Teck Resources Ltd (TECK.B.TO)
68.16
+0.73
(+1.08%)
CAD |
TSX |
May 06, 16:00
Teck Resources Max Drawdown (5Y): 76.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.93% |
March 31, 2024 | 76.93% |
February 29, 2024 | 76.93% |
January 31, 2024 | 76.93% |
December 31, 2023 | 76.93% |
November 30, 2023 | 76.93% |
October 31, 2023 | 76.93% |
September 30, 2023 | 76.93% |
August 31, 2023 | 76.93% |
July 31, 2023 | 76.93% |
June 30, 2023 | 76.93% |
May 31, 2023 | 76.93% |
April 30, 2023 | 76.93% |
March 31, 2023 | 76.93% |
February 28, 2023 | 76.93% |
January 31, 2023 | 76.93% |
December 31, 2022 | 76.93% |
November 30, 2022 | 76.93% |
October 31, 2022 | 76.93% |
September 30, 2022 | 76.93% |
August 31, 2022 | 76.93% |
July 31, 2022 | 76.93% |
June 30, 2022 | 76.93% |
May 31, 2022 | 76.93% |
April 30, 2022 | 76.93% |
Date | Value |
---|---|
March 31, 2022 | 76.93% |
February 28, 2022 | 76.93% |
January 31, 2022 | 76.93% |
December 31, 2021 | 76.93% |
November 30, 2021 | 76.93% |
October 31, 2021 | 76.93% |
September 30, 2021 | 76.93% |
August 31, 2021 | 76.93% |
July 31, 2021 | 76.93% |
June 30, 2021 | 76.93% |
May 31, 2021 | 76.93% |
April 30, 2021 | 76.93% |
March 31, 2021 | 76.93% |
February 28, 2021 | 76.93% |
January 31, 2021 | 79.56% |
December 31, 2020 | 79.56% |
November 30, 2020 | 89.98% |
October 31, 2020 | 92.16% |
September 30, 2020 | 92.16% |
August 31, 2020 | 92.16% |
July 31, 2020 | 92.16% |
June 30, 2020 | 92.16% |
May 31, 2020 | 92.16% |
April 30, 2020 | 92.16% |
March 31, 2020 | 92.16% |
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
76.93%
Minimum
Feb 2021
92.16%
Maximum
May 2019
81.80%
Average
76.93%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Ivanhoe Mines Ltd | 61.25% |
Filo Corp | 67.11% |
Entree Resources Ltd | 73.86% |
Avalon Advanced Materials Inc | 91.01% |
Sierra Metals Inc | 97.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.705 |
Beta (5Y) | 1.467 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.63% |
Historical Sharpe Ratio (5Y) | 0.3569 |
Historical Sortino (5Y) | 0.5125 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.50% |