Xero Ltd (XROLF)
105.60
+3.40
(+3.33%)
USD |
OTCM |
Nov 14, 09:30
Xero Max Drawdown (5Y): 63.92% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 63.92% |
| August 31, 2024 | 63.92% |
| July 31, 2024 | 63.92% |
| June 30, 2024 | 63.92% |
| May 31, 2024 | 63.92% |
| April 30, 2024 | 63.92% |
| March 31, 2024 | 63.92% |
| February 29, 2024 | 63.92% |
| January 31, 2024 | 63.92% |
| December 31, 2023 | 63.92% |
| November 30, 2023 | 63.92% |
| October 31, 2023 | 63.92% |
| September 30, 2023 | 63.92% |
| August 31, 2023 | 63.92% |
| July 31, 2023 | 63.92% |
| June 30, 2023 | 63.92% |
| May 31, 2023 | 63.92% |
| April 30, 2023 | 63.92% |
| March 31, 2023 | 63.92% |
| February 28, 2023 | 63.92% |
| January 31, 2023 | 63.92% |
| December 31, 2022 | 63.92% |
| November 30, 2022 | 63.92% |
| October 31, 2022 | 62.13% |
| September 30, 2022 | 57.59% |
| Date | Value |
|---|---|
| August 31, 2022 | 56.29% |
| July 31, 2022 | 56.29% |
| June 30, 2022 | 56.29% |
| May 31, 2022 | 51.37% |
| April 30, 2022 | 52.42% |
| March 31, 2022 | 53.64% |
| February 28, 2022 | 61.87% |
| January 31, 2022 | 64.35% |
| December 31, 2021 | 66.07% |
| November 30, 2021 | 66.07% |
| October 31, 2021 | 68.79% |
| September 30, 2021 | 69.42% |
| August 31, 2021 | 69.42% |
| July 31, 2021 | 69.42% |
| June 30, 2021 | 69.42% |
| May 31, 2021 | 69.42% |
| April 30, 2021 | 69.42% |
| March 31, 2021 | 69.42% |
| February 28, 2021 | 73.52% |
| January 31, 2021 | 73.52% |
| December 31, 2020 | 74.48% |
| November 30, 2020 | 75.61% |
| October 31, 2020 | 75.61% |
| September 30, 2020 | 75.61% |
| August 31, 2020 | 75.61% |
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
51.37%
Minimum
May 2022
78.14%
Maximum
Nov 2019
67.02%
Average
63.92%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Serko Ltd | -- |
| Vista Group International Ltd | -- |
| EROAD Ltd | 90.40% |
| WidePoint Corp | 88.89% |
| Castellum Inc | 99.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.874 |
| Beta (5Y) | 1.492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.20% |
| Historical Sharpe Ratio (5Y) | 0.4011 |
| Historical Sortino (5Y) | 0.7211 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.87% |