Worley Ltd (WYGPY)
9.97
+0.13
(+1.32%)
USD |
OTCM |
May 20, 15:12
Worley Max Drawdown (5Y): 81.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.31% |
March 31, 2024 | 81.31% |
February 29, 2024 | 81.31% |
January 31, 2024 | 81.31% |
December 31, 2023 | 81.31% |
November 30, 2023 | 81.31% |
October 31, 2023 | 81.31% |
September 30, 2023 | 81.31% |
August 31, 2023 | 81.31% |
July 31, 2023 | 81.31% |
June 30, 2023 | 81.31% |
May 31, 2023 | 81.31% |
April 30, 2023 | 81.31% |
March 31, 2023 | 81.31% |
February 28, 2023 | 81.31% |
January 31, 2023 | 81.31% |
December 31, 2022 | 81.31% |
November 30, 2022 | 81.31% |
October 31, 2022 | 81.31% |
September 30, 2022 | 81.31% |
August 31, 2022 | 81.31% |
July 31, 2022 | 81.31% |
June 30, 2022 | 81.31% |
May 31, 2022 | 81.31% |
April 30, 2022 | 81.31% |
Date | Value |
---|---|
March 31, 2022 | 81.31% |
February 28, 2022 | 81.31% |
January 31, 2022 | 81.31% |
December 31, 2021 | 81.31% |
November 30, 2021 | 81.31% |
October 31, 2021 | 81.31% |
September 30, 2021 | 81.31% |
August 31, 2021 | 81.31% |
July 31, 2021 | 81.31% |
June 30, 2021 | 81.31% |
May 31, 2021 | 81.31% |
April 30, 2021 | 81.31% |
March 31, 2021 | 81.56% |
February 28, 2021 | 85.20% |
January 31, 2021 | 86.20% |
December 31, 2020 | 86.20% |
November 30, 2020 | 92.14% |
October 31, 2020 | 92.14% |
September 30, 2020 | 92.14% |
August 31, 2020 | 92.14% |
July 31, 2020 | 92.14% |
June 30, 2020 | 92.14% |
May 31, 2020 | 92.14% |
April 30, 2020 | 92.14% |
March 31, 2020 | 92.14% |
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
81.31%
Minimum
Apr 2021
92.14%
Maximum
May 2019
84.97%
Average
81.31%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Santos Ltd | 74.74% |
Beach Energy Ltd | 72.59% |
Karoon Energy Ltd | 90.87% |
Buru Energy Ltd | 90.69% |
Woodside Energy Group Ltd | 66.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.69 |
Beta (5Y) | 1.789 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.78% |
Historical Sharpe Ratio (5Y) | 0.0054 |
Historical Sortino (5Y) | 0.0066 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.47% |