Ramelius Resources Ltd (RMLRF)
1.39
-0.04
(-2.80%)
USD |
OTCM |
May 17, 16:00
Ramelius Resources Max Drawdown (5Y): 77.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.60% |
| March 31, 2024 | 77.60% |
| February 29, 2024 | 77.60% |
| January 31, 2024 | 77.60% |
| December 31, 2023 | 77.60% |
| November 30, 2023 | 77.60% |
| October 31, 2023 | 77.60% |
| September 30, 2023 | 77.60% |
| August 31, 2023 | 77.60% |
| July 31, 2023 | 77.60% |
| June 30, 2023 | 77.60% |
| May 31, 2023 | 77.60% |
| April 30, 2023 | 77.60% |
| March 31, 2023 | 77.60% |
| February 28, 2023 | 77.60% |
| January 31, 2023 | 77.60% |
| December 31, 2022 | 77.60% |
| November 30, 2022 | 77.60% |
| October 31, 2022 | 77.60% |
| September 30, 2022 | 74.36% |
| August 31, 2022 | 64.33% |
| July 31, 2022 | 64.33% |
| June 30, 2022 | 64.33% |
| May 31, 2022 | 52.28% |
| April 30, 2022 | 52.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.28% |
| February 28, 2022 | 52.28% |
| January 31, 2022 | 52.28% |
| December 31, 2021 | 52.28% |
| November 30, 2021 | 52.28% |
| October 31, 2021 | 63.67% |
| September 30, 2021 | 69.20% |
| August 31, 2021 | 71.76% |
| July 31, 2021 | 73.66% |
| June 30, 2021 | 73.66% |
| May 31, 2021 | 73.66% |
| April 30, 2021 | 78.45% |
| March 31, 2021 | 83.29% |
| February 28, 2021 | 83.29% |
| January 31, 2021 | 85.08% |
| December 31, 2020 | 85.08% |
| November 30, 2020 | 86.27% |
| October 31, 2020 | 91.05% |
| September 30, 2020 | 92.24% |
| August 31, 2020 | 92.24% |
| July 31, 2020 | 92.24% |
| June 30, 2020 | 92.24% |
| May 31, 2020 | 94.63% |
| April 30, 2020 | 95.23% |
| March 31, 2020 | 95.23% |
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
52.28%
Minimum
Nov 2021
97.98%
Maximum
May 2019
79.13%
Average
77.60%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.928 |
| Beta (5Y) | 1.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.71% |
| Historical Sharpe Ratio (5Y) | 0.2661 |
| Historical Sortino (5Y) | 0.5493 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.33% |