Iofina PLC (IOFNF)
0.286
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Iofina Max Drawdown (5Y): 70.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.06% |
| March 31, 2024 | 82.86% |
| February 29, 2024 | 82.86% |
| January 31, 2024 | 82.86% |
| December 31, 2023 | 84.29% |
| November 30, 2023 | 84.29% |
| October 31, 2023 | 90.23% |
| September 30, 2023 | 90.37% |
| August 31, 2023 | 91.38% |
| July 31, 2023 | 93.79% |
| June 30, 2023 | 93.79% |
| May 31, 2023 | 94.36% |
| April 30, 2023 | 94.36% |
| March 31, 2023 | 94.36% |
| February 28, 2023 | 94.36% |
| January 31, 2023 | 94.36% |
| December 31, 2022 | 94.36% |
| November 30, 2022 | 94.36% |
| October 31, 2022 | 94.36% |
| September 30, 2022 | 95.83% |
| August 31, 2022 | 95.83% |
| July 31, 2022 | 95.83% |
| June 30, 2022 | 96.32% |
| May 31, 2022 | 96.32% |
| April 30, 2022 | 96.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.32% |
| February 28, 2022 | 96.32% |
| January 31, 2022 | 97.08% |
| December 31, 2021 | 97.13% |
| November 30, 2021 | 97.15% |
| October 31, 2021 | 97.27% |
| September 30, 2021 | 97.27% |
| August 31, 2021 | 97.27% |
| July 31, 2021 | 97.27% |
| June 30, 2021 | 97.27% |
| May 31, 2021 | 97.27% |
| April 30, 2021 | 97.27% |
| March 31, 2021 | 97.27% |
| February 28, 2021 | 97.27% |
| January 31, 2021 | 98.46% |
| December 31, 2020 | 98.46% |
| November 30, 2020 | 98.46% |
| October 31, 2020 | 98.46% |
| September 30, 2020 | 98.46% |
| August 31, 2020 | 98.46% |
| July 31, 2020 | 98.46% |
| June 30, 2020 | 98.46% |
| May 31, 2020 | 98.46% |
| April 30, 2020 | 98.46% |
| March 31, 2020 | 98.46% |
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
70.06%
Minimum
Apr 2024
98.46%
Maximum
May 2019
95.09%
Average
97.21%
Median
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| LyondellBasell Industries NV | 68.15% |
| Ferroglobe PLC | 98.07% |
| Eden Research PLC | -- |
| Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.818 |
| Beta (5Y) | 0.5698 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.81% |
| Historical Sharpe Ratio (5Y) | 0.0545 |
| Historical Sortino (5Y) | 0.1233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.88% |