Anglo American PLC (NGLOY)
14.94
+0.08
(+0.54%)
USD |
OTCM |
Nov 21, 15:59
Anglo American Max Drawdown (5Y): 58.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 58.31% |
September 30, 2024 | 58.31% |
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% |
Date | Value |
---|---|
September 30, 2022 | 56.93% |
August 31, 2022 | 56.93% |
July 31, 2022 | 56.93% |
June 30, 2022 | 56.93% |
May 31, 2022 | 59.72% |
April 30, 2022 | 60.10% |
March 31, 2022 | 60.10% |
February 28, 2022 | 61.82% |
January 31, 2022 | 61.82% |
December 31, 2021 | 65.43% |
November 30, 2021 | 65.83% |
October 31, 2021 | 66.05% |
September 30, 2021 | 69.20% |
August 31, 2021 | 74.46% |
July 31, 2021 | 74.65% |
June 30, 2021 | 78.11% |
May 31, 2021 | 81.24% |
April 30, 2021 | 81.83% |
March 31, 2021 | 84.99% |
February 28, 2021 | 86.01% |
January 31, 2021 | 92.25% |
December 31, 2020 | 93.01% |
November 30, 2020 | 93.01% |
October 31, 2020 | 93.01% |
September 30, 2020 | 93.01% |
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
56.93%
Minimum
Jun 2022
93.01%
Maximum
Nov 2019
69.86%
Average
59.91%
Median
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
BHP Group Ltd | 43.85% |
Glencore PLC | 75.73% |
Vale SA | 57.88% |
Antofagasta PLC | 54.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.769 |
Beta (5Y) | 1.056 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.16% |
Historical Sharpe Ratio (5Y) | 0.152 |
Historical Sortino (5Y) | 0.2334 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.39% |