Hummingbird Resources PLC (HUMRF)
0.08
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Hummingbird Resources Max Drawdown (5Y): 89.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.72% |
| March 31, 2024 | 89.72% |
| February 29, 2024 | 89.72% |
| January 31, 2024 | 89.72% |
| December 31, 2023 | 89.72% |
| November 30, 2023 | 89.72% |
| October 31, 2023 | 89.72% |
| September 30, 2023 | 89.72% |
| August 31, 2023 | 89.72% |
| July 31, 2023 | 89.72% |
| June 30, 2023 | 89.72% |
| May 31, 2023 | 89.72% |
| April 30, 2023 | 89.72% |
| March 31, 2023 | 89.72% |
| February 28, 2023 | 89.72% |
| January 31, 2023 | 89.72% |
| December 31, 2022 | 89.72% |
| November 30, 2022 | 89.72% |
| October 31, 2022 | 89.72% |
| September 30, 2022 | 85.98% |
| August 31, 2022 | 84.15% |
| July 31, 2022 | 84.15% |
| June 30, 2022 | 84.15% |
| May 31, 2022 | 84.15% |
| April 30, 2022 | 84.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.15% |
| February 28, 2022 | 84.67% |
| January 31, 2022 | 84.67% |
| December 31, 2021 | 84.86% |
| November 30, 2021 | 84.86% |
| October 31, 2021 | 86.37% |
| September 30, 2021 | 89.41% |
| August 31, 2021 | 89.41% |
| July 31, 2021 | 89.41% |
| June 30, 2021 | 89.41% |
| May 31, 2021 | 89.41% |
| April 30, 2021 | 89.41% |
| March 31, 2021 | 89.41% |
| February 28, 2021 | 89.41% |
| January 31, 2021 | 89.41% |
| December 31, 2020 | 89.41% |
| November 30, 2020 | 89.41% |
| October 31, 2020 | 92.06% |
| September 30, 2020 | 92.06% |
| August 31, 2020 | 92.06% |
| July 31, 2020 | 92.06% |
| June 30, 2020 | 92.06% |
| May 31, 2020 | 92.06% |
| April 30, 2020 | 92.06% |
| March 31, 2020 | 92.06% |
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
84.15%
Minimum
Mar 2022
92.06%
Maximum
May 2019
89.36%
Average
89.72%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| LyondellBasell Industries NV | 68.15% |
| Ferroglobe PLC | 98.07% |
| Eden Research PLC | -- |
| Captivision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.17 |
| Beta (5Y) | 1.060 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.40% |
| Historical Sharpe Ratio (5Y) | -0.2774 |
| Historical Sortino (5Y) | -0.5633 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.37% |