Standard Lithium Corp (SLI)
1.285
-0.06
(-4.10%)
USD |
NYAM |
May 07, 13:20
Standard Lithium Max Drawdown (5Y): 91.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.51% |
March 31, 2024 | 90.78% |
February 29, 2024 | 90.78% |
January 31, 2024 | 90.30% |
December 31, 2023 | 85.69% |
November 30, 2023 | 85.55% |
October 31, 2023 | 85.55% |
September 30, 2023 | 85.55% |
August 31, 2023 | 85.55% |
July 31, 2023 | 85.55% |
June 30, 2023 | 85.55% |
May 31, 2023 | 85.55% |
April 30, 2023 | 85.55% |
March 31, 2023 | 85.55% |
February 28, 2023 | 85.55% |
January 31, 2023 | 85.55% |
December 31, 2022 | 85.55% |
November 30, 2022 | 85.55% |
October 31, 2022 | 85.55% |
September 30, 2022 | 85.55% |
August 31, 2022 | 85.55% |
July 31, 2022 | 85.55% |
June 30, 2022 | 85.55% |
May 31, 2022 | 85.55% |
April 30, 2022 | 85.55% |
Date | Value |
---|---|
March 31, 2022 | 85.55% |
February 28, 2022 | 85.55% |
January 31, 2022 | 85.55% |
December 31, 2021 | 85.55% |
November 30, 2021 | 85.55% |
October 31, 2021 | 85.55% |
September 30, 2021 | 85.55% |
August 31, 2021 | 85.55% |
July 31, 2021 | 85.55% |
June 30, 2021 | 85.55% |
May 31, 2021 | 85.55% |
April 30, 2021 | 85.55% |
March 31, 2021 | 85.55% |
February 28, 2021 | 85.55% |
January 31, 2021 | 85.55% |
December 31, 2020 | 85.55% |
November 30, 2020 | 85.55% |
October 31, 2020 | 85.55% |
September 30, 2020 | 85.55% |
August 31, 2020 | 85.55% |
July 31, 2020 | 85.55% |
June 30, 2020 | 85.55% |
May 31, 2020 | 85.55% |
April 30, 2020 | 85.55% |
March 31, 2020 | 85.55% |
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
76.82%
Minimum
May 2019
91.51%
Maximum
Apr 2024
84.62%
Average
85.55%
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) | -10.17 |
Beta (5Y) | 1.974 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.41% |
Historical Sharpe Ratio (5Y) | 0.1369 |
Historical Sortino (5Y) | 0.3428 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.45% |