Sidney Resources Corp (SDRC)
0.295
-0.01
(-1.83%)
USD |
OTCM |
May 06, 16:00
Sidney Resources Max Drawdown (5Y): 89.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.77% |
| March 31, 2024 | 89.77% |
| February 29, 2024 | 89.77% |
| January 31, 2024 | 89.77% |
| December 31, 2023 | 90.23% |
| November 30, 2023 | 90.23% |
| October 31, 2023 | 90.70% |
| September 30, 2023 | 90.70% |
| August 31, 2023 | 90.70% |
| July 31, 2023 | 90.70% |
| June 30, 2023 | 90.70% |
| May 31, 2023 | 90.70% |
| April 30, 2023 | 90.70% |
| March 31, 2023 | 90.70% |
| February 28, 2023 | 90.70% |
| January 31, 2023 | 90.70% |
| December 31, 2022 | 90.70% |
| November 30, 2022 | 90.70% |
| October 31, 2022 | 90.70% |
| September 30, 2022 | 90.70% |
| August 31, 2022 | 90.70% |
| July 31, 2022 | 90.70% |
| June 30, 2022 | 90.70% |
| May 31, 2022 | 90.70% |
| April 30, 2022 | 90.70% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.70% |
| February 28, 2022 | 90.70% |
| January 31, 2022 | 90.70% |
| December 31, 2021 | 90.70% |
| November 30, 2021 | 90.70% |
| October 31, 2021 | 90.70% |
| September 30, 2021 | 90.70% |
| August 31, 2021 | 90.70% |
| July 31, 2021 | 90.70% |
| June 30, 2021 | 90.70% |
| May 31, 2021 | 90.70% |
| April 30, 2021 | 90.70% |
| March 31, 2021 | 90.70% |
| February 28, 2021 | 90.70% |
| January 31, 2021 | 90.70% |
| December 31, 2020 | 90.70% |
| November 30, 2020 | 90.70% |
| October 31, 2020 | 93.00% |
| September 30, 2020 | 93.00% |
| August 31, 2020 | 93.00% |
| July 31, 2020 | 93.00% |
| June 30, 2020 | 93.00% |
| May 31, 2020 | 93.00% |
| April 30, 2020 | 93.00% |
| March 31, 2020 | 93.00% |
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
89.77%
Minimum
Jan 2024
97.83%
Maximum
May 2019
91.75%
Average
90.70%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 95.74% |
| Contango Ore Inc | 72.87% |
| Idaho Strategic Resources Inc | 62.42% |
| Dakota Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 138.92 |
| Beta (5Y) | -0.7573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 251.4% |
| Historical Sharpe Ratio (5Y) | 0.519 |
| Historical Sortino (5Y) | 3.345 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.73% |