Imagine Lithium Inc (ARXRF)
0.0215
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Imagine Lithium Max Drawdown (5Y): 96.98% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 96.98% |
April 30, 2024 | 96.98% |
March 31, 2024 | 96.98% |
February 29, 2024 | 96.98% |
January 31, 2024 | 96.98% |
December 31, 2023 | 96.98% |
November 30, 2023 | 96.98% |
October 31, 2023 | 96.98% |
September 30, 2023 | 97.07% |
August 31, 2023 | 97.07% |
July 31, 2023 | 97.07% |
June 30, 2023 | 97.07% |
May 31, 2023 | 97.07% |
April 30, 2023 | 97.07% |
March 31, 2023 | 97.07% |
February 28, 2023 | 97.07% |
January 31, 2023 | 97.07% |
December 31, 2022 | 97.07% |
November 30, 2022 | 97.07% |
October 31, 2022 | 97.07% |
September 30, 2022 | 97.07% |
August 31, 2022 | 97.07% |
July 31, 2022 | 97.07% |
June 30, 2022 | 97.07% |
May 31, 2022 | 97.07% |
Date | Value |
---|---|
April 30, 2022 | 97.07% |
March 31, 2022 | 97.07% |
February 28, 2022 | 97.07% |
January 31, 2022 | 97.07% |
December 31, 2021 | 97.07% |
November 30, 2021 | 97.07% |
October 31, 2021 | 97.07% |
September 30, 2021 | 97.07% |
August 31, 2021 | 97.07% |
July 31, 2021 | 97.07% |
June 30, 2021 | 97.25% |
May 31, 2021 | 97.82% |
April 30, 2021 | 97.82% |
March 31, 2021 | 97.82% |
February 28, 2021 | 98.03% |
January 31, 2021 | 98.03% |
December 31, 2020 | 98.25% |
November 30, 2020 | 99.04% |
October 31, 2020 | 99.12% |
September 30, 2020 | 99.16% |
August 31, 2020 | 99.16% |
July 31, 2020 | 99.16% |
June 30, 2020 | 99.16% |
May 31, 2020 | 99.16% |
April 30, 2020 | 99.16% |
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
96.98%
Minimum
Oct 2023
99.16%
Maximum
Jun 2019
97.77%
Average
97.07%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Nuinsco Resources Ltd | 93.62% |
CanXGold Mining Corp | 99.92% |
Stornoway Diamond Corp | 100.00% |
TMC The Metals Co Inc | -- |
Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.16 |
Beta (5Y) | 1.97 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.0% |
Historical Sharpe Ratio (5Y) | -0.0854 |
Historical Sortino (5Y) | -0.2311 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.86% |