Sibanye Stillwater Ltd (SBSW)
4.64
-0.03
(-0.64%)
USD |
NYSE |
Nov 01, 16:00
4.645
0.00 (0.00%)
After-Hours: 20:00
Sibanye Stillwater Max Drawdown (5Y): 82.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 82.52% |
September 30, 2024 | 82.52% |
August 31, 2024 | 78.62% |
July 31, 2024 | 78.40% |
June 30, 2024 | 78.40% |
May 31, 2024 | 78.40% |
April 30, 2024 | 78.40% |
March 31, 2024 | 78.40% |
February 29, 2024 | 77.85% |
January 31, 2024 | 76.53% |
December 31, 2023 | 76.53% |
November 30, 2023 | 76.53% |
October 31, 2023 | 78.40% |
September 30, 2023 | 81.41% |
August 31, 2023 | 82.12% |
July 31, 2023 | 82.12% |
June 30, 2023 | 82.12% |
May 31, 2023 | 83.78% |
April 30, 2023 | 83.78% |
March 31, 2023 | 83.78% |
February 28, 2023 | 83.78% |
January 31, 2023 | 83.78% |
December 31, 2022 | 83.78% |
November 30, 2022 | 83.78% |
October 31, 2022 | 83.78% |
Date | Value |
---|---|
September 30, 2022 | 83.78% |
August 31, 2022 | 83.78% |
July 31, 2022 | 83.78% |
June 30, 2022 | 83.78% |
May 31, 2022 | 83.78% |
April 30, 2022 | 83.78% |
March 31, 2022 | 83.78% |
February 28, 2022 | 83.78% |
January 31, 2022 | 83.78% |
December 31, 2021 | 83.78% |
November 30, 2021 | 83.78% |
October 31, 2021 | 83.78% |
September 30, 2021 | 83.78% |
August 31, 2021 | 83.78% |
July 31, 2021 | 83.78% |
June 30, 2021 | 83.78% |
May 31, 2021 | 83.78% |
April 30, 2021 | 83.78% |
March 31, 2021 | 83.78% |
February 28, 2021 | 83.78% |
January 31, 2021 | 83.78% |
December 31, 2020 | 83.78% |
November 30, 2020 | 83.78% |
October 31, 2020 | 83.78% |
September 30, 2020 | 83.78% |
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
76.53%
Minimum
Nov 2023
83.78%
Maximum
Nov 2019
82.53%
Average
83.78%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Gold Fields Ltd | 56.25% |
Harmony Gold Mining Co Ltd | 71.06% |
Sasol Ltd | 96.54% |
DRDGold Ltd | 69.30% |
PPC Ltd | 96.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.30 |
Beta (5Y) | 1.603 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.00% |
Historical Sharpe Ratio (5Y) | -0.1335 |
Historical Sortino (5Y) | -0.222 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.82% |