Aurizon Holdings Ltd. (QRNNF)
3.10
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
Aurizon Holdings Max Drawdown (5Y) : 53.31% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 53.31% |
| August 31, 2026 | 53.31% |
| July 31, 2026 | 53.31% |
| June 30, 2026 | 53.31% |
| May 31, 2026 | 53.31% |
| April 30, 2026 | 53.31% |
| March 31, 2026 | 53.31% |
| February 28, 2026 | 53.31% |
| January 31, 2026 | 53.31% |
| December 31, 2025 | 53.31% |
| November 30, 2025 | 53.31% |
| October 31, 2025 | 53.31% |
| September 30, 2025 | 53.31% |
| August 31, 2025 | 53.31% |
| July 31, 2025 | 53.31% |
| June 30, 2025 | 53.31% |
| May 31, 2025 | 53.31% |
| April 30, 2025 | 53.31% |
| March 31, 2025 | 51.20% |
| February 28, 2025 | 51.20% |
| January 31, 2025 | 51.20% |
| December 31, 2024 | 51.20% |
| November 30, 2024 | 51.20% |
| October 31, 2024 | 50.48% |
| September 30, 2024 | 50.48% |
| Date | Value |
|---|---|
| August 31, 2024 | 49.76% |
| July 31, 2024 | 49.76% |
| June 30, 2024 | 49.76% |
| May 31, 2024 | 49.76% |
| April 30, 2024 | 49.76% |
| March 31, 2024 | 49.76% |
| February 29, 2024 | 49.76% |
| January 31, 2024 | 49.76% |
| December 31, 2023 | 49.76% |
| November 30, 2023 | 49.76% |
| October 31, 2023 | 49.76% |
| September 30, 2023 | 49.76% |
| August 31, 2023 | 49.76% |
| July 31, 2023 | 49.76% |
| June 30, 2023 | 49.76% |
| May 31, 2023 | 49.76% |
| April 30, 2023 | 49.76% |
| March 31, 2023 | 49.76% |
| February 28, 2023 | 49.76% |
| January 31, 2023 | 49.76% |
| December 31, 2022 | 49.76% |
| November 30, 2022 | 49.76% |
| October 31, 2022 | 49.76% |
| September 30, 2022 | 49.76% |
| August 31, 2022 | 49.76% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CSX Corp. | 29.45% |
| Norfolk Southern Corp. | 35.65% |
| Union Pacific Corp. | 31.83% |
| East Japan Railway Co. | 54.44% |
| FirstGroup Plc | 38.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.577 |
| Beta (5Y) | 0.1344 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.20% |
| Historical Sharpe Ratio (5Y) | -0.0715 |
| Historical Sortino (5Y) | -0.1074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |