Excellon Resources Inc (EXN.TO)
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TSX |
May 07, 15:59
Excellon Resources Max Drawdown (5Y): 98.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.99% |
March 31, 2024 | 98.99% |
February 29, 2024 | 98.99% |
January 31, 2024 | 98.99% |
December 31, 2023 | 98.99% |
November 30, 2023 | 98.99% |
October 31, 2023 | 98.99% |
September 30, 2023 | 98.99% |
August 31, 2023 | 98.99% |
July 31, 2023 | 98.63% |
June 30, 2023 | 96.98% |
May 31, 2023 | 96.14% |
April 30, 2023 | 96.14% |
March 31, 2023 | 96.14% |
February 28, 2023 | 96.14% |
January 31, 2023 | 96.14% |
December 31, 2022 | 96.14% |
November 30, 2022 | 95.89% |
October 31, 2022 | 95.89% |
September 30, 2022 | 95.89% |
August 31, 2022 | 95.78% |
July 31, 2022 | 95.78% |
June 30, 2022 | 94.89% |
May 31, 2022 | 94.26% |
April 30, 2022 | 92.91% |
Date | Value |
---|---|
March 31, 2022 | 92.91% |
February 28, 2022 | 92.91% |
January 31, 2022 | 92.65% |
December 31, 2021 | 88.07% |
November 30, 2021 | 86.28% |
October 31, 2021 | 85.65% |
September 30, 2021 | 85.65% |
August 31, 2021 | 81.39% |
July 31, 2021 | 81.39% |
June 30, 2021 | 81.39% |
May 31, 2021 | 81.39% |
April 30, 2021 | 81.39% |
March 31, 2021 | 81.39% |
February 28, 2021 | 81.39% |
January 31, 2021 | 85.78% |
December 31, 2020 | 91.47% |
November 30, 2020 | 94.61% |
October 31, 2020 | 95.00% |
September 30, 2020 | 95.93% |
August 31, 2020 | 95.93% |
July 31, 2020 | 95.93% |
June 30, 2020 | 95.93% |
May 31, 2020 | 95.93% |
April 30, 2020 | 95.93% |
March 31, 2020 | 95.93% |
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
81.39%
Minimum
Feb 2021
98.99%
Maximum
Aug 2023
93.60%
Average
95.93%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -55.34 |
Beta (5Y) | 1.048 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.94% |
Historical Sharpe Ratio (5Y) | -0.4956 |
Historical Sortino (5Y) | -1.129 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.96% |