Caledonia Mining Corp PLC (CMCL)
9.77
-0.22
(-2.20%)
USD |
NYAM |
May 03, 16:00
9.76
-0.01
(-0.10%)
After-Hours: 20:00
Caledonia Mining Max Drawdown (5Y): 65.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.77% |
| March 31, 2024 | 65.77% |
| February 29, 2024 | 65.77% |
| January 31, 2024 | 65.77% |
| December 31, 2023 | 65.77% |
| November 30, 2023 | 65.77% |
| October 31, 2023 | 65.77% |
| September 30, 2023 | 65.77% |
| August 31, 2023 | 65.77% |
| July 31, 2023 | 65.77% |
| June 30, 2023 | 65.77% |
| May 31, 2023 | 65.77% |
| April 30, 2023 | 65.77% |
| March 31, 2023 | 65.77% |
| February 28, 2023 | 65.77% |
| January 31, 2023 | 65.77% |
| December 31, 2022 | 65.77% |
| November 30, 2022 | 65.77% |
| October 31, 2022 | 65.77% |
| September 30, 2022 | 65.77% |
| August 31, 2022 | 63.94% |
| July 31, 2022 | 60.08% |
| June 30, 2022 | 58.89% |
| May 31, 2022 | 58.89% |
| April 30, 2022 | 58.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 58.89% |
| February 28, 2022 | 58.89% |
| January 31, 2022 | 58.89% |
| December 31, 2021 | 58.89% |
| November 30, 2021 | 56.94% |
| October 31, 2021 | 56.94% |
| September 30, 2021 | 56.94% |
| August 31, 2021 | 56.94% |
| July 31, 2021 | 56.75% |
| June 30, 2021 | 55.32% |
| May 31, 2021 | 51.06% |
| April 30, 2021 | 51.06% |
| March 31, 2021 | 51.06% |
| February 28, 2021 | 48.13% |
| January 31, 2021 | 47.78% |
| December 31, 2020 | 47.78% |
| November 30, 2020 | 47.49% |
| October 31, 2020 | 47.41% |
| September 30, 2020 | 47.41% |
| August 31, 2020 | 47.41% |
| July 31, 2020 | 47.41% |
| June 30, 2020 | 47.41% |
| May 31, 2020 | 47.41% |
| April 30, 2020 | 47.41% |
| March 31, 2020 | 47.41% |
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
47.41%
Minimum
May 2019
65.77%
Maximum
Sep 2022
56.49%
Average
56.94%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Metals Acquisition Ltd | -- |
| CleanTech Lithium PLC | -- |
| Breedon Group PLC | -- |
| Smith-Midland Corp | 72.37% |
| Contango Ore Inc | 72.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.406 |
| Beta (5Y) | 0.7234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.40% |
| Historical Sharpe Ratio (5Y) | 0.257 |
| Historical Sortino (5Y) | 0.5522 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.15% |