Evolution Mining Ltd (CAHPF)
2.61
+0.06
(+2.35%)
USD |
OTCM |
Apr 26, 16:00
Evolution Mining Max Drawdown (5Y): 73.14% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 73.14% |
| February 29, 2024 | 73.14% |
| January 31, 2024 | 73.14% |
| December 31, 2023 | 73.14% |
| November 30, 2023 | 73.14% |
| October 31, 2023 | 73.14% |
| September 30, 2023 | 73.14% |
| August 31, 2023 | 73.14% |
| July 31, 2023 | 73.14% |
| June 30, 2023 | 73.14% |
| May 31, 2023 | 73.14% |
| April 30, 2023 | 73.14% |
| March 31, 2023 | 73.14% |
| February 28, 2023 | 73.14% |
| January 31, 2023 | 73.14% |
| December 31, 2022 | 73.14% |
| November 30, 2022 | 73.14% |
| October 31, 2022 | 73.14% |
| September 30, 2022 | 72.22% |
| August 31, 2022 | 64.18% |
| July 31, 2022 | 64.18% |
| June 30, 2022 | 62.48% |
| May 31, 2022 | 46.96% |
| April 30, 2022 | 45.65% |
| March 31, 2022 | 45.65% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.65% |
| January 31, 2022 | 45.65% |
| December 31, 2021 | 44.53% |
| November 30, 2021 | 44.53% |
| October 31, 2021 | 44.53% |
| September 30, 2021 | 49.42% |
| August 31, 2021 | 49.42% |
| July 31, 2021 | 49.42% |
| June 30, 2021 | 49.42% |
| May 31, 2021 | 49.42% |
| April 30, 2021 | 49.42% |
| March 31, 2021 | 49.42% |
| February 28, 2021 | 49.42% |
| January 31, 2021 | 49.42% |
| December 31, 2020 | 49.42% |
| November 30, 2020 | 49.56% |
| October 31, 2020 | 49.56% |
| September 30, 2020 | 52.98% |
| August 31, 2020 | 56.39% |
| July 31, 2020 | 56.39% |
| June 30, 2020 | 63.18% |
| May 31, 2020 | 65.52% |
| April 30, 2020 | 65.52% |
| March 31, 2020 | 65.52% |
| February 29, 2020 | 65.81% |
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
44.53%
Minimum
Oct 2021
81.11%
Maximum
Apr 2019
63.31%
Average
65.66%
Median
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 65.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.13 |
| Beta (5Y) | 1.139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.15% |
| Historical Sharpe Ratio (5Y) | -0.0651 |
| Historical Sortino (5Y) | -0.115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.45% |