Sanatana Resources Inc (STA.V)
0.085
0.00 (0.00%)
CAD |
TSXV |
May 31, 16:00
Sanatana Resources Max Drawdown (5Y): 95.45% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 95.45% |
| April 30, 2024 | 95.45% |
| March 31, 2024 | 95.45% |
| February 29, 2024 | 95.45% |
| January 31, 2024 | 95.45% |
| December 31, 2023 | 95.45% |
| November 30, 2023 | 95.45% |
| October 31, 2023 | 95.45% |
| September 30, 2023 | 95.45% |
| August 31, 2023 | 95.45% |
| July 31, 2023 | 95.45% |
| June 30, 2023 | 95.45% |
| May 31, 2023 | 94.55% |
| April 30, 2023 | 94.55% |
| March 31, 2023 | 93.64% |
| February 28, 2023 | 93.64% |
| January 31, 2023 | 92.73% |
| December 31, 2022 | 92.73% |
| November 30, 2022 | 92.73% |
| October 31, 2022 | 92.50% |
| September 30, 2022 | 91.67% |
| August 31, 2022 | 91.67% |
| July 31, 2022 | 91.67% |
| June 30, 2022 | 91.67% |
| May 31, 2022 | 91.67% |
| Date | Value |
|---|---|
| April 30, 2022 | 91.67% |
| March 31, 2022 | 91.67% |
| February 28, 2022 | 92.86% |
| January 31, 2022 | 92.86% |
| December 31, 2021 | 92.86% |
| November 30, 2021 | 95.56% |
| October 31, 2021 | 96.67% |
| September 30, 2021 | 96.67% |
| August 31, 2021 | 97.78% |
| July 31, 2021 | 97.78% |
| June 30, 2021 | 97.78% |
| May 31, 2021 | 97.78% |
| April 30, 2021 | 97.78% |
| March 31, 2021 | 97.78% |
| February 28, 2021 | 98.25% |
| January 31, 2021 | 98.25% |
| December 31, 2020 | 98.25% |
| November 30, 2020 | 99.12% |
| October 31, 2020 | 99.12% |
| September 30, 2020 | 99.12% |
| August 31, 2020 | 99.12% |
| July 31, 2020 | 99.12% |
| June 30, 2020 | 99.12% |
| May 31, 2020 | 99.12% |
| April 30, 2020 | 99.12% |
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
91.67%
Minimum
Mar 2022
99.12%
Maximum
Jun 2019
96.12%
Average
95.50%
Median
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) | -41.25 |
| Beta (5Y) | 1.530 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.6% |
| Historical Sharpe Ratio (5Y) | -0.2552 |
| Historical Sortino (5Y) | -0.6597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.48% |