Anglo American Plc (NGLOY)
27.76
+1.07
(+4.01%)
USD |
OTCM |
Oct 02, 16:00
Anglo American Max Drawdown (5Y) : 58.31% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 58.31% |
| August 31, 2026 | 58.31% |
| July 31, 2026 | 58.31% |
| June 30, 2026 | 58.31% |
| May 31, 2026 | 58.31% |
| April 30, 2026 | 58.31% |
| March 31, 2026 | 58.31% |
| February 28, 2026 | 58.31% |
| January 31, 2026 | 58.31% |
| December 31, 2025 | 58.31% |
| November 30, 2025 | 58.31% |
| October 31, 2025 | 58.31% |
| September 30, 2025 | 58.31% |
| August 31, 2025 | 58.31% |
| July 31, 2025 | 58.31% |
| June 30, 2025 | 58.31% |
| May 31, 2025 | 58.31% |
| April 30, 2025 | 58.31% |
| March 31, 2025 | 58.31% |
| February 28, 2025 | 58.31% |
| January 31, 2025 | 58.31% |
| December 31, 2024 | 58.31% |
| November 30, 2024 | 58.31% |
| October 31, 2024 | 58.31% |
| September 30, 2024 | 58.31% |
| Date | Value |
|---|---|
| August 31, 2024 | 58.31% |
| July 31, 2024 | 58.31% |
| June 30, 2024 | 58.31% |
| May 31, 2024 | 58.31% |
| April 30, 2024 | 58.31% |
| March 31, 2024 | 58.31% |
| February 29, 2024 | 58.31% |
| January 31, 2024 | 58.31% |
| December 31, 2023 | 58.31% |
| November 30, 2023 | 56.93% |
| October 31, 2023 | 56.93% |
| September 30, 2023 | 56.93% |
| August 31, 2023 | 56.93% |
| July 31, 2023 | 56.93% |
| June 30, 2023 | 56.93% |
| May 31, 2023 | 56.93% |
| April 30, 2023 | 56.93% |
| March 31, 2023 | 56.93% |
| February 28, 2023 | 56.93% |
| January 31, 2023 | 56.93% |
| December 31, 2022 | 56.93% |
| November 30, 2022 | 56.93% |
| October 31, 2022 | 56.93% |
| September 30, 2022 | 56.93% |
| August 31, 2022 | 56.93% |
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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Minimum
--
Maximum
--
Average
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Median
Max Drawdown (5Y) Benchmarks
| Antofagasta Plc | 54.22% |
| Rio Tinto Plc | 35.60% |
| Phoenix Copper Ltd. (United Kingdom) | 99.56% |
| 80 Mile Plc | 98.82% |
| ARC Minerals Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.006 |
| Beta (5Y) | 1.003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.41% |
| Historical Sharpe Ratio (5Y) | 0.2234 |
| Historical Sortino (5Y) | 0.3912 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.13% |