Xanadu Mines Ltd (XAM.TO)
0.07
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
Xanadu Mines Max Drawdown (5Y): 94.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.09% |
March 31, 2024 | 94.09% |
February 29, 2024 | 94.09% |
January 31, 2024 | 94.09% |
December 31, 2023 | 94.09% |
November 30, 2023 | 94.09% |
October 31, 2023 | 94.09% |
September 30, 2023 | 94.09% |
August 31, 2023 | 94.09% |
July 31, 2023 | 94.09% |
June 30, 2023 | 94.09% |
May 31, 2023 | 94.09% |
April 30, 2023 | 94.09% |
March 31, 2023 | 94.09% |
February 28, 2023 | 94.09% |
January 31, 2023 | 94.09% |
December 31, 2022 | 94.09% |
November 30, 2022 | 94.09% |
October 31, 2022 | 94.09% |
September 30, 2022 | 94.09% |
August 31, 2022 | 94.09% |
July 31, 2022 | 94.09% |
June 30, 2022 | 94.09% |
May 31, 2022 | 94.09% |
April 30, 2022 | 94.09% |
Date | Value |
---|---|
March 31, 2022 | 94.09% |
February 28, 2022 | 94.09% |
January 31, 2022 | 94.09% |
December 31, 2021 | 94.09% |
November 30, 2021 | 94.09% |
October 31, 2021 | 94.09% |
September 30, 2021 | 94.09% |
August 31, 2021 | 94.09% |
July 31, 2021 | 94.09% |
June 30, 2021 | 94.09% |
May 31, 2021 | 94.09% |
April 30, 2021 | 94.09% |
March 31, 2021 | 94.09% |
February 28, 2021 | 94.09% |
January 31, 2021 | 94.09% |
December 31, 2020 | 94.09% |
November 30, 2020 | 94.09% |
October 31, 2020 | 94.09% |
September 30, 2020 | 94.09% |
August 31, 2020 | 94.09% |
July 31, 2020 | 94.09% |
June 30, 2020 | 94.09% |
May 31, 2020 | 94.09% |
April 30, 2020 | 94.09% |
March 31, 2020 | 94.09% |
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
52.94%
Minimum
May 2019
94.09%
Maximum
Mar 2020
91.14%
Average
94.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
OceanaGold Corp | 77.77% |
Perseus Mining Ltd | 48.21% |
RTG Mining Inc | 95.33% |
Champion Iron Ltd | 62.30% |
Graphene Manufacturing Group Ltd | 93.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.18 |
Beta (5Y) | 1.066 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.58% |
Historical Sharpe Ratio (5Y) | -0.1077 |
Historical Sortino (5Y) | -0.2246 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.41% |