Investec Ltd (ITCFY)
16.70
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Investec Max Drawdown (5Y): 82.53% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 82.53% |
| August 31, 2024 | 82.53% |
| July 31, 2024 | 82.53% |
| June 30, 2024 | 82.53% |
| May 31, 2024 | 82.53% |
| April 30, 2024 | 82.53% |
| March 31, 2024 | 82.53% |
| February 29, 2024 | 82.53% |
| January 31, 2024 | 82.53% |
| December 31, 2023 | 82.53% |
| November 30, 2023 | 82.53% |
| October 31, 2023 | 82.53% |
| September 30, 2023 | 82.53% |
| August 31, 2023 | 82.53% |
| July 31, 2023 | 82.53% |
| June 30, 2023 | 82.53% |
| May 31, 2023 | 82.53% |
| April 30, 2023 | 82.53% |
| March 31, 2023 | 82.53% |
| February 28, 2023 | 82.53% |
| January 31, 2023 | 82.53% |
| December 31, 2022 | 82.53% |
| November 30, 2022 | 82.53% |
| October 31, 2022 | 82.53% |
| September 30, 2022 | 82.53% |
| Date | Value |
|---|---|
| August 31, 2022 | 82.53% |
| July 31, 2022 | 82.53% |
| June 30, 2022 | 82.53% |
| May 31, 2022 | 82.53% |
| April 30, 2022 | 82.53% |
| March 31, 2022 | 82.53% |
| February 28, 2022 | 82.53% |
| January 31, 2022 | 82.53% |
| December 31, 2021 | 82.53% |
| November 30, 2021 | 82.53% |
| October 31, 2021 | 82.53% |
| September 30, 2021 | 82.53% |
| August 31, 2021 | 82.53% |
| July 31, 2021 | 82.53% |
| June 30, 2021 | 82.53% |
| May 31, 2021 | 82.53% |
| April 30, 2021 | 82.53% |
| March 31, 2021 | 82.53% |
| February 28, 2021 | 82.53% |
| January 31, 2021 | 82.53% |
| December 31, 2020 | 82.53% |
| November 30, 2020 | 82.53% |
| October 31, 2020 | 82.53% |
| September 30, 2020 | 82.53% |
| August 31, 2020 | 82.53% |
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
38.34%
Minimum
Nov 2019
82.53%
Maximum
Mar 2020
79.57%
Average
82.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Standard Bank Group Ltd | 73.20% |
| Nedbank Group Ltd | 82.84% |
| Capitec Bank Holdings Ltd | 59.59% |
| Remgro Ltd | -- |
| Absa Group Ltd | 76.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.35 |
| Beta (5Y) | 2.032 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.6% |
| Historical Sharpe Ratio (5Y) | 0.1036 |
| Historical Sortino (5Y) | 0.2232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.88% |