Copper Fox Metals Inc (CPFXF)
0.1591
0.00 (0.00%)
USD |
OTCM |
May 02, 10:14
Copper Fox Metals Max Drawdown (5Y): 86.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.13% |
| March 31, 2024 | 86.13% |
| February 29, 2024 | 86.13% |
| January 31, 2024 | 86.13% |
| December 31, 2023 | 86.13% |
| November 30, 2023 | 86.13% |
| October 31, 2023 | 86.13% |
| September 30, 2023 | 86.13% |
| August 31, 2023 | 86.13% |
| July 31, 2023 | 86.13% |
| June 30, 2023 | 86.13% |
| May 31, 2023 | 87.43% |
| April 30, 2023 | 87.94% |
| March 31, 2023 | 89.75% |
| February 28, 2023 | 90.66% |
| January 31, 2023 | 90.66% |
| December 31, 2022 | 90.66% |
| November 30, 2022 | 90.66% |
| October 31, 2022 | 90.66% |
| September 30, 2022 | 90.66% |
| August 31, 2022 | 90.66% |
| July 31, 2022 | 90.66% |
| June 30, 2022 | 90.66% |
| May 31, 2022 | 92.82% |
| April 30, 2022 | 93.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.78% |
| February 28, 2022 | 93.91% |
| January 31, 2022 | 93.91% |
| December 31, 2021 | 93.91% |
| November 30, 2021 | 93.91% |
| October 31, 2021 | 93.91% |
| September 30, 2021 | 93.91% |
| August 31, 2021 | 94.94% |
| July 31, 2021 | 94.94% |
| June 30, 2021 | 94.94% |
| May 31, 2021 | 94.94% |
| April 30, 2021 | 94.94% |
| March 31, 2021 | 94.94% |
| February 28, 2021 | 95.65% |
| January 31, 2021 | 95.73% |
| December 31, 2020 | 95.85% |
| November 30, 2020 | 97.07% |
| October 31, 2020 | 97.29% |
| September 30, 2020 | 97.29% |
| August 31, 2020 | 97.29% |
| July 31, 2020 | 97.29% |
| June 30, 2020 | 97.29% |
| May 31, 2020 | 97.29% |
| April 30, 2020 | 97.29% |
| March 31, 2020 | 97.29% |
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
86.13%
Minimum
Jun 2023
97.29%
Maximum
May 2019
92.95%
Average
93.91%
Median
Sep 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) | -4.841 |
| Beta (5Y) | 1.853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.48% |
| Historical Sharpe Ratio (5Y) | 0.1621 |
| Historical Sortino (5Y) | 0.5023 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.96% |