Noble Mineral Exploration Inc (NLPXF)
0.0436
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Noble Mineral Exploration Max Drawdown (5Y): 83.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.96% |
| March 31, 2024 | 83.96% |
| February 29, 2024 | 83.96% |
| January 31, 2024 | 83.96% |
| December 31, 2023 | 83.96% |
| November 30, 2023 | 83.96% |
| October 31, 2023 | 83.96% |
| September 30, 2023 | 83.96% |
| August 31, 2023 | 82.90% |
| July 31, 2023 | 82.90% |
| June 30, 2023 | 82.90% |
| May 31, 2023 | 84.78% |
| April 30, 2023 | 85.22% |
| March 31, 2023 | 85.22% |
| February 28, 2023 | 85.22% |
| January 31, 2023 | 85.22% |
| December 31, 2022 | 85.22% |
| November 30, 2022 | 85.22% |
| October 31, 2022 | 85.22% |
| September 30, 2022 | 85.22% |
| August 31, 2022 | 85.22% |
| July 31, 2022 | 85.22% |
| June 30, 2022 | 85.22% |
| May 31, 2022 | 89.71% |
| April 30, 2022 | 89.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.71% |
| February 28, 2022 | 91.10% |
| January 31, 2022 | 92.02% |
| December 31, 2021 | 92.84% |
| November 30, 2021 | 92.84% |
| October 31, 2021 | 97.74% |
| September 30, 2021 | 97.74% |
| August 31, 2021 | 99.29% |
| July 31, 2021 | 99.29% |
| June 30, 2021 | 99.29% |
| May 31, 2021 | 99.29% |
| April 30, 2021 | 99.29% |
| March 31, 2021 | 99.29% |
| February 28, 2021 | 99.29% |
| January 31, 2021 | 99.29% |
| December 31, 2020 | 99.32% |
| November 30, 2020 | 99.32% |
| October 31, 2020 | 99.32% |
| September 30, 2020 | 99.32% |
| August 31, 2020 | 99.38% |
| July 31, 2020 | 99.38% |
| June 30, 2020 | 99.57% |
| May 31, 2020 | 99.57% |
| April 30, 2020 | 99.88% |
| March 31, 2020 | 99.88% |
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
82.90%
Minimum
Jun 2023
99.88%
Maximum
May 2019
92.73%
Average
95.29%
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) | -31.99 |
| Beta (5Y) | 2.156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.65% |
| Historical Sharpe Ratio (5Y) | -0.0929 |
| Historical Sortino (5Y) | -0.1832 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.50% |