Vulcan International Corp (VULC)
0.05
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Vulcan International Max Drawdown (5Y): 100.00% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 100.00% |
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 100.00% |
May 31, 2023 | 100.00% |
April 30, 2023 | 100.00% |
March 31, 2023 | 100.00% |
February 28, 2023 | 100.00% |
January 31, 2023 | 100.00% |
December 31, 2022 | 100.00% |
November 30, 2022 | 100.00% |
October 31, 2022 | 100.00% |
September 30, 2022 | 100.00% |
August 31, 2022 | 100.00% |
July 31, 2022 | 100.00% |
June 30, 2022 | 100.00% |
May 31, 2022 | 100.00% |
Date | Value |
---|---|
April 30, 2022 | 100.00% |
March 31, 2022 | 100.00% |
February 28, 2022 | 100.00% |
January 31, 2022 | 100.00% |
December 31, 2021 | 100.00% |
November 30, 2021 | 96.83% |
October 31, 2021 | 96.83% |
September 30, 2021 | 96.83% |
August 31, 2021 | 96.34% |
July 31, 2021 | 95.56% |
June 30, 2021 | 95.56% |
May 31, 2021 | 95.56% |
April 30, 2021 | 95.56% |
March 31, 2021 | 95.56% |
February 28, 2021 | 95.56% |
January 31, 2021 | 95.56% |
December 31, 2020 | 95.56% |
November 30, 2020 | 50.16% |
October 31, 2020 | 50.16% |
September 30, 2020 | 50.16% |
August 31, 2020 | 50.16% |
July 31, 2020 | 50.16% |
June 30, 2020 | 50.16% |
May 31, 2020 | 50.16% |
April 30, 2020 | 50.16% |
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
50.16%
Minimum
Jun 2019
100.00%
Maximum
Dec 2021
84.24%
Average
98.42%
Median
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8145.15 |
Beta (5Y) | -600.35 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.66K% |
Historical Sharpe Ratio (5Y) | -0.0025 |
Historical Sortino (5Y) | -0.9839 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 75.01% |