Borealis Exploration Ltd (BOREF)
1.14
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Borealis Exploration Max Drawdown (5Y): 99.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.55% |
| March 31, 2024 | 99.55% |
| February 29, 2024 | 93.67% |
| January 31, 2024 | 79.46% |
| December 31, 2023 | 79.46% |
| November 30, 2023 | 79.46% |
| October 31, 2023 | 79.46% |
| September 30, 2023 | 79.46% |
| August 31, 2023 | 79.46% |
| July 31, 2023 | 79.46% |
| June 30, 2023 | 79.46% |
| May 31, 2023 | 79.46% |
| April 30, 2023 | 79.46% |
| March 31, 2023 | 79.46% |
| February 28, 2023 | 77.00% |
| January 31, 2023 | 78.00% |
| December 31, 2022 | 78.00% |
| November 30, 2022 | 78.00% |
| October 31, 2022 | 78.00% |
| September 30, 2022 | 78.00% |
| August 31, 2022 | 78.00% |
| July 31, 2022 | 78.00% |
| June 30, 2022 | 90.00% |
| May 31, 2022 | 90.00% |
| April 30, 2022 | 90.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.00% |
| February 28, 2022 | 90.00% |
| January 31, 2022 | 90.00% |
| December 31, 2021 | 90.00% |
| November 30, 2021 | 90.00% |
| October 31, 2021 | 90.00% |
| September 30, 2021 | 90.00% |
| August 31, 2021 | 90.00% |
| July 31, 2021 | 90.00% |
| June 30, 2021 | 90.00% |
| May 31, 2021 | 90.00% |
| April 30, 2021 | 90.00% |
| March 31, 2021 | 90.00% |
| February 28, 2021 | 90.00% |
| January 31, 2021 | 90.00% |
| December 31, 2020 | 90.00% |
| November 30, 2020 | 90.00% |
| October 31, 2020 | 90.00% |
| September 30, 2020 | 90.00% |
| August 31, 2020 | 90.00% |
| July 31, 2020 | 90.00% |
| June 30, 2020 | 90.00% |
| May 31, 2020 | 90.00% |
| April 30, 2020 | 90.00% |
| March 31, 2020 | 90.00% |
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
77.00%
Minimum
Feb 2023
99.55%
Maximum
Mar 2024
86.83%
Average
90.00%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.01 |
| Beta (5Y) | -0.2063 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 426.5% |
| Historical Sharpe Ratio (5Y) | -0.0711 |
| Historical Sortino (5Y) | -0.6682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |