Sable Resources Ltd (SBLRF)
0.0416
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Sable Resources Max Drawdown (5Y): 92.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.03% |
March 31, 2024 | 92.03% |
February 29, 2024 | 92.03% |
January 31, 2024 | 92.03% |
December 31, 2023 | 92.03% |
November 30, 2023 | 92.03% |
October 31, 2023 | 91.55% |
September 30, 2023 | 90.14% |
August 31, 2023 | 89.41% |
July 31, 2023 | 89.41% |
June 30, 2023 | 89.41% |
May 31, 2023 | 88.70% |
April 30, 2023 | 88.70% |
March 31, 2023 | 88.70% |
February 28, 2023 | 87.31% |
January 31, 2023 | 87.31% |
December 31, 2022 | 87.31% |
November 30, 2022 | 87.31% |
October 31, 2022 | 87.31% |
September 30, 2022 | 87.31% |
August 31, 2022 | 87.31% |
July 31, 2022 | 87.31% |
June 30, 2022 | 87.31% |
May 31, 2022 | 87.31% |
April 30, 2022 | 87.31% |
Date | Value |
---|---|
March 31, 2022 | 87.31% |
February 28, 2022 | 87.31% |
January 31, 2022 | 87.31% |
December 31, 2021 | 87.31% |
November 30, 2021 | 87.31% |
October 31, 2021 | 87.31% |
September 30, 2021 | 87.31% |
August 31, 2021 | 87.31% |
July 31, 2021 | 87.31% |
June 30, 2021 | 87.31% |
May 31, 2021 | 87.31% |
April 30, 2021 | 87.31% |
March 31, 2021 | 87.31% |
February 28, 2021 | 87.31% |
January 31, 2021 | 87.31% |
December 31, 2020 | 87.31% |
November 30, 2020 | 87.31% |
October 31, 2020 | 87.31% |
September 30, 2020 | 87.31% |
August 31, 2020 | 87.31% |
July 31, 2020 | 87.31% |
June 30, 2020 | 87.31% |
May 31, 2020 | 87.31% |
April 30, 2020 | 87.31% |
March 31, 2020 | 87.31% |
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
66.44%
Minimum
May 2019
92.03%
Maximum
Nov 2023
85.47%
Average
87.31%
Median
Mar 2020
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) | -38.89 |
Beta (5Y) | 2.073 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.50% |
Historical Sharpe Ratio (5Y) | -0.1745 |
Historical Sortino (5Y) | -0.3549 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.49% |