MacDonald Mines Exploration Ltd (BMK.V)
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Sep 27, 16:00
MacDonald Mines Exploration Max Drawdown (5Y): 98.46% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 98.46% |
| July 31, 2024 | 98.46% |
| June 30, 2024 | 98.46% |
| May 31, 2024 | 98.21% |
| April 30, 2024 | 98.21% |
| March 31, 2024 | 98.21% |
| February 29, 2024 | 98.21% |
| January 31, 2024 | 97.95% |
| December 31, 2023 | 97.95% |
| November 30, 2023 | 97.95% |
| October 31, 2023 | 97.95% |
| September 30, 2023 | 97.95% |
| August 31, 2023 | 97.44% |
| July 31, 2023 | 97.44% |
| June 30, 2023 | 97.44% |
| May 31, 2023 | 97.44% |
| April 30, 2023 | 97.44% |
| March 31, 2023 | 97.44% |
| February 28, 2023 | 97.44% |
| January 31, 2023 | 97.44% |
| December 31, 2022 | 97.44% |
| November 30, 2022 | 97.44% |
| October 31, 2022 | 97.44% |
| September 30, 2022 | 94.87% |
| August 31, 2022 | 94.87% |
| Date | Value |
|---|---|
| July 31, 2022 | 92.31% |
| June 30, 2022 | 91.67% |
| May 31, 2022 | 91.67% |
| April 30, 2022 | 91.67% |
| March 31, 2022 | 91.67% |
| February 28, 2022 | 91.67% |
| January 31, 2022 | 91.67% |
| December 31, 2021 | 91.67% |
| November 30, 2021 | 96.39% |
| October 31, 2021 | 96.84% |
| September 30, 2021 | 97.11% |
| August 31, 2021 | 97.37% |
| July 31, 2021 | 97.37% |
| June 30, 2021 | 97.37% |
| May 31, 2021 | 97.37% |
| April 30, 2021 | 97.37% |
| March 31, 2021 | 97.37% |
| February 28, 2021 | 97.37% |
| January 31, 2021 | 97.37% |
| December 31, 2020 | 97.37% |
| November 30, 2020 | 97.37% |
| October 31, 2020 | 97.37% |
| September 30, 2020 | 97.37% |
| August 31, 2020 | 97.44% |
| July 31, 2020 | 97.50% |
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
91.67%
Minimum
Dec 2021
98.46%
Maximum
Jun 2024
96.75%
Average
97.44%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.64 |
| Beta (5Y) | 0.118 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.06% |
| Historical Sharpe Ratio (5Y) | -0.6381 |
| Historical Sortino (5Y) | -1.040 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |