Champion Iron Ltd (CIA.TO)
5.01
-0.07
(-1.38%)
CAD |
TSX |
Nov 13, 16:00
Champion Iron Max Drawdown (5Y): 62.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.30% |
| September 30, 2024 | 62.30% |
| August 31, 2024 | 62.30% |
| July 31, 2024 | 62.30% |
| June 30, 2024 | 62.30% |
| May 31, 2024 | 62.30% |
| April 30, 2024 | 62.30% |
| March 31, 2024 | 62.30% |
| February 29, 2024 | 62.30% |
| January 31, 2024 | 62.30% |
| December 31, 2023 | 62.30% |
| November 30, 2023 | 62.30% |
| October 31, 2023 | 62.30% |
| September 30, 2023 | 62.30% |
| August 31, 2023 | 62.30% |
| July 31, 2023 | 62.30% |
| June 30, 2023 | 62.30% |
| May 31, 2023 | 62.30% |
| April 30, 2023 | 62.30% |
| March 31, 2023 | 62.30% |
| February 28, 2023 | 62.30% |
| January 31, 2023 | 62.30% |
| December 31, 2022 | 62.30% |
| November 30, 2022 | 62.30% |
| October 31, 2022 | 62.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.30% |
| August 31, 2022 | 62.30% |
| July 31, 2022 | 62.30% |
| June 30, 2022 | 62.30% |
| May 31, 2022 | 62.30% |
| April 30, 2022 | 62.30% |
| March 31, 2022 | 62.30% |
| February 28, 2022 | 62.30% |
| January 31, 2022 | 62.30% |
| December 31, 2021 | 62.30% |
| November 30, 2021 | 62.30% |
| October 31, 2021 | 62.30% |
| September 30, 2021 | 62.30% |
| August 31, 2021 | 62.30% |
| July 31, 2021 | 62.30% |
| June 30, 2021 | 62.30% |
| May 31, 2021 | 62.30% |
| April 30, 2021 | 62.30% |
| March 31, 2021 | 62.30% |
| February 28, 2021 | 67.27% |
| January 31, 2021 | 67.27% |
| December 31, 2020 | 70.91% |
| November 30, 2020 | 73.64% |
| October 31, 2020 | 73.64% |
| September 30, 2020 | 74.55% |
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
62.30%
Minimum
Mar 2021
86.36%
Maximum
Nov 2019
66.41%
Average
62.30%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Perseus Mining Ltd | 48.21% |
| RTG Mining Inc | 95.33% |
| Xanadu Mines Ltd | 94.12% |
| Graphene Manufacturing Group Ltd | 94.28% |
| Westgold Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.578 |
| Beta (5Y) | 1.634 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.15% |
| Historical Sharpe Ratio (5Y) | 0.4344 |
| Historical Sortino (5Y) | 0.865 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.18% |