Centamin PLC (CEE.TO)
2.14
-0.01
(-0.47%)
CAD |
TSX |
May 10, 15:10
Centamin Max Drawdown (5Y): 67.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.41% |
| March 31, 2024 | 67.41% |
| February 29, 2024 | 67.41% |
| January 31, 2024 | 67.41% |
| December 31, 2023 | 67.41% |
| November 30, 2023 | 67.41% |
| October 31, 2023 | 67.41% |
| September 30, 2023 | 67.41% |
| August 31, 2023 | 67.41% |
| July 31, 2023 | 67.41% |
| June 30, 2023 | 67.41% |
| May 31, 2023 | 67.41% |
| April 30, 2023 | 67.41% |
| March 31, 2023 | 67.41% |
| February 28, 2023 | 67.41% |
| January 31, 2023 | 67.41% |
| December 31, 2022 | 67.41% |
| November 30, 2022 | 67.41% |
| October 31, 2022 | 67.41% |
| September 30, 2022 | 67.41% |
| August 31, 2022 | 67.41% |
| July 31, 2022 | 67.41% |
| June 30, 2022 | 65.43% |
| May 31, 2022 | 65.34% |
| April 30, 2022 | 62.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.36% |
| February 28, 2022 | 62.36% |
| January 31, 2022 | 62.36% |
| December 31, 2021 | 62.36% |
| November 30, 2021 | 58.02% |
| October 31, 2021 | 57.48% |
| September 30, 2021 | 57.48% |
| August 31, 2021 | 56.39% |
| July 31, 2021 | 54.55% |
| June 30, 2021 | 54.06% |
| May 31, 2021 | 54.06% |
| April 30, 2021 | 54.06% |
| March 31, 2021 | 54.06% |
| February 28, 2021 | 52.25% |
| January 31, 2021 | 51.99% |
| December 31, 2020 | 51.99% |
| November 30, 2020 | 51.99% |
| October 31, 2020 | 51.49% |
| September 30, 2020 | 51.49% |
| August 31, 2020 | 52.50% |
| July 31, 2020 | 53.01% |
| June 30, 2020 | 62.25% |
| May 31, 2020 | 63.89% |
| April 30, 2020 | 64.87% |
| March 31, 2020 | 64.87% |
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
51.49%
Minimum
Sep 2020
73.67%
Maximum
May 2019
63.39%
Average
66.42%
Median
Max Drawdown (5Y) Benchmarks
| Royal Road Minerals Ltd | 83.52% |
| Minera IRL Ltd | 97.78% |
| Endeavour Mining PLC | 39.43% |
| Bee Vectoring Technologies International Inc | 96.15% |
| Replenish Nutrients Holding Corp | 92.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.670 |
| Beta (5Y) | 0.7799 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.65% |
| Historical Sharpe Ratio (5Y) | 0.1945 |
| Historical Sortino (5Y) | 0.3403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.11% |