Elementis PLC (EMNSF)
1.83
+0.08
(+4.57%)
USD |
OTCM |
May 07, 09:35
Elementis Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 100.00% |
May 31, 2023 | 100.00% |
April 30, 2023 | 100.00% |
March 31, 2023 | 100.00% |
February 28, 2023 | 100.00% |
January 31, 2023 | 100.00% |
December 31, 2022 | 100.00% |
November 30, 2022 | 100.00% |
October 31, 2022 | 100.00% |
September 30, 2022 | 100.00% |
August 31, 2022 | 100.00% |
July 31, 2022 | 100.00% |
June 30, 2022 | 100.00% |
May 31, 2022 | 100.00% |
April 30, 2022 | 100.00% |
Date | Value |
---|---|
March 31, 2022 | 100.00% |
February 28, 2022 | 100.00% |
January 31, 2022 | 100.00% |
December 31, 2021 | 100.00% |
November 30, 2021 | 100.00% |
October 31, 2021 | 100.00% |
September 30, 2021 | 100.00% |
August 31, 2021 | 100.00% |
July 31, 2021 | 100.00% |
June 30, 2021 | 100.00% |
May 31, 2021 | 100.00% |
April 30, 2021 | 100.00% |
March 31, 2021 | 100.00% |
February 28, 2021 | 100.00% |
January 31, 2021 | 100.00% |
December 31, 2020 | 100.00% |
November 30, 2020 | 100.00% |
October 31, 2020 | 94.99% |
September 30, 2020 | 94.99% |
August 31, 2020 | 94.99% |
July 31, 2020 | 94.99% |
June 30, 2020 | 94.99% |
May 31, 2020 | 94.99% |
April 30, 2020 | 94.99% |
March 31, 2020 | 94.99% |
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
60.94%
Minimum
May 2019
100.00%
Maximum
Nov 2020
93.59%
Average
100.00%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
LyondellBasell Industries NV | 68.15% |
Ferroglobe PLC | 98.07% |
Eden Research PLC | -- |
Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27621.79 |
Beta (5Y) | 2478.05 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 263.5K% |
Historical Sortino (5Y) | -0.1097 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.28% |