Lynas Rare Earths Ltd (LYSCF)
4.266
-0.01
(-0.33%)
USD |
OTCM |
May 03, 16:00
Lynas Rare Earths Max Drawdown (5Y): 72.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.48% |
March 31, 2024 | 72.48% |
February 29, 2024 | 72.48% |
January 31, 2024 | 72.48% |
December 31, 2023 | 72.48% |
November 30, 2023 | 72.48% |
October 31, 2023 | 72.48% |
September 30, 2023 | 72.48% |
August 31, 2023 | 72.48% |
July 31, 2023 | 72.48% |
June 30, 2023 | 72.48% |
May 31, 2023 | 72.48% |
April 30, 2023 | 72.48% |
March 31, 2023 | 72.48% |
February 28, 2023 | 72.48% |
January 31, 2023 | 72.48% |
December 31, 2022 | 74.32% |
November 30, 2022 | 79.39% |
October 31, 2022 | 79.39% |
September 30, 2022 | 81.34% |
August 31, 2022 | 81.34% |
July 31, 2022 | 81.60% |
June 30, 2022 | 83.20% |
May 31, 2022 | 87.53% |
April 30, 2022 | 91.13% |
Date | Value |
---|---|
March 31, 2022 | 93.96% |
February 28, 2022 | 94.06% |
January 31, 2022 | 94.36% |
December 31, 2021 | 94.36% |
November 30, 2021 | 94.47% |
October 31, 2021 | 96.15% |
September 30, 2021 | 97.11% |
August 31, 2021 | 97.38% |
July 31, 2021 | 97.64% |
June 30, 2021 | 97.64% |
May 31, 2021 | 97.64% |
April 30, 2021 | 97.70% |
March 31, 2021 | 97.91% |
February 28, 2021 | 98.02% |
January 31, 2021 | 98.02% |
December 31, 2020 | 98.02% |
November 30, 2020 | 98.07% |
October 31, 2020 | 98.07% |
September 30, 2020 | 98.18% |
August 31, 2020 | 98.47% |
July 31, 2020 | 99.01% |
June 30, 2020 | 99.12% |
May 31, 2020 | 99.16% |
April 30, 2020 | 99.16% |
March 31, 2020 | 99.16% |
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
72.48%
Minimum
Jan 2023
99.16%
Maximum
May 2019
88.72%
Average
95.31%
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) | 9.538 |
Beta (5Y) | 1.176 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.03% |
Historical Sharpe Ratio (5Y) | 0.4115 |
Historical Sortino (5Y) | 0.7339 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.82% |