South32 Ltd. (SHTLF)
3.40
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
South32 Max Drawdown (5Y) : 61.74% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 61.74% |
| August 31, 2026 | 61.74% |
| July 31, 2026 | 61.74% |
| June 30, 2026 | 61.74% |
| May 31, 2026 | 61.74% |
| April 30, 2026 | 61.74% |
| March 31, 2026 | 61.74% |
| February 28, 2026 | 61.74% |
| January 31, 2026 | 61.74% |
| December 31, 2025 | 61.74% |
| November 30, 2025 | 61.74% |
| October 31, 2025 | 61.74% |
| September 30, 2025 | 61.74% |
| August 31, 2025 | 61.74% |
| July 31, 2025 | 61.74% |
| June 30, 2025 | 61.74% |
| May 31, 2025 | 61.74% |
| April 30, 2025 | 61.74% |
| March 31, 2025 | 63.86% |
| February 28, 2025 | 69.08% |
| January 31, 2025 | 69.08% |
| December 31, 2024 | 69.08% |
| November 30, 2024 | 69.08% |
| October 31, 2024 | 69.08% |
| September 30, 2024 | 69.08% |
| Date | Value |
|---|---|
| August 31, 2024 | 69.08% |
| July 31, 2024 | 69.08% |
| June 30, 2024 | 69.08% |
| May 31, 2024 | 69.08% |
| April 30, 2024 | 69.08% |
| March 31, 2024 | 69.08% |
| February 29, 2024 | 69.08% |
| January 31, 2024 | 69.08% |
| December 31, 2023 | 69.08% |
| November 30, 2023 | 69.08% |
| October 31, 2023 | 69.08% |
| September 30, 2023 | 69.08% |
| August 31, 2023 | 69.08% |
| July 31, 2023 | 69.08% |
| June 30, 2023 | 69.08% |
| May 31, 2023 | 69.08% |
| April 30, 2023 | 69.08% |
| March 31, 2023 | 69.08% |
| February 28, 2023 | 69.08% |
| January 31, 2023 | 69.08% |
| December 31, 2022 | 69.08% |
| November 30, 2022 | 69.08% |
| October 31, 2022 | 69.08% |
| September 30, 2022 | 69.08% |
| August 31, 2022 | 69.08% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Prairie Lithium Ltd. | 99.87% |
| BHP Group Ltd. | 37.26% |
| Sims Ltd. | 59.79% |
| Graphene & Solar Technologies Ltd. | 99.99% |
| Indiana Resources Ltd. | 93.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.491 |
| Beta (5Y) | 0.7722 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.04% |
| Historical Sharpe Ratio (5Y) | 0.0752 |
| Historical Sortino (5Y) | 0.1343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |