ALX Resources Corp (AL.V)
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TSXV |
May 17, 16:00
ALX Resources Max Drawdown (5Y): 90.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.00% |
March 31, 2024 | 90.00% |
February 29, 2024 | 90.00% |
January 31, 2024 | 90.00% |
December 31, 2023 | 90.00% |
November 30, 2023 | 90.00% |
October 31, 2023 | 90.00% |
September 30, 2023 | 90.00% |
August 31, 2023 | 90.00% |
July 31, 2023 | 90.00% |
June 30, 2023 | 90.00% |
May 31, 2023 | 90.00% |
April 30, 2023 | 90.00% |
March 31, 2023 | 90.00% |
February 28, 2023 | 90.00% |
January 31, 2023 | 90.00% |
December 31, 2022 | 90.00% |
November 30, 2022 | 90.00% |
October 31, 2022 | 90.00% |
September 30, 2022 | 90.00% |
August 31, 2022 | 90.00% |
July 31, 2022 | 90.00% |
June 30, 2022 | 90.00% |
May 31, 2022 | 90.00% |
April 30, 2022 | 90.00% |
Date | Value |
---|---|
March 31, 2022 | 90.00% |
February 28, 2022 | 90.00% |
January 31, 2022 | 90.00% |
December 31, 2021 | 90.00% |
November 30, 2021 | 90.00% |
October 31, 2021 | 90.00% |
September 30, 2021 | 90.00% |
August 31, 2021 | 90.00% |
July 31, 2021 | 90.00% |
June 30, 2021 | 90.00% |
May 31, 2021 | 90.00% |
April 30, 2021 | 90.00% |
March 31, 2021 | 90.00% |
February 28, 2021 | 90.00% |
January 31, 2021 | 90.00% |
December 31, 2020 | 90.00% |
November 30, 2020 | 90.00% |
October 31, 2020 | 90.00% |
September 30, 2020 | 90.00% |
August 31, 2020 | 90.00% |
July 31, 2020 | 90.00% |
June 30, 2020 | 90.00% |
May 31, 2020 | 90.00% |
April 30, 2020 | 90.00% |
March 31, 2020 | 90.00% |
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
66.67%
Minimum
May 2019
90.00%
Maximum
Mar 2020
87.56%
Average
90.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Mega Uranium Ltd | 83.87% |
Northern Uranium Corp | 95.24% |
Appia Rare Earths & Uranium Corp | 91.88% |
Western Uranium & Vanadium Corp | 93.60% |
Sprott Physical Uranium Trust | 42.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.05 |
Beta (5Y) | 1.618 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.56% |
Historical Sharpe Ratio (5Y) | -0.2545 |
Historical Sortino (5Y) | -0.5617 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |