Emeco Holdings Ltd (EOHDF)
0.42
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Emeco Holdings Max Drawdown (5Y): 81.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.60% |
| March 31, 2024 | 81.60% |
| February 29, 2024 | 81.60% |
| January 31, 2024 | 81.60% |
| December 31, 2023 | 81.60% |
| November 30, 2023 | 81.60% |
| October 31, 2023 | 81.60% |
| September 30, 2023 | 81.60% |
| August 31, 2023 | 81.60% |
| July 31, 2023 | 81.60% |
| June 30, 2023 | 81.60% |
| May 31, 2023 | 81.60% |
| April 30, 2023 | 81.57% |
| March 31, 2023 | 81.57% |
| February 28, 2023 | 81.57% |
| January 31, 2023 | 81.57% |
| December 31, 2022 | 81.57% |
| November 30, 2022 | 81.57% |
| October 31, 2022 | 81.57% |
| September 30, 2022 | 81.57% |
| August 31, 2022 | 81.57% |
| July 31, 2022 | 81.57% |
| June 30, 2022 | 80.57% |
| May 31, 2022 | 84.00% |
| April 30, 2022 | 90.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.29% |
| February 28, 2022 | 91.29% |
| January 31, 2022 | 91.29% |
| December 31, 2021 | 91.29% |
| November 30, 2021 | 91.57% |
| October 31, 2021 | 91.57% |
| September 30, 2021 | 91.57% |
| August 31, 2021 | 91.57% |
| July 31, 2021 | 94.33% |
| June 30, 2021 | 94.33% |
| May 31, 2021 | 96.29% |
| April 30, 2021 | 96.29% |
| March 31, 2021 | 96.29% |
| February 28, 2021 | 96.29% |
| January 31, 2021 | 96.29% |
| December 31, 2020 | 97.14% |
| November 30, 2020 | 97.14% |
| October 31, 2020 | 97.14% |
| September 30, 2020 | 97.14% |
| August 31, 2020 | 97.14% |
| July 31, 2020 | 97.14% |
| June 30, 2020 | 97.14% |
| May 31, 2020 | 97.14% |
| April 30, 2020 | 97.14% |
| March 31, 2020 | 97.14% |
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
80.57%
Minimum
Jun 2022
97.14%
Maximum
May 2019
89.91%
Average
91.57%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Brambles Ltd | 42.99% |
| Austal Ltd | 62.20% |
| Atlas Arteria Ltd | 52.76% |
| CSR Ltd | 38.79% |
| Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.29 |
| Beta (5Y) | 0.1189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.80% |
| Historical Sharpe Ratio (5Y) | -0.8609 |
| Historical Sortino (5Y) | -0.9197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.76% |