CANEX Metals Inc (CANX.V)
0.04
-0.01
(-20.00%)
CAD |
TSXV |
Mar 18, 16:00
CANEX Metals Max Drawdown (5Y): 90.77% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.30 |
| Beta (5Y) | 1.099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.29% |
| Historical Sharpe Ratio (5Y) | -0.3937 |
| Historical Sortino (5Y) | -0.819 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.78% |