Black Iron Inc (BKI.TO)
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Nov 15, 11:13
Black Iron Max Drawdown (5Y): 94.44% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.44% |
| August 31, 2024 | 93.75% |
| July 31, 2024 | 93.75% |
| June 30, 2024 | 93.75% |
| May 31, 2024 | 93.75% |
| April 30, 2024 | 93.75% |
| March 31, 2024 | 93.06% |
| February 29, 2024 | 93.06% |
| January 31, 2024 | 93.06% |
| December 31, 2023 | 93.06% |
| November 30, 2023 | 93.06% |
| October 31, 2023 | 93.06% |
| September 30, 2023 | 91.67% |
| August 31, 2023 | 91.67% |
| July 31, 2023 | 91.67% |
| June 30, 2023 | 91.67% |
| May 31, 2023 | 91.67% |
| April 30, 2023 | 91.67% |
| March 31, 2023 | 91.67% |
| February 28, 2023 | 91.67% |
| January 31, 2023 | 91.67% |
| December 31, 2022 | 91.67% |
| November 30, 2022 | 91.67% |
| October 31, 2022 | 91.67% |
| September 30, 2022 | 91.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 91.67% |
| July 31, 2022 | 91.67% |
| June 30, 2022 | 90.97% |
| May 31, 2022 | 87.50% |
| April 30, 2022 | 85.42% |
| March 31, 2022 | 84.03% |
| February 28, 2022 | 84.03% |
| January 31, 2022 | 83.33% |
| December 31, 2021 | 83.33% |
| November 30, 2021 | 87.76% |
| October 31, 2021 | 94.53% |
| September 30, 2021 | 95.83% |
| August 31, 2021 | 95.83% |
| July 31, 2021 | 95.83% |
| June 30, 2021 | 95.83% |
| May 31, 2021 | 95.83% |
| April 30, 2021 | 95.83% |
| March 31, 2021 | 96.28% |
| February 28, 2021 | 96.43% |
| January 31, 2021 | 96.88% |
| December 31, 2020 | 96.88% |
| November 30, 2020 | 97.48% |
| October 31, 2020 | 97.93% |
| September 30, 2020 | 98.28% |
| August 31, 2020 | 98.28% |
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
83.33%
Minimum
Dec 2021
98.28%
Maximum
Nov 2019
93.48%
Average
93.75%
Median
Apr 2024
Max Drawdown (5Y) Benchmarks
| Labrador Iron Ore Royalty Corp | 57.80% |
| Oceanic Iron Ore Corp | 84.13% |
| Rockex Mining Corp | 97.00% |
| M3 Metals Corp | 99.17% |
| Ares Strategic Mining Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.03 |
| Beta (5Y) | 1.559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.89% |
| Historical Sharpe Ratio (5Y) | -0.1716 |
| Historical Sortino (5Y) | -0.4499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |