Santos Ltd (SSLZY)
4.44
-0.07
(-1.55%)
USD |
OTCM |
Nov 19, 15:58
Santos Max Drawdown (5Y): 74.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.74% |
| September 30, 2024 | 74.74% |
| August 31, 2024 | 74.74% |
| July 31, 2024 | 74.74% |
| June 30, 2024 | 74.74% |
| May 31, 2024 | 74.74% |
| April 30, 2024 | 74.74% |
| March 31, 2024 | 74.74% |
| February 29, 2024 | 74.74% |
| January 31, 2024 | 74.74% |
| December 31, 2023 | 74.74% |
| November 30, 2023 | 74.74% |
| October 31, 2023 | 74.74% |
| September 30, 2023 | 74.74% |
| August 31, 2023 | 74.74% |
| July 31, 2023 | 74.74% |
| June 30, 2023 | 74.74% |
| May 31, 2023 | 74.74% |
| April 30, 2023 | 74.74% |
| March 31, 2023 | 74.74% |
| February 28, 2023 | 74.74% |
| January 31, 2023 | 74.74% |
| December 31, 2022 | 74.74% |
| November 30, 2022 | 74.74% |
| October 31, 2022 | 74.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.74% |
| August 31, 2022 | 74.74% |
| July 31, 2022 | 74.74% |
| June 30, 2022 | 74.74% |
| May 31, 2022 | 74.74% |
| April 30, 2022 | 74.74% |
| March 31, 2022 | 74.74% |
| February 28, 2022 | 74.74% |
| January 31, 2022 | 74.74% |
| December 31, 2021 | 74.74% |
| November 30, 2021 | 74.74% |
| October 31, 2021 | 74.74% |
| September 30, 2021 | 74.74% |
| August 31, 2021 | 74.74% |
| July 31, 2021 | 74.74% |
| June 30, 2021 | 74.74% |
| May 31, 2021 | 74.74% |
| April 30, 2021 | 74.74% |
| March 31, 2021 | 74.74% |
| February 28, 2021 | 74.74% |
| January 31, 2021 | 74.74% |
| December 31, 2020 | 74.74% |
| November 30, 2020 | 74.74% |
| October 31, 2020 | 74.74% |
| September 30, 2020 | 74.74% |
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
35.26%
Minimum
Nov 2019
74.74%
Maximum
Mar 2020
72.11%
Average
74.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Woodside Energy Group Ltd | 66.03% |
| Beach Energy Ltd | 72.59% |
| Buru Energy Ltd | 90.69% |
| Bounty Oil & Gas NL | 96.25% |
| Tamboran Resources Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.49 |
| Beta (5Y) | 1.597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.53% |
| Historical Sharpe Ratio (5Y) | -0.0891 |
| Historical Sortino (5Y) | -0.1076 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.65% |