Anglo American PLC (NGLOY)
15.53
-0.01
(-0.06%)
USD |
OTCM |
Nov 04, 16:00
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 | 56.93% |
| April 30, 2022 | 56.93% |
| March 31, 2022 | 59.57% |
| February 28, 2022 | 59.57% |
| January 31, 2022 | 59.57% |
| December 31, 2021 | 59.57% |
| November 30, 2021 | 59.57% |
| October 31, 2021 | 61.82% |
| September 30, 2021 | 63.73% |
| August 31, 2021 | 66.05% |
| July 31, 2021 | 69.20% |
| June 30, 2021 | 74.46% |
| May 31, 2021 | 74.65% |
| April 30, 2021 | 76.20% |
| March 31, 2021 | 79.35% |
| February 28, 2021 | 81.53% |
| January 31, 2021 | 83.96% |
| December 31, 2020 | 84.28% |
| November 30, 2020 | 92.22% |
| October 31, 2020 | 92.98% |
| September 30, 2020 | 92.98% |
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
Apr 2022
92.98%
Maximum
Nov 2019
68.35%
Average
58.31%
Median
Dec 2023
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% |