Wilmar International Ltd (WLMIF)
2.376
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Wilmar International Max Drawdown (5Y): 38.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.62% |
March 31, 2024 | 38.62% |
February 29, 2024 | 38.62% |
January 31, 2024 | 36.22% |
December 31, 2023 | 35.83% |
November 30, 2023 | 35.83% |
October 31, 2023 | 35.83% |
September 30, 2023 | 35.83% |
August 31, 2023 | 35.83% |
July 31, 2023 | 35.83% |
June 30, 2023 | 35.83% |
May 31, 2023 | 35.83% |
April 30, 2023 | 35.83% |
March 31, 2023 | 35.83% |
February 28, 2023 | 35.83% |
January 31, 2023 | 35.83% |
December 31, 2022 | 35.83% |
November 30, 2022 | 35.83% |
October 31, 2022 | 35.83% |
September 30, 2022 | 32.17% |
August 31, 2022 | 32.17% |
July 31, 2022 | 32.17% |
June 30, 2022 | 32.17% |
May 31, 2022 | 32.17% |
April 30, 2022 | 32.17% |
Date | Value |
---|---|
March 31, 2022 | 32.17% |
February 28, 2022 | 32.17% |
January 31, 2022 | 32.17% |
December 31, 2021 | 32.17% |
November 30, 2021 | 32.17% |
October 31, 2021 | 32.17% |
September 30, 2021 | 42.60% |
August 31, 2021 | 45.63% |
July 31, 2021 | 46.80% |
June 30, 2021 | 48.90% |
May 31, 2021 | 49.08% |
April 30, 2021 | 49.08% |
March 31, 2021 | 49.08% |
February 28, 2021 | 49.08% |
January 31, 2021 | 49.08% |
December 31, 2020 | 50.00% |
November 30, 2020 | 56.74% |
October 31, 2020 | 59.04% |
September 30, 2020 | 59.04% |
August 31, 2020 | 59.04% |
July 31, 2020 | 61.74% |
June 30, 2020 | 61.74% |
May 31, 2020 | 61.74% |
April 30, 2020 | 61.74% |
March 31, 2020 | 61.74% |
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
32.17%
Minimum
Oct 2021
61.74%
Maximum
May 2019
45.25%
Average
38.62%
Median
Feb 2024
Max Drawdown (5Y) Benchmarks
Fraser and Neave Ltd | 55.58% |
Delfi Ltd | 79.99% |
First Resources Ltd | -- |
Genius Group Ltd | -- |
Davis Commodities Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.231 |
Beta (5Y) | 0.5299 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.06% |
Historical Sharpe Ratio (5Y) | 0.0259 |
Historical Sortino (5Y) | 0.0479 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.54% |