Trilogy Metals Inc (TMQ)
0.4811
-0.03
(-6.04%)
USD |
NYAM |
May 22, 16:00
0.4819
0.00 (0.00%)
After-Hours: 20:00
Trilogy Metals Max Drawdown (5Y): 88.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.01% |
| March 31, 2024 | 87.30% |
| February 29, 2024 | 87.30% |
| January 31, 2024 | 87.30% |
| December 31, 2023 | 87.30% |
| November 30, 2023 | 86.27% |
| October 31, 2023 | 85.59% |
| September 30, 2023 | 85.59% |
| August 31, 2023 | 85.59% |
| July 31, 2023 | 84.88% |
| June 30, 2023 | 84.88% |
| May 31, 2023 | 84.88% |
| April 30, 2023 | 83.57% |
| March 31, 2023 | 83.57% |
| February 28, 2023 | 83.44% |
| January 31, 2023 | 83.44% |
| December 31, 2022 | 83.44% |
| November 30, 2022 | 82.64% |
| October 31, 2022 | 82.07% |
| September 30, 2022 | 81.19% |
| August 31, 2022 | 80.05% |
| July 31, 2022 | 80.05% |
| June 30, 2022 | 75.67% |
| May 31, 2022 | 72.77% |
| April 30, 2022 | 77.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.00% |
| February 28, 2022 | 80.00% |
| January 31, 2022 | 81.41% |
| December 31, 2021 | 86.76% |
| November 30, 2021 | 89.62% |
| October 31, 2021 | 89.85% |
| September 30, 2021 | 90.36% |
| August 31, 2021 | 90.68% |
| July 31, 2021 | 90.68% |
| June 30, 2021 | 90.68% |
| May 31, 2021 | 90.68% |
| April 30, 2021 | 90.68% |
| March 31, 2021 | 90.68% |
| February 28, 2021 | 90.68% |
| January 31, 2021 | 92.80% |
| December 31, 2020 | 92.80% |
| November 30, 2020 | 94.49% |
| October 31, 2020 | 96.55% |
| September 30, 2020 | 96.55% |
| August 31, 2020 | 96.55% |
| July 31, 2020 | 96.55% |
| June 30, 2020 | 96.55% |
| May 31, 2020 | 96.55% |
| April 30, 2020 | 96.55% |
| March 31, 2020 | 96.55% |
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
72.77%
Minimum
May 2022
96.55%
Maximum
May 2019
88.92%
Average
89.74%
Median
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) | -46.64 |
| Beta (5Y) | 1.285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.83% |
| Historical Sharpe Ratio (5Y) | -0.6117 |
| Historical Sortino (5Y) | -0.9647 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.67% |