Sibanye Stillwater Ltd (SBSW)
4.56
-0.05
(-1.08%)
USD |
NYSE |
May 02, 16:00
4.65
+0.09
(+1.97%)
Pre-Market: 08:38
Sibanye Stillwater Max Drawdown (5Y): 78.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 83.78% |
July 31, 2020 | 83.78% |
June 30, 2020 | 83.78% |
May 31, 2020 | 83.78% |
April 30, 2020 | 83.78% |
March 31, 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
May 2019
82.93%
Average
83.78%
Median
May 2019
Max Drawdown (5Y) Benchmarks
DRDGold Ltd | 69.30% |
Gold Fields Ltd | 56.25% |
Harmony Gold Mining Co Ltd | 71.06% |
Sasol Ltd | 96.54% |
PPC Ltd | 96.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.10 |
Beta (5Y) | 1.626 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.28% |
Historical Sharpe Ratio (5Y) | 0.1184 |
Historical Sortino (5Y) | 0.1991 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.78% |