Globex Mining Enterprises Inc (GLBXF)
0.7034
+0.01
(+1.94%)
USD |
OTCM |
May 06, 16:00
Globex Mining Enterprises Max Drawdown (5Y): 66.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.03% |
March 31, 2024 | 66.03% |
February 29, 2024 | 66.03% |
January 31, 2024 | 66.03% |
December 31, 2023 | 66.03% |
November 30, 2023 | 66.03% |
October 31, 2023 | 66.03% |
September 30, 2023 | 66.03% |
August 31, 2023 | 66.03% |
July 31, 2023 | 66.03% |
June 30, 2023 | 66.03% |
May 31, 2023 | 66.03% |
April 30, 2023 | 66.03% |
March 31, 2023 | 66.03% |
February 28, 2023 | 66.03% |
January 31, 2023 | 66.03% |
December 31, 2022 | 66.03% |
November 30, 2022 | 66.03% |
October 31, 2022 | 65.65% |
September 30, 2022 | 62.89% |
August 31, 2022 | 69.79% |
July 31, 2022 | 70.20% |
June 30, 2022 | 70.20% |
May 31, 2022 | 70.20% |
April 30, 2022 | 70.20% |
Date | Value |
---|---|
March 31, 2022 | 70.20% |
February 28, 2022 | 70.20% |
January 31, 2022 | 70.20% |
December 31, 2021 | 70.20% |
November 30, 2021 | 70.20% |
October 31, 2021 | 77.32% |
September 30, 2021 | 78.66% |
August 31, 2021 | 83.65% |
July 31, 2021 | 85.38% |
June 30, 2021 | 85.38% |
May 31, 2021 | 85.38% |
April 30, 2021 | 87.20% |
March 31, 2021 | 87.92% |
February 28, 2021 | 90.32% |
January 31, 2021 | 92.25% |
December 31, 2020 | 92.25% |
November 30, 2020 | 94.77% |
October 31, 2020 | 94.77% |
September 30, 2020 | 94.77% |
August 31, 2020 | 94.77% |
July 31, 2020 | 94.77% |
June 30, 2020 | 94.77% |
May 31, 2020 | 95.15% |
April 30, 2020 | 95.32% |
March 31, 2020 | 95.32% |
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
62.89%
Minimum
Sep 2022
95.76%
Maximum
May 2019
79.56%
Average
73.76%
Median
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) | 3.672 |
Beta (5Y) | 1.172 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.98% |
Historical Sharpe Ratio (5Y) | 0.2989 |
Historical Sortino (5Y) | 0.6648 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.60% |