Atlas Arteria Ltd (MAQAF)

3.020 0.00 (0.00%) USD  |  OTCM  |  Dec 13, 16:00
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Atlas Arteria Max Drawdown (5Y): 52.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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EESTech Inc 99.89%
Brambles Ltd 42.99%
Austal Ltd 62.20%
GWA Group Ltd 50.66%
Globavend Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.33
Beta (5Y) 1.196
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.07%
Historical Sharpe Ratio (5Y) -0.1672
Historical Sortino (5Y) -0.2009
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.55%