Incitec Pivot Ltd (INCZY)
1.954
+0.04
(+2.30%)
USD |
OTCM |
Jun 18, 11:27
Incitec Pivot Max Drawdown (5Y): 70.73% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 70.73% |
April 30, 2024 | 70.73% |
March 31, 2024 | 70.73% |
February 29, 2024 | 70.73% |
January 31, 2024 | 70.73% |
December 31, 2023 | 70.73% |
November 30, 2023 | 70.73% |
October 31, 2023 | 70.73% |
September 30, 2023 | 70.73% |
August 31, 2023 | 70.73% |
July 31, 2023 | 70.73% |
June 30, 2023 | 70.73% |
May 31, 2023 | 70.73% |
April 30, 2023 | 70.73% |
March 31, 2023 | 70.73% |
February 28, 2023 | 70.73% |
January 31, 2023 | 70.73% |
December 31, 2022 | 70.73% |
November 30, 2022 | 70.73% |
October 31, 2022 | 70.73% |
September 30, 2022 | 70.73% |
August 31, 2022 | 70.73% |
July 31, 2022 | 70.73% |
June 30, 2022 | 70.73% |
May 31, 2022 | 70.73% |
Date | Value |
---|---|
April 30, 2022 | 70.73% |
March 31, 2022 | 70.73% |
February 28, 2022 | 70.73% |
January 31, 2022 | 70.73% |
December 31, 2021 | 70.73% |
November 30, 2021 | 70.73% |
October 31, 2021 | 70.73% |
September 30, 2021 | 70.73% |
August 31, 2021 | 70.73% |
July 31, 2021 | 70.73% |
June 30, 2021 | 70.73% |
May 31, 2021 | 70.73% |
April 30, 2021 | 70.73% |
March 31, 2021 | 70.73% |
February 28, 2021 | 70.73% |
January 31, 2021 | 70.73% |
December 31, 2020 | 70.73% |
November 30, 2020 | 70.73% |
October 31, 2020 | 70.73% |
September 30, 2020 | 70.73% |
August 31, 2020 | 70.73% |
July 31, 2020 | 70.73% |
June 30, 2020 | 70.73% |
May 31, 2020 | 70.73% |
April 30, 2020 | 70.73% |
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
44.43%
Minimum
Jun 2019
70.73%
Maximum
Mar 2020
66.78%
Average
70.73%
Median
Mar 2020
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) | -13.69 |
Beta (5Y) | 1.150 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.61% |
Historical Sharpe Ratio (5Y) | 0.0547 |
Historical Sortino (5Y) | 0.0746 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.41% |