Nufarm Ltd (NUFMF)
2.78
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Nufarm Max Drawdown (5Y): 58.48% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 58.48% |
| August 31, 2024 | 58.48% |
| July 31, 2024 | 58.48% |
| June 30, 2024 | 58.48% |
| May 31, 2024 | 60.07% |
| April 30, 2024 | 60.07% |
| March 31, 2024 | 65.53% |
| February 29, 2024 | 65.53% |
| January 31, 2024 | 65.53% |
| December 31, 2023 | 65.53% |
| November 30, 2023 | 65.53% |
| October 31, 2023 | 65.53% |
| September 30, 2023 | 65.53% |
| August 31, 2023 | 65.53% |
| July 31, 2023 | 65.53% |
| June 30, 2023 | 65.53% |
| May 31, 2023 | 65.53% |
| April 30, 2023 | 65.53% |
| March 31, 2023 | 65.53% |
| February 28, 2023 | 65.53% |
| January 31, 2023 | 65.53% |
| December 31, 2022 | 65.53% |
| November 30, 2022 | 65.53% |
| October 31, 2022 | 65.53% |
| September 30, 2022 | 65.53% |
| Date | Value |
|---|---|
| August 31, 2022 | 65.53% |
| July 31, 2022 | 65.53% |
| June 30, 2022 | 65.53% |
| May 31, 2022 | 65.53% |
| April 30, 2022 | 65.53% |
| March 31, 2022 | 65.53% |
| February 28, 2022 | 65.53% |
| January 31, 2022 | 65.53% |
| December 31, 2021 | 65.53% |
| November 30, 2021 | 65.53% |
| October 31, 2021 | 65.53% |
| September 30, 2021 | 65.53% |
| August 31, 2021 | 65.53% |
| July 31, 2021 | 65.53% |
| June 30, 2021 | 65.53% |
| May 31, 2021 | 65.53% |
| April 30, 2021 | 65.53% |
| March 31, 2021 | 65.53% |
| February 28, 2021 | 65.53% |
| January 31, 2021 | 65.53% |
| December 31, 2020 | 65.53% |
| November 30, 2020 | 65.53% |
| October 31, 2020 | 65.53% |
| September 30, 2020 | 65.53% |
| August 31, 2020 | 65.53% |
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
58.48%
Minimum
Jun 2024
65.53%
Maximum
Nov 2019
64.87%
Average
65.53%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 95.62% |
| Harvest Minerals Ltd | -- |
| Nova Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.098 |
| Beta (5Y) | -0.0212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.98% |
| Historical Sharpe Ratio (5Y) | -0.1997 |
| Historical Sortino (5Y) | -0.281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.94% |