Impala Platinum Holdings Ltd (IMPUY)
4.676
+0.05
(+0.98%)
USD |
OTCM |
May 03, 15:12
Impala Platinum Holdings Max Drawdown (5Y): 82.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.11% |
| March 31, 2024 | 82.11% |
| February 29, 2024 | 80.66% |
| January 31, 2024 | 79.06% |
| December 31, 2023 | 79.06% |
| November 30, 2023 | 77.86% |
| October 31, 2023 | 78.74% |
| September 30, 2023 | 80.29% |
| August 31, 2023 | 84.08% |
| July 31, 2023 | 86.96% |
| June 30, 2023 | 91.44% |
| May 31, 2023 | 91.59% |
| April 30, 2023 | 91.59% |
| March 31, 2023 | 91.59% |
| February 28, 2023 | 91.59% |
| January 31, 2023 | 91.59% |
| December 31, 2022 | 91.59% |
| November 30, 2022 | 91.59% |
| October 31, 2022 | 91.59% |
| September 30, 2022 | 91.59% |
| August 31, 2022 | 91.59% |
| July 31, 2022 | 91.59% |
| June 30, 2022 | 91.59% |
| May 31, 2022 | 91.59% |
| April 30, 2022 | 91.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.59% |
| February 28, 2022 | 91.59% |
| January 31, 2022 | 91.59% |
| December 31, 2021 | 91.59% |
| November 30, 2021 | 91.59% |
| October 31, 2021 | 91.59% |
| September 30, 2021 | 91.59% |
| August 31, 2021 | 91.59% |
| July 31, 2021 | 91.59% |
| June 30, 2021 | 91.59% |
| May 31, 2021 | 91.59% |
| April 30, 2021 | 91.59% |
| March 31, 2021 | 91.59% |
| February 28, 2021 | 91.59% |
| January 31, 2021 | 91.59% |
| December 31, 2020 | 91.59% |
| November 30, 2020 | 93.21% |
| October 31, 2020 | 95.02% |
| September 30, 2020 | 95.02% |
| August 31, 2020 | 95.02% |
| July 31, 2020 | 95.02% |
| June 30, 2020 | 95.02% |
| May 31, 2020 | 95.02% |
| April 30, 2020 | 95.02% |
| March 31, 2020 | 95.02% |
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
77.86%
Minimum
Nov 2023
95.02%
Maximum
May 2019
90.90%
Average
91.59%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Gold Fields Ltd | 56.25% |
| Harmony Gold Mining Co Ltd | 71.06% |
| Sasol Ltd | 96.54% |
| DRDGold Ltd | 69.30% |
| Sibanye Stillwater Ltd | 78.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.32 |
| Beta (5Y) | 1.644 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.82% |
| Historical Sharpe Ratio (5Y) | 0.117 |
| Historical Sortino (5Y) | 0.1831 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.69% |