Wilmar International Ltd (WLMIY)
23.57
+0.14
(+0.59%)
USD |
OTCM |
May 17, 16:00
Wilmar International Max Drawdown (5Y): 42.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.02% |
| March 31, 2024 | 42.02% |
| February 29, 2024 | 42.02% |
| January 31, 2024 | 42.02% |
| December 31, 2023 | 42.02% |
| November 30, 2023 | 42.02% |
| October 31, 2023 | 42.02% |
| September 30, 2023 | 42.02% |
| August 31, 2023 | 42.02% |
| July 31, 2023 | 42.02% |
| June 30, 2023 | 42.02% |
| May 31, 2023 | 42.02% |
| April 30, 2023 | 42.02% |
| March 31, 2023 | 42.02% |
| February 28, 2023 | 42.02% |
| January 31, 2023 | 42.02% |
| December 31, 2022 | 42.02% |
| November 30, 2022 | 42.02% |
| October 31, 2022 | 42.02% |
| September 30, 2022 | 42.02% |
| August 31, 2022 | 42.02% |
| July 31, 2022 | 42.02% |
| June 30, 2022 | 42.02% |
| May 31, 2022 | 42.02% |
| April 30, 2022 | 42.02% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.02% |
| February 28, 2022 | 42.02% |
| January 31, 2022 | 42.02% |
| December 31, 2021 | 42.02% |
| November 30, 2021 | 42.02% |
| October 31, 2021 | 42.02% |
| September 30, 2021 | 42.02% |
| August 31, 2021 | 45.86% |
| July 31, 2021 | 46.26% |
| June 30, 2021 | 47.68% |
| May 31, 2021 | 47.98% |
| April 30, 2021 | 48.68% |
| March 31, 2021 | 48.68% |
| February 28, 2021 | 48.68% |
| January 31, 2021 | 48.68% |
| December 31, 2020 | 49.81% |
| November 30, 2020 | 55.47% |
| October 31, 2020 | 59.76% |
| September 30, 2020 | 59.76% |
| August 31, 2020 | 59.76% |
| July 31, 2020 | 59.76% |
| June 30, 2020 | 62.66% |
| May 31, 2020 | 62.66% |
| April 30, 2020 | 62.66% |
| March 31, 2020 | 62.66% |
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
42.02%
Minimum
Sep 2021
62.66%
Maximum
May 2019
49.15%
Average
42.02%
Median
Sep 2021
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) | -8.982 |
| Beta (5Y) | 0.7829 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.71% |
| Historical Sharpe Ratio (5Y) | -0.0093 |
| Historical Sortino (5Y) | -0.0158 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.94% |