Glencore Plc (GLNCY)
16.16
-0.29
(-1.76%)
USD |
OTCM |
Aug 26, 16:00
Glencore Max Drawdown (5Y) : 54.05% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 54.05% |
| June 30, 2026 | 54.05% |
| May 31, 2026 | 54.05% |
| April 30, 2026 | 54.05% |
| March 31, 2026 | 54.05% |
| February 28, 2026 | 54.05% |
| January 31, 2026 | 54.05% |
| December 31, 2025 | 54.05% |
| November 30, 2025 | 54.05% |
| October 31, 2025 | 61.98% |
| September 30, 2025 | 62.07% |
| August 31, 2025 | 62.07% |
| July 31, 2025 | 62.07% |
| June 30, 2025 | 62.07% |
| May 31, 2025 | 62.95% |
| April 30, 2025 | 68.46% |
| March 31, 2025 | 72.49% |
| February 28, 2025 | 75.73% |
| January 31, 2025 | 75.73% |
| December 31, 2024 | 75.73% |
| November 30, 2024 | 75.73% |
| October 31, 2024 | 75.73% |
| September 30, 2024 | 75.73% |
| August 31, 2024 | 75.73% |
| July 31, 2024 | 75.73% |
| Date | Value |
|---|---|
| June 30, 2024 | 75.73% |
| May 31, 2024 | 75.73% |
| April 30, 2024 | 75.73% |
| 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% |
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
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Minimum
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Maximum
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Average
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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) | 6.525 |
| Beta (5Y) | 0.6131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.94% |
| Historical Sharpe Ratio (5Y) | 0.3694 |
| Historical Sortino (5Y) | 0.6519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.92% |