Rio Tinto PLC (RIO)
62.56
+0.17
(+0.27%)
USD |
NYSE |
Nov 21, 16:00
62.73
+0.17
(+0.27%)
After-Hours: 20:00
Rio Tinto Max Drawdown (5Y): 37.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.48% |
| September 30, 2024 | 37.48% |
| August 31, 2024 | 37.48% |
| July 31, 2024 | 37.48% |
| June 30, 2024 | 37.48% |
| May 31, 2024 | 37.48% |
| April 30, 2024 | 37.48% |
| March 31, 2024 | 37.48% |
| February 29, 2024 | 37.48% |
| January 31, 2024 | 37.48% |
| December 31, 2023 | 37.48% |
| November 30, 2023 | 37.48% |
| October 31, 2023 | 37.48% |
| September 30, 2023 | 37.48% |
| August 31, 2023 | 37.48% |
| July 31, 2023 | 37.48% |
| June 30, 2023 | 37.48% |
| May 31, 2023 | 37.48% |
| April 30, 2023 | 37.48% |
| March 31, 2023 | 37.48% |
| February 28, 2023 | 37.48% |
| January 31, 2023 | 37.48% |
| December 31, 2022 | 37.48% |
| November 30, 2022 | 37.48% |
| October 31, 2022 | 37.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.48% |
| August 31, 2022 | 37.48% |
| July 31, 2022 | 37.48% |
| June 30, 2022 | 37.48% |
| May 31, 2022 | 37.48% |
| April 30, 2022 | 37.48% |
| March 31, 2022 | 37.48% |
| February 28, 2022 | 37.48% |
| January 31, 2022 | 37.48% |
| December 31, 2021 | 37.48% |
| November 30, 2021 | 37.48% |
| October 31, 2021 | 37.48% |
| September 30, 2021 | 39.39% |
| August 31, 2021 | 43.15% |
| July 31, 2021 | 43.15% |
| June 30, 2021 | 48.99% |
| May 31, 2021 | 54.56% |
| April 30, 2021 | 54.56% |
| March 31, 2021 | 55.33% |
| February 28, 2021 | 56.77% |
| January 31, 2021 | 63.99% |
| December 31, 2020 | 64.84% |
| November 30, 2020 | 64.84% |
| October 31, 2020 | 64.84% |
| September 30, 2020 | 64.84% |
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
37.48%
Minimum
Oct 2021
64.84%
Maximum
Nov 2019
45.91%
Average
37.48%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Anglo American PLC | 58.31% |
| BHP Group Ltd | 43.85% |
| Vale SA | 57.88% |
| Glencore PLC | 75.73% |
| Arcadium Lithium PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.701 |
| Beta (5Y) | 0.6755 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.23% |
| Historical Sharpe Ratio (5Y) | 0.3657 |
| Historical Sortino (5Y) | 0.6489 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.38% |