Critical Elements Lithium Corp (CRECF)
0.6979
-0.01
(-1.36%)
USD |
OTCM |
May 07, 14:22
Critical Elements Lithium Max Drawdown (5Y): 88.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.73% |
March 31, 2024 | 88.73% |
February 29, 2024 | 88.73% |
January 31, 2024 | 88.73% |
December 31, 2023 | 88.73% |
November 30, 2023 | 88.73% |
October 31, 2023 | 88.73% |
September 30, 2023 | 88.73% |
August 31, 2023 | 88.73% |
July 31, 2023 | 88.73% |
June 30, 2023 | 88.73% |
May 31, 2023 | 88.73% |
April 30, 2023 | 88.73% |
March 31, 2023 | 88.73% |
February 28, 2023 | 88.73% |
January 31, 2023 | 88.73% |
December 31, 2022 | 88.73% |
November 30, 2022 | 88.73% |
October 31, 2022 | 88.73% |
September 30, 2022 | 88.73% |
August 31, 2022 | 88.73% |
July 31, 2022 | 88.73% |
June 30, 2022 | 88.73% |
May 31, 2022 | 88.73% |
April 30, 2022 | 88.73% |
Date | Value |
---|---|
March 31, 2022 | 88.73% |
February 28, 2022 | 88.73% |
January 31, 2022 | 88.73% |
December 31, 2021 | 88.73% |
November 30, 2021 | 88.73% |
October 31, 2021 | 88.73% |
September 30, 2021 | 88.73% |
August 31, 2021 | 88.73% |
July 31, 2021 | 88.73% |
June 30, 2021 | 88.73% |
May 31, 2021 | 88.73% |
April 30, 2021 | 88.73% |
March 31, 2021 | 88.73% |
February 28, 2021 | 88.73% |
January 31, 2021 | 88.73% |
December 31, 2020 | 88.73% |
November 30, 2020 | 88.73% |
October 31, 2020 | 88.73% |
September 30, 2020 | 88.73% |
August 31, 2020 | 88.73% |
July 31, 2020 | 88.73% |
June 30, 2020 | 88.73% |
May 31, 2020 | 88.73% |
April 30, 2020 | 88.73% |
March 31, 2020 | 88.73% |
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
76.78%
Minimum
May 2019
88.73%
Maximum
Mar 2020
87.67%
Average
88.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Enertopia Corp | 97.25% |
Loop Industries Inc | 89.43% |
Gold Royalty Corp | -- |
TMC The Metals Co Inc | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.87 |
Beta (5Y) | 0.2537 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.43% |
Historical Sharpe Ratio (5Y) | 0.1623 |
Historical Sortino (5Y) | 0.4323 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.53% |