Oceanic Iron Ore Corp (FEO.V)
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TSXV |
May 23, 10:46
Oceanic Iron Ore Max Drawdown (5Y): 88.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.41% |
| March 31, 2024 | 88.41% |
| February 29, 2024 | 88.41% |
| January 31, 2024 | 88.41% |
| December 31, 2023 | 88.41% |
| November 30, 2023 | 88.41% |
| October 31, 2023 | 88.41% |
| September 30, 2023 | 88.75% |
| August 31, 2023 | 88.75% |
| July 31, 2023 | 88.75% |
| June 30, 2023 | 88.75% |
| May 31, 2023 | 88.75% |
| April 30, 2023 | 88.75% |
| March 31, 2023 | 88.75% |
| February 28, 2023 | 88.75% |
| January 31, 2023 | 88.75% |
| December 31, 2022 | 88.75% |
| November 30, 2022 | 88.75% |
| October 31, 2022 | 88.75% |
| September 30, 2022 | 88.75% |
| August 31, 2022 | 88.75% |
| July 31, 2022 | 88.75% |
| June 30, 2022 | 88.75% |
| May 31, 2022 | 88.75% |
| April 30, 2022 | 88.75% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.75% |
| February 28, 2022 | 88.75% |
| January 31, 2022 | 88.75% |
| December 31, 2021 | 88.75% |
| November 30, 2021 | 88.75% |
| October 31, 2021 | 88.75% |
| September 30, 2021 | 88.75% |
| August 31, 2021 | 88.75% |
| July 31, 2021 | 88.75% |
| June 30, 2021 | 88.75% |
| May 31, 2021 | 88.75% |
| April 30, 2021 | 88.75% |
| March 31, 2021 | 88.75% |
| February 28, 2021 | 88.75% |
| January 31, 2021 | 88.75% |
| December 31, 2020 | 88.75% |
| November 30, 2020 | 88.75% |
| October 31, 2020 | 88.75% |
| September 30, 2020 | 91.48% |
| August 31, 2020 | 92.00% |
| July 31, 2020 | 92.50% |
| June 30, 2020 | 92.50% |
| May 31, 2020 | 92.50% |
| April 30, 2020 | 92.50% |
| March 31, 2020 | 92.50% |
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
88.41%
Minimum
Oct 2023
92.50%
Maximum
May 2019
89.75%
Average
88.75%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Labrador Iron Ore Royalty Corp | 57.80% |
| Rockex Mining Corp | 97.00% |
| Black Iron Inc | 93.75% |
| M3 Metals Corp | 99.17% |
| Ares Strategic Mining Inc | 95.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.68 |
| Beta (5Y) | 1.186 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.33% |
| Historical Sharpe Ratio (5Y) | -0.0863 |
| Historical Sortino (5Y) | -0.1973 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.32% |