Peak Rare Earths Ltd (PKREF)
0.151
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Peak Rare Earths Max Drawdown (5Y): 86.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.67% |
March 31, 2024 | 86.67% |
February 29, 2024 | 86.67% |
January 31, 2024 | 86.67% |
December 31, 2023 | 86.67% |
November 30, 2023 | 88.25% |
October 31, 2023 | 88.25% |
September 30, 2023 | 88.25% |
August 31, 2023 | 88.25% |
July 31, 2023 | 88.25% |
June 30, 2023 | 88.25% |
May 31, 2023 | 88.25% |
April 30, 2023 | 88.25% |
March 31, 2023 | 88.25% |
February 28, 2023 | 88.25% |
January 31, 2023 | 88.25% |
December 31, 2022 | 88.25% |
November 30, 2022 | 88.25% |
October 31, 2022 | 88.25% |
September 30, 2022 | 88.25% |
August 31, 2022 | 88.25% |
July 31, 2022 | 88.25% |
June 30, 2022 | 88.25% |
May 31, 2022 | 88.25% |
April 30, 2022 | 88.25% |
Date | Value |
---|---|
March 31, 2022 | 88.25% |
February 28, 2022 | 88.25% |
January 31, 2022 | 88.25% |
December 31, 2021 | 88.25% |
November 30, 2021 | 88.25% |
October 31, 2021 | 88.25% |
September 30, 2021 | 88.25% |
August 31, 2021 | 88.25% |
July 31, 2021 | 88.25% |
June 30, 2021 | 88.25% |
May 31, 2021 | 88.25% |
April 30, 2021 | 88.25% |
March 31, 2021 | 88.25% |
February 28, 2021 | 88.25% |
January 31, 2021 | 88.25% |
December 31, 2020 | 88.25% |
November 30, 2020 | 88.25% |
October 31, 2020 | 88.25% |
September 30, 2020 | 88.25% |
August 31, 2020 | 88.25% |
July 31, 2020 | 88.25% |
June 30, 2020 | 88.25% |
May 31, 2020 | 88.25% |
April 30, 2020 | 88.25% |
March 31, 2020 | 88.25% |
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
86.67%
Minimum
Dec 2023
88.25%
Maximum
May 2019
88.12%
Average
88.25%
Median
May 2019
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.401 |
Beta (5Y) | 0.1923 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 196.4% |
Historical Sharpe Ratio (5Y) | 0.0333 |
Historical Sortino (5Y) | 0.105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.24% |