Aurion Resources Ltd (AU.V)
0.56
-0.01
(-1.75%)
CAD |
TSXV |
Nov 13, 16:00
Aurion Resources Max Drawdown (5Y): 86.03% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.03% |
| August 31, 2024 | 86.03% |
| July 31, 2024 | 86.03% |
| June 30, 2024 | 86.03% |
| May 31, 2024 | 86.03% |
| April 30, 2024 | 86.03% |
| March 31, 2024 | 86.03% |
| February 29, 2024 | 86.03% |
| January 31, 2024 | 86.03% |
| December 31, 2023 | 86.03% |
| November 30, 2023 | 86.03% |
| October 31, 2023 | 86.03% |
| September 30, 2023 | 86.03% |
| August 31, 2023 | 86.03% |
| July 31, 2023 | 86.03% |
| June 30, 2023 | 86.03% |
| May 31, 2023 | 86.03% |
| April 30, 2023 | 86.03% |
| March 31, 2023 | 86.03% |
| February 28, 2023 | 86.03% |
| January 31, 2023 | 86.03% |
| December 31, 2022 | 86.03% |
| November 30, 2022 | 86.03% |
| October 31, 2022 | 86.03% |
| September 30, 2022 | 86.03% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.03% |
| July 31, 2022 | 86.03% |
| June 30, 2022 | 86.03% |
| May 31, 2022 | 86.03% |
| April 30, 2022 | 86.03% |
| March 31, 2022 | 86.03% |
| February 28, 2022 | 86.03% |
| January 31, 2022 | 86.03% |
| December 31, 2021 | 86.03% |
| November 30, 2021 | 86.03% |
| October 31, 2021 | 86.03% |
| September 30, 2021 | 86.03% |
| August 31, 2021 | 86.03% |
| July 31, 2021 | 86.03% |
| June 30, 2021 | 86.03% |
| May 31, 2021 | 86.03% |
| April 30, 2021 | 86.03% |
| March 31, 2021 | 86.03% |
| February 28, 2021 | 86.03% |
| January 31, 2021 | 86.03% |
| December 31, 2020 | 86.03% |
| November 30, 2020 | 87.93% |
| October 31, 2020 | 91.04% |
| September 30, 2020 | 93.84% |
| August 31, 2020 | 93.84% |
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
86.03%
Minimum
Dec 2020
95.89%
Maximum
Nov 2019
87.82%
Average
86.03%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Lion One Metals Ltd | 88.59% |
| Inca One Gold Corp | 99.08% |
| CopAur Minerals Inc | 99.17% |
| Nickel North Exploration Corp | 92.86% |
| Bee Vectoring Technologies International Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.21 |
| Beta (5Y) | 1.82 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.57% |
| Historical Sharpe Ratio (5Y) | -0.2892 |
| Historical Sortino (5Y) | -0.5404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.00% |