Adventus Mining Corp (ADVZF)
0.33
+0.02
(+4.80%)
USD |
OTCM |
Jun 18, 16:00
Adventus Mining Max Drawdown (5Y): 86.14% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 86.14% |
| April 30, 2024 | 86.14% |
| March 31, 2024 | 86.14% |
| February 29, 2024 | 86.14% |
| January 31, 2024 | 85.08% |
| December 31, 2023 | 85.08% |
| November 30, 2023 | 85.08% |
| October 31, 2023 | 85.08% |
| September 30, 2023 | 82.82% |
| August 31, 2023 | 82.82% |
| July 31, 2023 | 81.31% |
| June 30, 2023 | 81.31% |
| May 31, 2023 | 81.31% |
| April 30, 2023 | 81.31% |
| March 31, 2023 | 81.31% |
| February 28, 2023 | 81.31% |
| January 31, 2023 | 81.31% |
| December 31, 2022 | 81.31% |
| November 30, 2022 | 81.31% |
| October 31, 2022 | 81.20% |
| September 30, 2022 | 76.92% |
| August 31, 2022 | 76.65% |
| July 31, 2022 | 76.65% |
| June 30, 2022 | 69.16% |
| May 31, 2022 | 65.21% |
| Date | Value |
|---|---|
| April 30, 2022 | 60.77% |
| March 31, 2022 | 59.31% |
| February 28, 2022 | 59.31% |
| January 31, 2022 | 59.31% |
| December 31, 2021 | 59.31% |
| November 30, 2021 | 59.31% |
| October 31, 2021 | 59.31% |
| September 30, 2021 | 59.31% |
| August 31, 2021 | 59.31% |
| July 31, 2021 | 59.31% |
| June 30, 2021 | 59.31% |
| May 31, 2021 | 59.31% |
| April 30, 2021 | 59.31% |
| March 31, 2021 | 59.31% |
| February 28, 2021 | 59.31% |
| January 31, 2021 | 59.31% |
| December 31, 2020 | 59.31% |
| November 30, 2020 | 59.31% |
| October 31, 2020 | 59.31% |
| September 30, 2020 | 59.31% |
| August 31, 2020 | 59.31% |
| July 31, 2020 | 59.31% |
| June 30, 2020 | 59.31% |
| May 31, 2020 | 59.31% |
| April 30, 2020 | 59.31% |
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
43.34%
Minimum
Jun 2019
86.14%
Maximum
Feb 2024
66.03%
Average
59.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Endeavour Silver Corp | 81.13% |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.27 |
| Beta (5Y) | 1.152 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.89% |
| Historical Sharpe Ratio (5Y) | -0.235 |
| Historical Sortino (5Y) | -0.502 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.61% |