Glencore PLC (GLNCY)

8.79 -0.01 (-0.11%) USD  |  OTCM  |  Dec 20, 16:00
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Glencore Max Drawdown (5Y): 75.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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BHP Group Ltd 43.85%
Anglo American PLC 58.31%
Rio Tinto PLC 37.48%
Vale SA 57.88%
Freeport-McMoRan Inc 76.54%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.202
Beta (5Y) 1.252
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.32%
Historical Sharpe Ratio (5Y) 0.2788
Historical Sortino (5Y) 0.3743
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.18%