Rio Tinto PLC (RTPPF)
66.50
-3.16
(-4.54%)
USD |
OTCM |
May 02, 14:59
Rio Tinto Max Drawdown (5Y): 40.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 40.10% |
| March 31, 2024 | 40.10% |
| February 29, 2024 | 40.10% |
| January 31, 2024 | 40.10% |
| December 31, 2023 | 40.10% |
| November 30, 2023 | 40.10% |
| October 31, 2023 | 40.10% |
| September 30, 2023 | 40.10% |
| August 31, 2023 | 40.10% |
| July 31, 2023 | 40.10% |
| June 30, 2023 | 40.10% |
| May 31, 2023 | 40.10% |
| April 30, 2023 | 40.10% |
| March 31, 2023 | 40.10% |
| February 28, 2023 | 40.10% |
| January 31, 2023 | 40.10% |
| December 31, 2022 | 40.10% |
| November 30, 2022 | 40.10% |
| October 31, 2022 | 40.10% |
| September 30, 2022 | 40.10% |
| August 31, 2022 | 40.10% |
| July 31, 2022 | 40.10% |
| June 30, 2022 | 40.10% |
| May 31, 2022 | 40.10% |
| April 30, 2022 | 40.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 40.10% |
| February 28, 2022 | 40.10% |
| January 31, 2022 | 40.10% |
| December 31, 2021 | 40.10% |
| November 30, 2021 | 40.10% |
| October 31, 2021 | 40.10% |
| September 30, 2021 | 40.10% |
| August 31, 2021 | 40.10% |
| July 31, 2021 | 41.68% |
| June 30, 2021 | 44.57% |
| May 31, 2021 | 44.57% |
| April 30, 2021 | 45.21% |
| March 31, 2021 | 50.12% |
| February 28, 2021 | 54.98% |
| January 31, 2021 | 54.98% |
| December 31, 2020 | 57.64% |
| November 30, 2020 | 66.14% |
| October 31, 2020 | 66.14% |
| September 30, 2020 | 66.14% |
| August 31, 2020 | 66.14% |
| July 31, 2020 | 66.14% |
| June 30, 2020 | 66.14% |
| May 31, 2020 | 66.14% |
| April 30, 2020 | 66.14% |
| March 31, 2020 | 66.14% |
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
40.10%
Minimum
Aug 2021
66.14%
Maximum
May 2019
49.56%
Average
40.10%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| LyondellBasell Industries NV | 68.15% |
| Ferroglobe PLC | 98.07% |
| Eden Research PLC | -- |
| Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.168 |
| Beta (5Y) | 0.7695 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.17% |
| Historical Sharpe Ratio (5Y) | 0.3239 |
| Historical Sortino (5Y) | 0.5635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.92% |