Glencore PLC (GLNCY)
11.63
-0.27
(-2.27%)
USD |
OTCM |
Apr 30, 15:15
Glencore Max Drawdown (5Y): 75.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 75.73% |
| February 29, 2024 | 75.73% |
| January 31, 2024 | 75.73% |
| December 31, 2023 | 75.73% |
| November 30, 2023 | 75.73% |
| October 31, 2023 | 75.73% |
| September 30, 2023 | 75.73% |
| August 31, 2023 | 75.73% |
| July 31, 2023 | 75.73% |
| June 30, 2023 | 75.73% |
| May 31, 2023 | 75.73% |
| April 30, 2023 | 75.73% |
| March 31, 2023 | 75.73% |
| February 28, 2023 | 75.73% |
| January 31, 2023 | 75.73% |
| December 31, 2022 | 75.73% |
| November 30, 2022 | 75.73% |
| October 31, 2022 | 75.73% |
| September 30, 2022 | 75.73% |
| August 31, 2022 | 75.73% |
| July 31, 2022 | 75.73% |
| June 30, 2022 | 75.73% |
| May 31, 2022 | 75.73% |
| April 30, 2022 | 75.73% |
| March 31, 2022 | 75.73% |
| Date | Value |
|---|---|
| February 28, 2022 | 75.73% |
| January 31, 2022 | 75.73% |
| December 31, 2021 | 75.73% |
| November 30, 2021 | 75.73% |
| October 31, 2021 | 75.73% |
| September 30, 2021 | 75.73% |
| August 31, 2021 | 75.73% |
| July 31, 2021 | 75.73% |
| June 30, 2021 | 75.73% |
| May 31, 2021 | 75.73% |
| April 30, 2021 | 75.73% |
| March 31, 2021 | 75.73% |
| February 28, 2021 | 75.73% |
| January 31, 2021 | 75.73% |
| December 31, 2020 | 75.73% |
| November 30, 2020 | 82.85% |
| October 31, 2020 | 85.29% |
| September 30, 2020 | 85.29% |
| August 31, 2020 | 85.29% |
| July 31, 2020 | 85.29% |
| June 30, 2020 | 85.29% |
| May 31, 2020 | 85.29% |
| April 30, 2020 | 85.29% |
| March 31, 2020 | 85.29% |
| February 29, 2020 | 85.29% |
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
75.73%
Minimum
Dec 2020
85.29%
Maximum
Apr 2019
78.88%
Average
75.73%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| BHP Group Ltd | 43.85% |
| Anglo American PLC | 58.31% |
| Freeport-McMoRan Inc | 74.00% |
| Southern Copper Corp | 55.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.844 |
| Beta (5Y) | 1.398 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.76% |
| Historical Sharpe Ratio (5Y) | 0.2251 |
| Historical Sortino (5Y) | 0.3005 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.65% |