Aberdeen Australia Equity Fund Inc (IAF)
4.29
+0.01
(+0.21%)
USD |
NYAM |
Apr 24, 16:00
4.28
-0.01
(-0.23%)
After-Hours: 20:00
IAF Max Drawdown (5Y): 43.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 43.97% |
February 29, 2024 | 43.97% |
January 31, 2024 | 43.97% |
December 31, 2023 | 43.97% |
November 30, 2023 | 43.97% |
October 31, 2023 | 43.97% |
September 30, 2023 | 43.97% |
August 31, 2023 | 43.97% |
July 31, 2023 | 43.97% |
June 30, 2023 | 43.97% |
May 31, 2023 | 43.97% |
April 30, 2023 | 43.97% |
March 31, 2023 | 43.97% |
February 28, 2023 | 43.97% |
January 31, 2023 | 43.97% |
December 31, 2022 | 43.97% |
November 30, 2022 | 43.97% |
October 31, 2022 | 43.97% |
September 30, 2022 | 43.97% |
August 31, 2022 | 43.97% |
July 31, 2022 | 43.97% |
June 30, 2022 | 43.97% |
May 31, 2022 | 43.97% |
April 30, 2022 | 43.97% |
March 31, 2022 | 43.97% |
Date | Value |
---|---|
February 28, 2022 | 43.97% |
January 31, 2022 | 43.97% |
December 31, 2021 | 43.97% |
November 30, 2021 | 43.97% |
October 31, 2021 | 43.97% |
September 30, 2021 | 43.97% |
August 31, 2021 | 43.97% |
July 31, 2021 | 43.97% |
June 30, 2021 | 43.97% |
May 31, 2021 | 43.97% |
April 30, 2021 | 43.97% |
March 31, 2021 | 43.97% |
February 28, 2021 | 43.97% |
January 31, 2021 | 43.97% |
December 31, 2020 | 43.97% |
November 30, 2020 | 43.97% |
October 31, 2020 | 45.13% |
September 30, 2020 | 45.13% |
August 31, 2020 | 45.13% |
July 31, 2020 | 45.13% |
June 30, 2020 | 45.13% |
May 31, 2020 | 45.13% |
April 30, 2020 | 45.13% |
March 31, 2020 | 45.13% |
February 29, 2020 | 45.13% |
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
43.97%
Minimum
Nov 2020
45.13%
Maximum
Apr 2019
44.34%
Average
43.97%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Thailand ETF | 49.29% |
iShares MSCI Indonesia ETF | 59.41% |
iShares MSCI Australia ETF | 45.54% |
Mexico Fund Inc | 58.72% |
Swiss Helvetia Fund Inc | 31.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0161 |
Beta (5Y) | 1.226 |
Alpha (vs YCharts Benchmark) (5Y) | -9.665 |
Beta (vs YCharts Benchmark) (5Y) | 1.112 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.56% |
Historical Sharpe Ratio (5Y) | 0.1826 |
Historical Sortino (5Y) | 0.2253 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.54% |