PPC Ltd (PPCLY)

0.4223 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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PPC Max Drawdown (5Y): 96.85% 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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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) -7.540
Beta (5Y) 0.6297
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 117.4%
Historical Sharpe Ratio (5Y) 0.0074
Historical Sortino (5Y) 0.0152
Monthly Value at Risk (VaR) 5% (5Y Lookback) 46.61%