Iluka Resources Ltd (ILKAF)
4.83
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Iluka Resources Max Drawdown (5Y): 56.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.72% |
March 31, 2024 | 56.72% |
February 29, 2024 | 56.72% |
January 31, 2024 | 56.72% |
December 31, 2023 | 56.72% |
November 30, 2023 | 56.72% |
October 31, 2023 | 56.72% |
September 30, 2023 | 56.72% |
August 31, 2023 | 56.72% |
July 31, 2023 | 56.72% |
June 30, 2023 | 56.72% |
May 31, 2023 | 56.72% |
April 30, 2023 | 56.72% |
March 31, 2023 | 56.72% |
February 28, 2023 | 56.72% |
January 31, 2023 | 56.72% |
December 31, 2022 | 56.72% |
November 30, 2022 | 56.72% |
October 31, 2022 | 56.72% |
September 30, 2022 | 56.72% |
August 31, 2022 | 56.72% |
July 31, 2022 | 56.72% |
June 30, 2022 | 56.72% |
May 31, 2022 | 56.72% |
April 30, 2022 | 56.72% |
Date | Value |
---|---|
March 31, 2022 | 56.72% |
February 28, 2022 | 56.72% |
January 31, 2022 | 56.72% |
December 31, 2021 | 56.72% |
November 30, 2021 | 67.04% |
October 31, 2021 | 68.57% |
September 30, 2021 | 72.66% |
August 31, 2021 | 74.50% |
July 31, 2021 | 74.56% |
June 30, 2021 | 74.56% |
May 31, 2021 | 74.56% |
April 30, 2021 | 74.56% |
March 31, 2021 | 74.56% |
February 28, 2021 | 74.56% |
January 31, 2021 | 76.97% |
December 31, 2020 | 76.97% |
November 30, 2020 | 79.20% |
October 31, 2020 | 79.41% |
September 30, 2020 | 80.49% |
August 31, 2020 | 80.49% |
July 31, 2020 | 80.49% |
June 30, 2020 | 80.49% |
May 31, 2020 | 80.49% |
April 30, 2020 | 80.49% |
March 31, 2020 | 80.49% |
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
56.72%
Minimum
Dec 2021
80.49%
Maximum
May 2019
67.60%
Average
67.81%
Median
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.074 |
Beta (5Y) | -0.0622 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.03% |
Historical Sharpe Ratio (5Y) | -0.1226 |
Historical Sortino (5Y) | -0.1776 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.14% |