Sparton Resources Inc (SRI.V)
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May 17, 16:00
Sparton Resources Max Drawdown (5Y): 87.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.50% |
March 31, 2024 | 87.50% |
February 29, 2024 | 87.50% |
January 31, 2024 | 87.50% |
December 31, 2023 | 87.50% |
November 30, 2023 | 87.50% |
October 31, 2023 | 87.50% |
September 30, 2023 | 87.50% |
August 31, 2023 | 87.50% |
July 31, 2023 | 87.50% |
June 30, 2023 | 87.50% |
May 31, 2023 | 87.50% |
April 30, 2023 | 87.50% |
March 31, 2023 | 87.50% |
February 28, 2023 | 87.50% |
January 31, 2023 | 87.50% |
December 31, 2022 | 87.50% |
November 30, 2022 | 87.50% |
October 31, 2022 | 87.50% |
September 30, 2022 | 87.50% |
August 31, 2022 | 87.50% |
July 31, 2022 | 87.50% |
June 30, 2022 | 87.50% |
May 31, 2022 | 87.50% |
April 30, 2022 | 87.50% |
Date | Value |
---|---|
March 31, 2022 | 87.50% |
February 28, 2022 | 87.50% |
January 31, 2022 | 87.50% |
December 31, 2021 | 87.50% |
November 30, 2021 | 87.50% |
October 31, 2021 | 87.50% |
September 30, 2021 | 87.50% |
August 31, 2021 | 87.50% |
July 31, 2021 | 87.50% |
June 30, 2021 | 87.50% |
May 31, 2021 | 87.50% |
April 30, 2021 | 87.50% |
March 31, 2021 | 87.50% |
February 28, 2021 | 87.50% |
January 31, 2021 | 87.50% |
December 31, 2020 | 87.50% |
November 30, 2020 | 87.50% |
October 31, 2020 | 87.50% |
September 30, 2020 | 88.57% |
August 31, 2020 | 88.64% |
July 31, 2020 | 93.18% |
June 30, 2020 | 95.92% |
May 31, 2020 | 97.96% |
April 30, 2020 | 97.96% |
March 31, 2020 | 97.96% |
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
87.50%
Minimum
Oct 2020
97.96%
Maximum
May 2019
90.04%
Average
87.50%
Median
Oct 2020
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) | -19.07 |
Beta (5Y) | 1.325 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.51% |
Historical Sharpe Ratio (5Y) | -0.1063 |
Historical Sortino (5Y) | -0.2551 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |