Oroco Resource Corp (ORRCF)
0.44
-0.01
(-1.46%)
USD |
OTCM |
May 02, 16:00
Oroco Resource Max Drawdown (5Y): 90.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.91% |
| March 31, 2024 | 90.91% |
| February 29, 2024 | 90.86% |
| January 31, 2024 | 90.86% |
| December 31, 2023 | 90.86% |
| November 30, 2023 | 90.76% |
| October 31, 2023 | 88.59% |
| September 30, 2023 | 87.48% |
| August 31, 2023 | 87.48% |
| July 31, 2023 | 87.48% |
| June 30, 2023 | 87.48% |
| May 31, 2023 | 87.48% |
| April 30, 2023 | 87.48% |
| March 31, 2023 | 87.48% |
| February 28, 2023 | 87.48% |
| January 31, 2023 | 87.48% |
| December 31, 2022 | 87.48% |
| November 30, 2022 | 87.48% |
| October 31, 2022 | 87.48% |
| September 30, 2022 | 87.48% |
| August 31, 2022 | 87.48% |
| July 31, 2022 | 87.48% |
| June 30, 2022 | 87.48% |
| May 31, 2022 | 89.57% |
| April 30, 2022 | 92.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.68% |
| February 28, 2022 | 92.86% |
| January 31, 2022 | 92.86% |
| December 31, 2021 | 94.01% |
| November 30, 2021 | 94.01% |
| October 31, 2021 | 94.01% |
| September 30, 2021 | 94.37% |
| August 31, 2021 | 94.37% |
| July 31, 2021 | 94.37% |
| June 30, 2021 | 94.37% |
| May 31, 2021 | 94.37% |
| April 30, 2021 | 94.37% |
| March 31, 2021 | 95.04% |
| February 28, 2021 | 95.04% |
| January 31, 2021 | 95.19% |
| December 31, 2020 | 95.19% |
| November 30, 2020 | 96.75% |
| October 31, 2020 | 97.61% |
| September 30, 2020 | 98.84% |
| August 31, 2020 | 98.84% |
| July 31, 2020 | 98.84% |
| June 30, 2020 | 98.84% |
| May 31, 2020 | 98.84% |
| April 30, 2020 | 98.84% |
| March 31, 2020 | 98.84% |
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
87.48%
Minimum
Jun 2022
98.84%
Maximum
May 2019
93.29%
Average
94.01%
Median
Oct 2021
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) | -6.726 |
| Beta (5Y) | 1.434 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.69% |
| Historical Sharpe Ratio (5Y) | 0.1044 |
| Historical Sortino (5Y) | 0.2421 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.21% |