Glencore PLC (GLNCY)
9.63
+0.03
(+0.31%)
USD |
OTCM |
Nov 21, 16:00
Glencore Max Drawdown (5Y): 75.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.73% |
| September 30, 2024 | 75.73% |
| August 31, 2024 | 75.73% |
| July 31, 2024 | 75.73% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 82.85% |
| December 31, 2020 | 85.29% |
| November 30, 2020 | 85.29% |
| October 31, 2020 | 85.29% |
| September 30, 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
Feb 2021
85.29%
Maximum
Nov 2019
78.08%
Average
75.73%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Rio Tinto PLC | 37.48% |
| Vale SA | 57.88% |
| Anglo American PLC | 58.31% |
| Freeport-McMoRan Inc | 76.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.189 |
| Beta (5Y) | 1.296 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.05% |
| Historical Sharpe Ratio (5Y) | 0.3541 |
| Historical Sortino (5Y) | 0.4654 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |