CMC Metals Ltd (CMB.V)
0.035
0.00 (0.00%)
CAD |
TSXV |
Apr 26, 16:00
CMC Metals Max Drawdown (5Y): 98.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 98.10% |
February 29, 2024 | 98.10% |
January 31, 2024 | 98.10% |
December 31, 2023 | 98.10% |
November 30, 2023 | 98.10% |
October 31, 2023 | 98.10% |
September 30, 2023 | 98.10% |
August 31, 2023 | 98.10% |
July 31, 2023 | 98.10% |
June 30, 2023 | 98.10% |
May 31, 2023 | 98.10% |
April 30, 2023 | 98.10% |
March 31, 2023 | 98.10% |
February 28, 2023 | 98.10% |
January 31, 2023 | 98.10% |
December 31, 2022 | 98.10% |
November 30, 2022 | 98.10% |
October 31, 2022 | 98.10% |
September 30, 2022 | 98.10% |
August 31, 2022 | 98.10% |
July 31, 2022 | 98.10% |
June 30, 2022 | 98.10% |
May 31, 2022 | 98.10% |
April 30, 2022 | 98.10% |
March 31, 2022 | 98.10% |
Date | Value |
---|---|
February 28, 2022 | 98.10% |
January 31, 2022 | 98.10% |
December 31, 2021 | 98.10% |
November 30, 2021 | 98.10% |
October 31, 2021 | 98.10% |
September 30, 2021 | 98.10% |
August 31, 2021 | 98.10% |
July 31, 2021 | 98.10% |
June 30, 2021 | 98.10% |
May 31, 2021 | 98.10% |
April 30, 2021 | 98.10% |
March 31, 2021 | 98.10% |
February 28, 2021 | 98.10% |
January 31, 2021 | 98.10% |
December 31, 2020 | 98.10% |
November 30, 2020 | 98.10% |
October 31, 2020 | 98.10% |
September 30, 2020 | 98.10% |
August 31, 2020 | 98.10% |
July 31, 2020 | 98.10% |
June 30, 2020 | 98.10% |
May 31, 2020 | 98.10% |
April 30, 2020 | 98.10% |
March 31, 2020 | 98.10% |
February 29, 2020 | 97.32% |
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
97.32%
Minimum
Apr 2019
98.10%
Maximum
Mar 2020
97.95%
Average
98.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.27 |
Beta (5Y) | 1.059 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.73% |
Historical Sharpe Ratio (5Y) | -0.2898 |
Historical Sortino (5Y) | -0.6199 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.56% |