Alphamin Resources Corp (AFMJF)
0.7636
-0.03
(-3.35%)
USD |
OTCM |
Jun 04, 13:01
Alphamin Resources Max Drawdown (5Y): 75.20% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 75.20% |
April 30, 2024 | 75.20% |
March 31, 2024 | 75.20% |
February 29, 2024 | 75.20% |
January 31, 2024 | 75.20% |
December 31, 2023 | 75.20% |
November 30, 2023 | 75.20% |
October 31, 2023 | 75.20% |
September 30, 2023 | 75.20% |
August 31, 2023 | 75.20% |
July 31, 2023 | 75.20% |
June 30, 2023 | 75.20% |
May 31, 2023 | 75.20% |
April 30, 2023 | 75.20% |
March 31, 2023 | 75.20% |
February 28, 2023 | 75.20% |
January 31, 2023 | 75.20% |
December 31, 2022 | 75.20% |
November 30, 2022 | 75.20% |
October 31, 2022 | 75.20% |
September 30, 2022 | 75.20% |
August 31, 2022 | 75.20% |
July 31, 2022 | 75.20% |
June 30, 2022 | 75.20% |
May 31, 2022 | 75.20% |
Date | Value |
---|---|
April 30, 2022 | 75.20% |
March 31, 2022 | 75.20% |
February 28, 2022 | 75.20% |
January 31, 2022 | 75.20% |
December 31, 2021 | 75.20% |
November 30, 2021 | 75.20% |
October 31, 2021 | 75.20% |
September 30, 2021 | 75.20% |
August 31, 2021 | 75.20% |
July 31, 2021 | 75.20% |
June 30, 2021 | 75.20% |
May 31, 2021 | 75.20% |
April 30, 2021 | 75.20% |
March 31, 2021 | 75.20% |
February 28, 2021 | 75.20% |
January 31, 2021 | 75.20% |
December 31, 2020 | 82.96% |
November 30, 2020 | 82.96% |
October 31, 2020 | 82.96% |
September 30, 2020 | 82.96% |
August 31, 2020 | 82.96% |
July 31, 2020 | 82.96% |
June 30, 2020 | 82.96% |
May 31, 2020 | 82.96% |
April 30, 2020 | 82.96% |
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
75.20%
Minimum
Jan 2021
85.02%
Maximum
Jun 2019
77.73%
Average
75.20%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Core Molding Technologies Inc | 96.20% |
Flexible Solutions International Inc | 75.75% |
Vista Gold Corp | 81.58% |
IT Tech Packaging Inc | 98.54% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.03 |
Beta (5Y) | 0.9332 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.63% |
Historical Sharpe Ratio (5Y) | 0.6038 |
Historical Sortino (5Y) | 1.233 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.32% |