Neometals Ltd (RDRUY)
0.75
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Neometals Max Drawdown (5Y): 94.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.82% |
March 31, 2024 | 94.77% |
February 29, 2024 | 94.77% |
January 31, 2024 | 93.30% |
December 31, 2023 | 91.15% |
November 30, 2023 | 90.39% |
October 31, 2023 | 88.87% |
September 30, 2023 | 80.24% |
August 31, 2023 | 78.16% |
July 31, 2023 | 77.89% |
June 30, 2023 | 77.82% |
May 31, 2023 | 77.82% |
April 30, 2023 | 75.35% |
March 31, 2023 | 75.35% |
February 28, 2023 | 75.35% |
January 31, 2023 | 75.35% |
December 31, 2022 | 75.35% |
November 30, 2022 | 75.35% |
October 31, 2022 | 75.35% |
September 30, 2022 | 75.35% |
August 31, 2022 | 75.35% |
July 31, 2022 | 75.35% |
June 30, 2022 | 75.35% |
May 31, 2022 | 75.35% |
April 30, 2022 | 75.35% |
Date | Value |
---|---|
March 31, 2022 | 75.35% |
February 28, 2022 | 75.35% |
January 31, 2022 | 75.35% |
December 31, 2021 | 75.35% |
November 30, 2021 | 75.35% |
October 31, 2021 | 75.35% |
September 30, 2021 | 75.35% |
August 31, 2021 | 75.35% |
July 31, 2021 | 75.35% |
June 30, 2021 | 75.35% |
May 31, 2021 | 75.35% |
April 30, 2021 | 75.35% |
March 31, 2021 | 75.35% |
February 28, 2021 | 75.35% |
January 31, 2021 | 75.35% |
December 31, 2020 | 75.35% |
November 30, 2020 | 75.35% |
October 31, 2020 | 75.35% |
September 30, 2020 | 75.35% |
August 31, 2020 | 75.35% |
July 31, 2020 | 75.35% |
June 30, 2020 | 75.35% |
May 31, 2020 | 75.35% |
April 30, 2020 | 75.35% |
March 31, 2020 | 75.35% |
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
63.51%
Minimum
May 2019
94.82%
Maximum
Apr 2024
76.15%
Average
75.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brambles Ltd | 42.99% |
Austal Ltd | 62.20% |
Atlas Arteria Ltd | 52.76% |
CSR Ltd | 38.79% |
Globavend Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.49 |
Beta (5Y) | 1.286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.85% |
Historical Sharpe Ratio (5Y) | -0.174 |
Historical Sortino (5Y) | -0.3361 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.60% |