019
99.25%
Average
99.84%
Median
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.83 |
Beta (5Y) | 2.781 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 325.8% |
Historical Sharpe Ratio (5Y) | -0.0302 |
Historical Sortino (5Y) | -0.1408 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.39% |