Rio Tinto PLC (RIO)
64.68
+0.08 (+0.12%)
USD |
NYSE |
Mar 24, 16:00
64.68
0.00 (0.00%)
After-Hours: 18:17
Rio Tinto Max Drawdown (5Y): 37.48% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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 | 37.48% |
| August 31, 2021 | 37.48% |
| July 31, 2021 | 39.39% |
| June 30, 2021 | 43.15% |
| May 31, 2021 | 43.15% |
| April 30, 2021 | 43.15% |
| March 31, 2021 | 48.60% |
| February 28, 2021 | 52.34% |
| Date | Value |
|---|---|
| January 31, 2021 | 55.21% |
| December 31, 2020 | 55.21% |
| November 30, 2020 | 63.01% |
| October 31, 2020 | 63.88% |
| September 30, 2020 | 63.88% |
| August 31, 2020 | 63.88% |
| July 31, 2020 | 63.88% |
| June 30, 2020 | 63.88% |
| May 31, 2020 | 63.88% |
| April 30, 2020 | 63.88% |
| March 31, 2020 | 63.88% |
| February 29, 2020 | 63.88% |
| January 31, 2020 | 63.88% |
| December 31, 2019 | 63.88% |
| November 30, 2019 | 63.88% |
| October 31, 2019 | 63.88% |
| September 30, 2019 | 63.88% |
| August 31, 2019 | 63.88% |
| July 31, 2019 | 63.88% |
| June 30, 2019 | 63.88% |
| May 31, 2019 | 63.88% |
| April 30, 2019 | 63.88% |
| March 31, 2019 | 63.88% |
| February 28, 2019 | 63.88% |
| January 31, 2019 | 63.88% |
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
Aug 2021
63.88%
Maximum
Mar 2018
53.33%
Average
63.88%
Median
Mar 2018
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Anglo American PLC | 56.93% |
| Vale SA | 57.88% |
| Ferroglobe PLC | 98.07% |
| Venator Materials PLC | 98.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.138 |
| Beta (5Y) | 0.6893 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.24% |
| Historical Sharpe Ratio (5Y) | 0.5869 |
| Historical Sortino (5Y) | 1.009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.57% |