PPC Ltd (PPCLY)
0.41
0.00 (0.00%)
USD |
OTCM |
Nov 01, 16:00
PPC Max Drawdown (5Y): 96.85% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 96.85% |
| August 31, 2024 | 96.85% |
| July 31, 2024 | 96.85% |
| June 30, 2024 | 96.85% |
| May 31, 2024 | 96.85% |
| April 30, 2024 | 96.85% |
| March 31, 2024 | 96.85% |
| February 29, 2024 | 96.85% |
| January 31, 2024 | 96.85% |
| December 31, 2023 | 96.85% |
| November 30, 2023 | 96.85% |
| October 31, 2023 | 96.85% |
| September 30, 2023 | 96.85% |
| August 31, 2023 | 96.85% |
| July 31, 2023 | 96.85% |
| June 30, 2023 | 96.85% |
| May 31, 2023 | 96.85% |
| April 30, 2023 | 96.85% |
| March 31, 2023 | 96.85% |
| February 28, 2023 | 96.85% |
| January 31, 2023 | 96.85% |
| December 31, 2022 | 96.85% |
| November 30, 2022 | 96.85% |
| October 31, 2022 | 96.85% |
| September 30, 2022 | 96.85% |
| Date | Value |
|---|---|
| August 31, 2022 | 96.85% |
| July 31, 2022 | 96.85% |
| June 30, 2022 | 96.85% |
| May 31, 2022 | 96.85% |
| April 30, 2022 | 96.85% |
| March 31, 2022 | 96.85% |
| February 28, 2022 | 96.85% |
| January 31, 2022 | 96.85% |
| December 31, 2021 | 96.85% |
| November 30, 2021 | 96.85% |
| October 31, 2021 | 96.85% |
| September 30, 2021 | 96.85% |
| August 31, 2021 | 96.85% |
| July 31, 2021 | 96.85% |
| June 30, 2021 | 96.85% |
| May 31, 2021 | 96.85% |
| April 30, 2021 | 96.85% |
| March 31, 2021 | 96.85% |
| February 28, 2021 | 96.85% |
| January 31, 2021 | 96.85% |
| December 31, 2020 | 96.85% |
| November 30, 2020 | 96.85% |
| October 31, 2020 | 96.85% |
| September 30, 2020 | 96.85% |
| August 31, 2020 | 96.85% |
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
79.51%
Minimum
Nov 2019
96.85%
Maximum
Apr 2020
95.93%
Average
96.85%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Gold Fields Ltd | 56.25% |
| Harmony Gold Mining Co Ltd | 71.06% |
| Sasol Ltd | 96.54% |
| DRDGold Ltd | 69.30% |
| Sibanye Stillwater Ltd | 82.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.45 |
| Beta (5Y) | 0.6273 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 117.8% |
| Historical Sharpe Ratio (5Y) | -0.0838 |
| Historical Sortino (5Y) | -0.175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.61% |