Alliance Mining Corp (ALM.V)
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CAD |
TSXV |
May 03, 16:00
Alliance Mining Max Drawdown (5Y): 93.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.91% |
| March 31, 2024 | 93.91% |
| February 29, 2024 | 93.91% |
| January 31, 2024 | 93.60% |
| December 31, 2023 | 93.60% |
| November 30, 2023 | 93.60% |
| October 31, 2023 | 93.60% |
| September 30, 2023 | 93.60% |
| August 31, 2023 | 93.60% |
| July 31, 2023 | 93.60% |
| June 30, 2023 | 93.60% |
| May 31, 2023 | 93.60% |
| April 30, 2023 | 93.60% |
| March 31, 2023 | 93.60% |
| February 28, 2023 | 93.60% |
| January 31, 2023 | 93.60% |
| December 31, 2022 | 93.60% |
| November 30, 2022 | 91.67% |
| October 31, 2022 | 91.67% |
| September 30, 2022 | 91.67% |
| August 31, 2022 | 91.67% |
| July 31, 2022 | 91.67% |
| June 30, 2022 | 91.67% |
| May 31, 2022 | 91.67% |
| April 30, 2022 | 91.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.67% |
| February 28, 2022 | 91.67% |
| January 31, 2022 | 91.67% |
| December 31, 2021 | 91.67% |
| November 30, 2021 | 91.67% |
| October 31, 2021 | 91.67% |
| September 30, 2021 | 91.67% |
| August 31, 2021 | 91.67% |
| July 31, 2021 | 93.55% |
| June 30, 2021 | 93.55% |
| May 31, 2021 | 93.55% |
| April 30, 2021 | 93.55% |
| March 31, 2021 | 93.55% |
| February 28, 2021 | 95.65% |
| January 31, 2021 | 97.83% |
| December 31, 2020 | 97.83% |
| November 30, 2020 | 97.83% |
| October 31, 2020 | 97.83% |
| September 30, 2020 | 97.83% |
| August 31, 2020 | 97.83% |
| July 31, 2020 | 97.83% |
| June 30, 2020 | 97.83% |
| May 31, 2020 | 97.83% |
| April 30, 2020 | 97.83% |
| March 31, 2020 | 97.83% |
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
91.67%
Minimum
Aug 2021
97.83%
Maximum
May 2019
94.61%
Average
93.60%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.13 |
| Beta (5Y) | 0.593 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 165.4% |
| Historical Sharpe Ratio (5Y) | -0.0786 |
| Historical Sortino (5Y) | -0.2155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |