Glencore PLC (GLCNF)
4.785
-0.01
(-0.18%)
USD |
OTCM |
Nov 14, 16:00
Glencore Max Drawdown (5Y): 74.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.54% |
September 30, 2024 | 74.54% |
August 31, 2024 | 74.54% |
July 31, 2024 | 74.54% |
June 30, 2024 | 74.54% |
May 31, 2024 | 74.54% |
April 30, 2024 | 74.54% |
March 31, 2024 | 74.54% |
February 29, 2024 | 74.54% |
January 31, 2024 | 74.54% |
December 31, 2023 | 74.54% |
November 30, 2023 | 74.54% |
October 31, 2023 | 74.54% |
September 30, 2023 | 74.54% |
August 31, 2023 | 74.54% |
July 31, 2023 | 74.54% |
June 30, 2023 | 74.54% |
May 31, 2023 | 74.54% |
April 30, 2023 | 74.54% |
March 31, 2023 | 74.54% |
February 28, 2023 | 74.54% |
January 31, 2023 | 74.54% |
December 31, 2022 | 74.54% |
November 30, 2022 | 74.54% |
October 31, 2022 | 74.54% |
Date | Value |
---|---|
September 30, 2022 | 74.54% |
August 31, 2022 | 74.54% |
July 31, 2022 | 74.54% |
June 30, 2022 | 74.54% |
May 31, 2022 | 74.54% |
April 30, 2022 | 74.54% |
March 31, 2022 | 74.54% |
February 28, 2022 | 74.54% |
January 31, 2022 | 74.54% |
December 31, 2021 | 74.54% |
November 30, 2021 | 74.54% |
October 31, 2021 | 74.54% |
September 30, 2021 | 74.54% |
August 31, 2021 | 74.54% |
July 31, 2021 | 74.54% |
June 30, 2021 | 74.54% |
May 31, 2021 | 74.54% |
April 30, 2021 | 74.54% |
March 31, 2021 | 74.54% |
February 28, 2021 | 74.54% |
January 31, 2021 | 74.54% |
December 31, 2020 | 74.54% |
November 30, 2020 | 83.06% |
October 31, 2020 | 85.70% |
September 30, 2020 | 85.70% |
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
74.54%
Minimum
Dec 2020
85.70%
Maximum
Nov 2019
76.92%
Average
74.54%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Rio Tinto PLC | 37.48% |
Vale SA | 57.88% |
Anglo American PLC | 58.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.168 |
Beta (5Y) | 1.292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.02% |
Historical Sharpe Ratio (5Y) | 0.3536 |
Historical Sortino (5Y) | 0.4701 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |