Regulus Resources Inc (REG.V)
1.52
+0.03
(+2.01%)
CAD |
TSXV |
May 06, 15:41
Regulus Resources Max Drawdown (5Y): 81.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.41% |
| March 31, 2024 | 81.41% |
| February 29, 2024 | 81.41% |
| January 31, 2024 | 81.41% |
| December 31, 2023 | 81.41% |
| November 30, 2023 | 81.41% |
| October 31, 2023 | 81.41% |
| September 30, 2023 | 81.41% |
| August 31, 2023 | 81.41% |
| July 31, 2023 | 81.41% |
| June 30, 2023 | 81.41% |
| May 31, 2023 | 81.41% |
| April 30, 2023 | 81.41% |
| March 31, 2023 | 81.41% |
| February 28, 2023 | 81.41% |
| January 31, 2023 | 81.41% |
| December 31, 2022 | 81.41% |
| November 30, 2022 | 81.41% |
| October 31, 2022 | 81.41% |
| September 30, 2022 | 81.41% |
| August 31, 2022 | 81.41% |
| July 31, 2022 | 81.41% |
| June 30, 2022 | 81.41% |
| May 31, 2022 | 81.41% |
| April 30, 2022 | 81.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.41% |
| February 28, 2022 | 81.41% |
| January 31, 2022 | 81.41% |
| December 31, 2021 | 81.41% |
| November 30, 2021 | 81.41% |
| October 31, 2021 | 81.41% |
| September 30, 2021 | 82.04% |
| August 31, 2021 | 83.40% |
| July 31, 2021 | 85.81% |
| June 30, 2021 | 85.81% |
| May 31, 2021 | 85.81% |
| April 30, 2021 | 85.81% |
| March 31, 2021 | 88.58% |
| February 28, 2021 | 94.35% |
| January 31, 2021 | 95.98% |
| December 31, 2020 | 95.98% |
| November 30, 2020 | 96.49% |
| October 31, 2020 | 97.61% |
| September 30, 2020 | 97.68% |
| August 31, 2020 | 97.68% |
| July 31, 2020 | 97.68% |
| June 30, 2020 | 97.68% |
| May 31, 2020 | 97.68% |
| April 30, 2020 | 97.68% |
| March 31, 2020 | 97.68% |
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
81.41%
Minimum
Oct 2021
97.68%
Maximum
May 2019
87.70%
Average
81.41%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.859 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.84% |
| Historical Sharpe Ratio (5Y) | -0.0087 |
| Historical Sortino (5Y) | -0.0172 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.44% |