Nufarm Ltd (NUFMF)
3.35
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
Nufarm Max Drawdown (5Y): 60.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 65.53% |
June 30, 2020 | 65.53% |
May 31, 2020 | 65.53% |
April 30, 2020 | 65.53% |
March 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
57.12%
Minimum
May 2019
65.53%
Maximum
Jun 2019
65.30%
Average
65.53%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Boral Ltd | 84.03% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0498 |
Beta (5Y) | -0.0914 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.08% |
Historical Sharpe Ratio (5Y) | -0.0355 |
Historical Sortino (5Y) | -0.0561 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.71% |