Regis Resources Ltd (RGRNF)
1.31
-0.12
(-8.39%)
USD |
OTCM |
May 03, 16:00
Regis Resources Max Drawdown (5Y): 79.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.69% |
| March 31, 2024 | 79.69% |
| February 29, 2024 | 79.69% |
| January 31, 2024 | 79.69% |
| December 31, 2023 | 79.69% |
| November 30, 2023 | 79.69% |
| October 31, 2023 | 79.69% |
| September 30, 2023 | 79.69% |
| August 31, 2023 | 79.69% |
| July 31, 2023 | 79.69% |
| June 30, 2023 | 79.69% |
| May 31, 2023 | 79.69% |
| April 30, 2023 | 79.69% |
| March 31, 2023 | 79.69% |
| February 28, 2023 | 79.69% |
| January 31, 2023 | 79.69% |
| December 31, 2022 | 79.69% |
| November 30, 2022 | 79.69% |
| October 31, 2022 | 79.69% |
| September 30, 2022 | 79.69% |
| August 31, 2022 | 78.76% |
| July 31, 2022 | 78.76% |
| June 30, 2022 | 78.76% |
| May 31, 2022 | 72.07% |
| April 30, 2022 | 72.07% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.07% |
| February 28, 2022 | 72.07% |
| January 31, 2022 | 72.07% |
| December 31, 2021 | 72.07% |
| November 30, 2021 | 69.30% |
| October 31, 2021 | 67.68% |
| September 30, 2021 | 68.81% |
| August 31, 2021 | 68.81% |
| July 31, 2021 | 68.81% |
| June 30, 2021 | 68.81% |
| May 31, 2021 | 68.81% |
| April 30, 2021 | 68.81% |
| March 31, 2021 | 68.81% |
| February 28, 2021 | 68.81% |
| January 31, 2021 | 68.81% |
| December 31, 2020 | 68.81% |
| November 30, 2020 | 70.88% |
| October 31, 2020 | 72.28% |
| September 30, 2020 | 74.22% |
| August 31, 2020 | 76.69% |
| July 31, 2020 | 79.69% |
| June 30, 2020 | 82.35% |
| May 31, 2020 | 83.36% |
| April 30, 2020 | 85.38% |
| March 31, 2020 | 85.38% |
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
67.68%
Minimum
Oct 2021
85.38%
Maximum
May 2019
77.53%
Average
79.69%
Median
Sep 2022
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) | -32.80 |
| Beta (5Y) | 1.411 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.51% |
| Historical Sharpe Ratio (5Y) | -0.352 |
| Historical Sortino (5Y) | -0.6401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.43% |