Danakali Ltd (SBMSF)

0.1139 -0.04 (-26.52%) USD  |  OTCM  |  Dec 20, 16:00
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Danakali Max Drawdown (5Y): 82.42% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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BHP Group Ltd 43.85%
Fertoz Ltd 95.62%
Harvest Minerals Ltd --
Nufarm Ltd 58.48%
Nova Minerals Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.48
Beta (5Y) 1.672
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 86.85%
Historical Sharpe Ratio (5Y) -0.0822
Historical Sortino (5Y) -0.1925
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.17%