Alkane Resources Ltd (ALKEF)
0.3811
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Alkane Resources Max Drawdown (5Y): 72.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.58% |
| March 31, 2024 | 72.58% |
| February 29, 2024 | 72.58% |
| January 31, 2024 | 69.37% |
| December 31, 2023 | 73.15% |
| November 30, 2023 | 74.15% |
| October 31, 2023 | 74.15% |
| September 30, 2023 | 74.15% |
| August 31, 2023 | 74.15% |
| July 31, 2023 | 74.15% |
| June 30, 2023 | 74.15% |
| May 31, 2023 | 74.74% |
| April 30, 2023 | 74.74% |
| March 31, 2023 | 74.74% |
| February 28, 2023 | 74.74% |
| January 31, 2023 | 74.74% |
| December 31, 2022 | 74.74% |
| November 30, 2022 | 74.74% |
| October 31, 2022 | 74.74% |
| September 30, 2022 | 74.74% |
| August 31, 2022 | 74.74% |
| July 31, 2022 | 74.74% |
| June 30, 2022 | 74.74% |
| May 31, 2022 | 76.19% |
| April 30, 2022 | 82.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.60% |
| February 28, 2022 | 85.22% |
| January 31, 2022 | 85.22% |
| December 31, 2021 | 85.22% |
| November 30, 2021 | 85.22% |
| October 31, 2021 | 85.22% |
| September 30, 2021 | 85.43% |
| August 31, 2021 | 85.43% |
| July 31, 2021 | 85.43% |
| June 30, 2021 | 86.00% |
| May 31, 2021 | 87.84% |
| April 30, 2021 | 91.08% |
| March 31, 2021 | 92.83% |
| February 28, 2021 | 94.30% |
| January 31, 2021 | 94.30% |
| December 31, 2020 | 94.30% |
| November 30, 2020 | 95.10% |
| October 31, 2020 | 95.10% |
| September 30, 2020 | 95.10% |
| August 31, 2020 | 95.10% |
| July 31, 2020 | 95.10% |
| June 30, 2020 | 95.10% |
| May 31, 2020 | 95.10% |
| April 30, 2020 | 95.10% |
| March 31, 2020 | 95.10% |
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
69.37%
Minimum
Jan 2024
95.10%
Maximum
May 2019
84.59%
Average
85.22%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.154 |
| Beta (5Y) | 1.196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.10% |
| Historical Sharpe Ratio (5Y) | 0.2599 |
| Historical Sortino (5Y) | 0.5796 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.01% |