Ceylon Graphite Corp (CYLYF)
0.0278
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Ceylon Graphite Max Drawdown (5Y): 95.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.03% |
March 31, 2024 | 94.68% |
February 29, 2024 | 94.68% |
January 31, 2024 | 94.68% |
December 31, 2023 | 94.68% |
November 30, 2023 | 94.68% |
October 31, 2023 | 94.68% |
September 30, 2023 | 92.18% |
August 31, 2023 | 90.20% |
July 31, 2023 | 90.20% |
June 30, 2023 | 90.20% |
May 31, 2023 | 90.20% |
April 30, 2023 | 90.20% |
March 31, 2023 | 90.20% |
February 28, 2023 | 90.20% |
January 31, 2023 | 90.20% |
December 31, 2022 | 90.20% |
November 30, 2022 | 87.63% |
October 31, 2022 | 87.63% |
September 30, 2022 | 86.43% |
August 31, 2022 | 86.43% |
July 31, 2022 | 86.43% |
June 30, 2022 | 86.43% |
May 31, 2022 | 86.43% |
April 30, 2022 | 86.43% |
Date | Value |
---|---|
March 31, 2022 | 86.43% |
February 28, 2022 | 86.43% |
January 31, 2022 | 86.43% |
December 31, 2021 | 86.43% |
November 30, 2021 | 86.43% |
October 31, 2021 | 86.43% |
September 30, 2021 | 86.43% |
August 31, 2021 | 86.43% |
July 31, 2021 | 86.43% |
June 30, 2021 | 86.43% |
May 31, 2021 | 86.43% |
April 30, 2021 | 86.43% |
March 31, 2021 | 86.43% |
February 28, 2021 | 86.43% |
January 31, 2021 | 86.43% |
December 31, 2020 | 86.43% |
November 30, 2020 | 86.43% |
October 31, 2020 | 86.43% |
September 30, 2020 | 86.43% |
August 31, 2020 | 86.43% |
July 31, 2020 | 86.43% |
June 30, 2020 | 86.43% |
May 31, 2020 | 86.43% |
April 30, 2020 | 86.43% |
March 31, 2020 | 83.06% |
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
68.38%
Minimum
May 2019
95.03%
Maximum
Apr 2024
86.19%
Average
86.43%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Nuinsco Resources Ltd | 93.62% |
CanXGold Mining Corp | 99.92% |
Stornoway Diamond Corp | 100.00% |
TMC The Metals Co Inc | -- |
Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.93 |
Beta (5Y) | 0.6333 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.3% |
Historical Sharpe Ratio (5Y) | -0.2601 |
Historical Sortino (5Y) | -0.6966 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.81% |