Anglo American PLC (NGLOY)

14.70 +0.01 (+0.07%) USD  |  OTCM  |  Dec 20, 16:00
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Anglo American Max Drawdown (5Y): 58.31% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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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) -6.742
Beta (5Y) 1.052
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.18%
Historical Sharpe Ratio (5Y) 0.1617
Historical Sortino (5Y) 0.2496
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.39%