Insurance Australia Group Ltd (IAUGY)
21.23
-0.31
(-1.44%)
USD |
OTCM |
May 17, 16:00
Insurance Australia Group Max Drawdown (5Y): 51.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.08% |
| March 31, 2024 | 51.08% |
| February 29, 2024 | 51.08% |
| January 31, 2024 | 51.08% |
| December 31, 2023 | 51.08% |
| November 30, 2023 | 51.08% |
| October 31, 2023 | 51.08% |
| September 30, 2023 | 51.08% |
| August 31, 2023 | 51.08% |
| July 31, 2023 | 51.08% |
| June 30, 2023 | 51.08% |
| May 31, 2023 | 51.08% |
| April 30, 2023 | 51.08% |
| March 31, 2023 | 51.08% |
| February 28, 2023 | 51.08% |
| January 31, 2023 | 51.08% |
| December 31, 2022 | 51.08% |
| November 30, 2022 | 51.08% |
| October 31, 2022 | 51.08% |
| September 30, 2022 | 51.08% |
| August 31, 2022 | 49.65% |
| July 31, 2022 | 49.65% |
| June 30, 2022 | 49.65% |
| May 31, 2022 | 48.38% |
| April 30, 2022 | 48.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 48.38% |
| February 28, 2022 | 48.38% |
| January 31, 2022 | 48.38% |
| December 31, 2021 | 47.84% |
| November 30, 2021 | 47.84% |
| October 31, 2021 | 47.84% |
| September 30, 2021 | 47.84% |
| August 31, 2021 | 47.84% |
| July 31, 2021 | 47.84% |
| June 30, 2021 | 47.84% |
| May 31, 2021 | 47.84% |
| April 30, 2021 | 47.84% |
| March 31, 2021 | 47.84% |
| February 28, 2021 | 47.84% |
| January 31, 2021 | 47.84% |
| December 31, 2020 | 47.84% |
| November 30, 2020 | 47.84% |
| October 31, 2020 | 47.84% |
| September 30, 2020 | 47.51% |
| August 31, 2020 | 47.51% |
| July 31, 2020 | 47.51% |
| June 30, 2020 | 47.51% |
| May 31, 2020 | 47.51% |
| April 30, 2020 | 47.51% |
| March 31, 2020 | 47.51% |
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
41.18%
Minimum
May 2019
51.08%
Maximum
Sep 2022
47.91%
Average
47.84%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Macquarie Group Ltd | 59.28% |
| SIPP International Industries Inc | 99.80% |
| Computershare Ltd | 64.60% |
| Commonwealth Bank of Australia | 47.81% |
| Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.93 |
| Beta (5Y) | 0.5444 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.20% |
| Historical Sharpe Ratio (5Y) | -0.1856 |
| Historical Sortino (5Y) | -0.2768 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.49% |