Avalon Advanced Materials Inc (AVL.TO)
0.065
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
Avalon Advanced Materials Max Drawdown (5Y): 91.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.01% |
| March 31, 2024 | 91.01% |
| February 29, 2024 | 91.01% |
| January 31, 2024 | 91.82% |
| December 31, 2023 | 92.11% |
| November 30, 2023 | 92.54% |
| October 31, 2023 | 93.04% |
| September 30, 2023 | 94.05% |
| August 31, 2023 | 94.05% |
| July 31, 2023 | 94.05% |
| June 30, 2023 | 94.05% |
| May 31, 2023 | 94.05% |
| April 30, 2023 | 94.05% |
| March 31, 2023 | 94.05% |
| February 28, 2023 | 94.05% |
| January 31, 2023 | 94.05% |
| December 31, 2022 | 94.05% |
| November 30, 2022 | 94.05% |
| October 31, 2022 | 94.05% |
| September 30, 2022 | 94.05% |
| August 31, 2022 | 94.05% |
| July 31, 2022 | 94.05% |
| June 30, 2022 | 94.05% |
| May 31, 2022 | 94.05% |
| April 30, 2022 | 94.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.26% |
| February 28, 2022 | 94.26% |
| January 31, 2022 | 94.26% |
| December 31, 2021 | 94.26% |
| November 30, 2021 | 94.26% |
| October 31, 2021 | 94.90% |
| September 30, 2021 | 95.39% |
| August 31, 2021 | 95.44% |
| July 31, 2021 | 95.88% |
| June 30, 2021 | 95.88% |
| May 31, 2021 | 95.88% |
| April 30, 2021 | 95.88% |
| March 31, 2021 | 95.88% |
| February 28, 2021 | 96.58% |
| January 31, 2021 | 97.42% |
| December 31, 2020 | 98.35% |
| November 30, 2020 | 98.90% |
| October 31, 2020 | 98.90% |
| September 30, 2020 | 98.90% |
| August 31, 2020 | 98.90% |
| July 31, 2020 | 98.90% |
| June 30, 2020 | 98.90% |
| May 31, 2020 | 98.90% |
| April 30, 2020 | 98.90% |
| March 31, 2020 | 98.90% |
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
91.01%
Minimum
Feb 2024
98.90%
Maximum
May 2019
95.72%
Average
94.58%
Median
Max Drawdown (5Y) Benchmarks
| Teck Resources Ltd | 76.93% |
| Lithium Americas Corp | 77.45% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.387 |
| Beta (5Y) | 1.051 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.34% |
| Historical Sharpe Ratio (5Y) | 0.1045 |
| Historical Sortino (5Y) | 0.2947 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |