South32 Ltd (SOUHY)
12.11
-0.18
(-1.46%)
USD |
OTCM |
Jun 26, 15:59
South32 Max Drawdown (5Y): 66.34% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 66.34% |
April 30, 2024 | 66.34% |
March 31, 2024 | 66.34% |
February 29, 2024 | 66.34% |
January 31, 2024 | 66.34% |
December 31, 2023 | 66.34% |
November 30, 2023 | 66.34% |
October 31, 2023 | 66.34% |
September 30, 2023 | 66.34% |
August 31, 2023 | 66.34% |
July 31, 2023 | 66.34% |
June 30, 2023 | 66.34% |
May 31, 2023 | 66.34% |
April 30, 2023 | 66.34% |
March 31, 2023 | 66.34% |
February 28, 2023 | 66.34% |
January 31, 2023 | 66.34% |
December 31, 2022 | 66.34% |
November 30, 2022 | 66.34% |
October 31, 2022 | 66.34% |
September 30, 2022 | 66.34% |
August 31, 2022 | 66.34% |
July 31, 2022 | 66.34% |
June 30, 2022 | 66.34% |
May 31, 2022 | 66.34% |
Date | Value |
---|---|
April 30, 2022 | 66.34% |
March 31, 2022 | 66.34% |
February 28, 2022 | 66.34% |
January 31, 2022 | 66.34% |
December 31, 2021 | 66.34% |
November 30, 2021 | 66.34% |
October 31, 2021 | 66.34% |
September 30, 2021 | 66.34% |
August 31, 2021 | 66.34% |
July 31, 2021 | 66.34% |
June 30, 2021 | 66.34% |
May 31, 2021 | 66.34% |
April 30, 2021 | 66.34% |
March 31, 2021 | 66.34% |
February 28, 2021 | 66.34% |
January 31, 2021 | 66.34% |
December 31, 2020 | 66.34% |
November 30, 2020 | 66.34% |
October 31, 2020 | 67.38% |
September 30, 2020 | 67.38% |
August 31, 2020 | 67.38% |
July 31, 2020 | 67.38% |
June 30, 2020 | 67.38% |
May 31, 2020 | 67.38% |
April 30, 2020 | 67.38% |
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
66.34%
Minimum
Nov 2020
67.38%
Maximum
Jun 2019
66.63%
Average
66.34%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.912 |
Beta (5Y) | 0.9744 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.50% |
Historical Sharpe Ratio (5Y) | 0.1153 |
Historical Sortino (5Y) | 0.1725 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.57% |