Spark Energy Minerals Inc (MTEHF)
0.049
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Spark Energy Minerals Max Drawdown (5Y): 99.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.14% |
March 31, 2024 | 99.14% |
February 29, 2024 | 99.14% |
January 31, 2024 | 99.14% |
December 31, 2023 | 99.14% |
November 30, 2023 | 99.14% |
October 31, 2023 | 99.14% |
September 30, 2023 | 99.14% |
August 31, 2023 | 99.14% |
July 31, 2023 | 99.14% |
June 30, 2023 | 99.14% |
May 31, 2023 | 99.14% |
April 30, 2023 | 99.14% |
March 31, 2023 | 99.14% |
February 28, 2023 | 99.14% |
January 31, 2023 | 99.14% |
December 31, 2022 | 99.14% |
November 30, 2022 | 99.14% |
October 31, 2022 | 99.14% |
September 30, 2022 | 99.14% |
August 31, 2022 | 99.14% |
July 31, 2022 | 99.14% |
June 30, 2022 | 98.72% |
May 31, 2022 | 98.60% |
April 30, 2022 | 98.09% |
Date | Value |
---|---|
March 31, 2022 | 97.82% |
February 28, 2022 | 97.61% |
January 31, 2022 | 97.14% |
December 31, 2021 | 96.99% |
November 30, 2021 | 96.81% |
October 31, 2021 | 96.36% |
September 30, 2021 | 96.36% |
August 31, 2021 | 96.36% |
July 31, 2021 | 96.36% |
June 30, 2021 | 96.36% |
May 31, 2021 | 96.36% |
April 30, 2021 | 96.36% |
March 31, 2021 | 96.36% |
February 28, 2021 | 96.36% |
January 31, 2021 | 96.36% |
December 31, 2020 | 96.36% |
November 30, 2020 | 96.36% |
October 31, 2020 | 96.36% |
September 30, 2020 | 96.36% |
August 31, 2020 | 96.36% |
July 31, 2020 | 96.36% |
June 30, 2020 | 96.36% |
May 31, 2020 | 96.36% |
April 30, 2020 | 96.36% |
March 31, 2020 | 96.36% |
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
93.40%
Minimum
May 2019
99.14%
Maximum
Jul 2022
97.50%
Average
96.58%
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) | -68.84 |
Beta (5Y) | 1.865 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.2% |
Historical Sharpe Ratio (5Y) | -0.3899 |
Historical Sortino (5Y) | -1.031 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.49% |