Lynas Rare Earths Ltd (LYSDY)
4.64
+0.06
(+1.20%)
USD |
OTCM |
May 16, 15:56
Lynas Rare Earths Max Drawdown (5Y): 96.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.76% |
March 31, 2024 | 96.76% |
February 29, 2024 | 96.76% |
January 31, 2024 | 96.76% |
December 31, 2023 | 96.76% |
November 30, 2023 | 96.76% |
October 31, 2023 | 96.76% |
September 30, 2023 | 96.76% |
August 31, 2023 | 96.76% |
July 31, 2023 | 96.76% |
June 30, 2023 | 96.76% |
May 31, 2023 | 96.76% |
April 30, 2023 | 96.76% |
March 31, 2023 | 96.76% |
February 28, 2023 | 96.76% |
January 31, 2023 | 96.76% |
December 31, 2022 | 97.48% |
November 30, 2022 | 97.93% |
October 31, 2022 | 97.93% |
September 30, 2022 | 99.20% |
August 31, 2022 | 99.20% |
July 31, 2022 | 99.20% |
June 30, 2022 | 99.20% |
May 31, 2022 | 99.20% |
April 30, 2022 | 99.20% |
Date | Value |
---|---|
March 31, 2022 | 99.20% |
February 28, 2022 | 99.20% |
January 31, 2022 | 99.20% |
December 31, 2021 | 99.20% |
November 30, 2021 | 99.20% |
October 31, 2021 | 99.20% |
September 30, 2021 | 99.20% |
August 31, 2021 | 99.20% |
July 31, 2021 | 99.20% |
June 30, 2021 | 99.20% |
May 31, 2021 | 99.20% |
April 30, 2021 | 99.20% |
March 31, 2021 | 99.20% |
February 28, 2021 | 99.20% |
January 31, 2021 | 99.20% |
December 31, 2020 | 99.20% |
November 30, 2020 | 99.20% |
October 31, 2020 | 99.20% |
September 30, 2020 | 99.20% |
August 31, 2020 | 99.20% |
July 31, 2020 | 99.20% |
June 30, 2020 | 99.20% |
May 31, 2020 | 99.24% |
April 30, 2020 | 99.28% |
March 31, 2020 | 99.28% |
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
96.76%
Minimum
Jan 2023
99.28%
Maximum
May 2019
98.49%
Average
99.20%
Median
Jun 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) | 8.953 |
Beta (5Y) | 1.178 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.40% |
Historical Sharpe Ratio (5Y) | 0.3915 |
Historical Sortino (5Y) | 0.7139 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.50% |