Atlas Arteria Ltd (MAQAF)
3.57
0.00 (0.00%)
USD |
OTCM |
Mar 28, 16:00
Atlas Arteria Max Drawdown (5Y): 52.76% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| Brambles Ltd | 42.99% |
| Austal Ltd | 62.20% |
| GWA Group Ltd | 50.66% |
| NOVONIX Ltd | -- |
| Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.78 |
| Beta (5Y) | 1.311 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.88% |
| Historical Sharpe Ratio (5Y) | -0.2518 |
| Historical Sortino (5Y) | -0.4595 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.09% |