Glencore Plc (GLCNF)
7.64
+0.24
(+3.24%)
USD |
OTCM |
Oct 05, 16:00
Glencore Max Drawdown (5Y) : 54.01% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 54.01% |
| August 31, 2026 | 54.01% |
| July 31, 2026 | 54.01% |
| June 30, 2026 | 54.01% |
| May 31, 2026 | 54.01% |
| April 30, 2026 | 54.01% |
| March 31, 2026 | 54.01% |
| February 28, 2026 | 54.01% |
| January 31, 2026 | 54.01% |
| December 31, 2025 | 54.01% |
| November 30, 2025 | 54.01% |
| October 31, 2025 | 63.37% |
| September 30, 2025 | 63.74% |
| August 31, 2025 | 63.74% |
| July 31, 2025 | 63.74% |
| June 30, 2025 | 63.74% |
| May 31, 2025 | 65.18% |
| April 30, 2025 | 69.69% |
| March 31, 2025 | 73.12% |
| February 28, 2025 | 75.64% |
| January 31, 2025 | 75.64% |
| December 31, 2024 | 75.64% |
| November 30, 2024 | 75.64% |
| October 31, 2024 | 75.64% |
| September 30, 2024 | 75.64% |
| Date | Value |
|---|---|
| August 31, 2024 | 75.64% |
| July 31, 2024 | 75.64% |
| June 30, 2024 | 75.64% |
| May 31, 2024 | 75.64% |
| April 30, 2024 | 75.64% |
| March 31, 2024 | 75.64% |
| February 29, 2024 | 75.64% |
| January 31, 2024 | 75.64% |
| December 31, 2023 | 75.64% |
| November 30, 2023 | 75.64% |
| October 31, 2023 | 75.64% |
| September 30, 2023 | 75.64% |
| August 31, 2023 | 75.64% |
| July 31, 2023 | 75.64% |
| June 30, 2023 | 75.64% |
| May 31, 2023 | 75.64% |
| April 30, 2023 | 75.64% |
| March 31, 2023 | 75.64% |
| February 28, 2023 | 75.64% |
| January 31, 2023 | 75.64% |
| December 31, 2022 | 75.64% |
| November 30, 2022 | 75.64% |
| October 31, 2022 | 75.64% |
| September 30, 2022 | 75.64% |
| August 31, 2022 | 75.64% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Macmahon Holdings Ltd. | 71.23% |
| Perenti Ltd. | 79.72% |
| Ferrexpo Plc | 93.33% |
| Morella Corp. Ltd. | 99.95% |
| Rio Tinto Plc | 35.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.884 |
| Beta (5Y) | 0.6991 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.48% |
| Historical Sharpe Ratio (5Y) | 0.3249 |
| Historical Sortino (5Y) | 0.5966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.76% |