Green Shift Commodities Ltd (GCOM.V)
0.04
-0.01
(-20.00%)
CAD |
TSXV |
May 17, 16:00
Green Shift Commodities Max Drawdown (5Y): 96.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.67% |
March 31, 2024 | 96.67% |
February 29, 2024 | 96.67% |
January 31, 2024 | 96.67% |
December 31, 2023 | 96.67% |
November 30, 2023 | 96.67% |
October 31, 2023 | 96.67% |
September 30, 2023 | 96.67% |
August 31, 2023 | 96.67% |
July 31, 2023 | 96.67% |
June 30, 2023 | 96.67% |
May 31, 2023 | 96.67% |
April 30, 2023 | 96.67% |
March 31, 2023 | 96.67% |
February 28, 2023 | 96.67% |
January 31, 2023 | 96.67% |
December 31, 2022 | 96.67% |
November 30, 2022 | 96.67% |
October 31, 2022 | 96.67% |
September 30, 2022 | 96.67% |
August 31, 2022 | 96.67% |
July 31, 2022 | 96.67% |
June 30, 2022 | 96.67% |
May 31, 2022 | 96.67% |
April 30, 2022 | 96.67% |
Date | Value |
---|---|
March 31, 2022 | 96.67% |
February 28, 2022 | 96.67% |
January 31, 2022 | 96.67% |
December 31, 2021 | 96.67% |
November 30, 2021 | 96.67% |
October 31, 2021 | 96.67% |
September 30, 2021 | 96.88% |
August 31, 2021 | 97.10% |
July 31, 2021 | 97.10% |
June 30, 2021 | 97.10% |
May 31, 2021 | 97.10% |
April 30, 2021 | 97.10% |
March 31, 2021 | 97.10% |
February 28, 2021 | 97.10% |
January 31, 2021 | 97.10% |
December 31, 2020 | 97.10% |
November 30, 2020 | 97.10% |
October 31, 2020 | 97.42% |
September 30, 2020 | 98.46% |
August 31, 2020 | 98.46% |
July 31, 2020 | 98.46% |
June 30, 2020 | 98.46% |
May 31, 2020 | 98.46% |
April 30, 2020 | 98.46% |
March 31, 2020 | 98.46% |
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
96.67%
Minimum
Oct 2021
98.46%
Maximum
May 2019
97.26%
Average
96.67%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Forsys Metals Corp | 76.00% |
CanAlaska Uranium Ltd | 93.38% |
Kiplin Metals Inc | 99.83% |
Global Atomic Corp | 73.10% |
Global Uranium Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.21 |
Beta (5Y) | 1.657 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 147.3% |
Historical Sharpe Ratio (5Y) | -0.1335 |
Historical Sortino (5Y) | -0.4437 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |