California-Engels Mining Co (CAEN)
2.65
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
California-Engels Mining Max Drawdown (5Y): 63.64% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 63.64% |
| August 31, 2024 | 63.64% |
| July 31, 2024 | 63.64% |
| June 30, 2024 | 63.64% |
| May 31, 2024 | 63.64% |
| April 30, 2024 | 63.64% |
| March 31, 2024 | 63.64% |
| February 29, 2024 | 63.64% |
| January 31, 2024 | 63.64% |
| December 31, 2023 | 63.64% |
| November 30, 2023 | 63.64% |
| October 31, 2023 | 63.64% |
| September 30, 2023 | 63.64% |
| August 31, 2023 | 63.64% |
| July 31, 2023 | 63.64% |
| June 30, 2023 | 63.64% |
| May 31, 2023 | 63.64% |
| April 30, 2023 | 63.64% |
| March 31, 2023 | 63.64% |
| February 28, 2023 | 63.64% |
| January 31, 2023 | 63.64% |
| December 31, 2022 | 63.64% |
| November 30, 2022 | 63.64% |
| October 31, 2022 | 63.64% |
| September 30, 2022 | 63.64% |
| Date | Value |
|---|---|
| August 31, 2022 | 63.64% |
| July 31, 2022 | 63.64% |
| June 30, 2022 | 63.64% |
| May 31, 2022 | 63.64% |
| April 30, 2022 | 63.64% |
| March 31, 2022 | 63.64% |
| February 28, 2022 | 63.64% |
| January 31, 2022 | 63.64% |
| December 31, 2021 | 63.64% |
| November 30, 2021 | 63.64% |
| October 31, 2021 | 63.64% |
| September 30, 2021 | 63.64% |
| August 31, 2021 | 63.64% |
| July 31, 2021 | 63.64% |
| June 30, 2021 | 63.64% |
| May 31, 2021 | 63.64% |
| April 30, 2021 | 63.64% |
| March 31, 2021 | 63.64% |
| February 28, 2021 | 63.64% |
| January 31, 2021 | 63.64% |
| December 31, 2020 | 61.82% |
| November 30, 2020 | 61.82% |
| October 31, 2020 | 61.82% |
| September 30, 2020 | 61.82% |
| August 31, 2020 | 61.82% |
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
45.45%
Minimum
Nov 2019
63.64%
Maximum
Jan 2021
62.65%
Average
63.64%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| CTGX Mining Inc | -- |
| Vindicator Silver Lead Mining Co | 90.53% |
| Metaline Contact Mines | 94.05% |
| Silver Buckle Mines Inc | 100.00% |
| Golden Royal Development Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.47 |
| Beta (5Y) | 0.221 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.09% |
| Historical Sharpe Ratio (5Y) | -0.0979 |
| Historical Sortino (5Y) | -0.2024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |