CMC Metals Ltd (CMCXF)
0.0238
-0.01
(-20.83%)
USD |
OTCM |
May 20, 14:57
CMC Metals Max Drawdown (5Y): 97.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.64% |
| March 31, 2024 | 97.64% |
| February 29, 2024 | 97.64% |
| January 31, 2024 | 97.64% |
| December 31, 2023 | 97.64% |
| November 30, 2023 | 97.64% |
| October 31, 2023 | 97.64% |
| September 30, 2023 | 97.64% |
| August 31, 2023 | 97.64% |
| July 31, 2023 | 98.19% |
| June 30, 2023 | 98.49% |
| May 31, 2023 | 98.49% |
| April 30, 2023 | 98.49% |
| March 31, 2023 | 98.49% |
| February 28, 2023 | 98.49% |
| January 31, 2023 | 98.49% |
| December 31, 2022 | 98.49% |
| November 30, 2022 | 98.49% |
| October 31, 2022 | 98.49% |
| September 30, 2022 | 98.49% |
| August 31, 2022 | 98.49% |
| July 31, 2022 | 98.49% |
| June 30, 2022 | 98.49% |
| May 31, 2022 | 98.49% |
| April 30, 2022 | 98.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.49% |
| February 28, 2022 | 98.49% |
| January 31, 2022 | 98.49% |
| December 31, 2021 | 98.49% |
| November 30, 2021 | 98.49% |
| October 31, 2021 | 98.49% |
| September 30, 2021 | 98.49% |
| August 31, 2021 | 98.49% |
| July 31, 2021 | 98.49% |
| June 30, 2021 | 98.49% |
| May 31, 2021 | 98.49% |
| April 30, 2021 | 98.49% |
| March 31, 2021 | 98.49% |
| February 28, 2021 | 98.49% |
| January 31, 2021 | 99.73% |
| December 31, 2020 | 99.73% |
| November 30, 2020 | 99.73% |
| October 31, 2020 | 99.73% |
| September 30, 2020 | 99.73% |
| August 31, 2020 | 99.73% |
| July 31, 2020 | 99.73% |
| June 30, 2020 | 99.73% |
| May 31, 2020 | 99.73% |
| April 30, 2020 | 99.73% |
| March 31, 2020 | 99.73% |
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
97.64%
Minimum
Aug 2023
99.73%
Maximum
May 2019
98.79%
Average
98.49%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Endeavour Silver Corp | 81.13% |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.06 |
| Beta (5Y) | 1.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.0% |
| Historical Sharpe Ratio (5Y) | -0.1538 |
| Historical Sortino (5Y) | -0.3842 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.71% |