Central Iron Ore Ltd (CIO.V)
0.05
-0.02
(-28.57%)
CAD |
TSXV |
May 06, 16:00
Central Iron Ore Max Drawdown (5Y): 91.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.92% |
March 31, 2024 | 91.92% |
February 29, 2024 | 90.00% |
January 31, 2024 | 90.00% |
December 31, 2023 | 90.00% |
November 30, 2023 | 90.00% |
October 31, 2023 | 90.00% |
September 30, 2023 | 90.00% |
August 31, 2023 | 90.00% |
July 31, 2023 | 90.00% |
June 30, 2023 | 90.00% |
May 31, 2023 | 90.00% |
April 30, 2023 | 90.00% |
March 31, 2023 | 90.00% |
February 28, 2023 | 90.00% |
January 31, 2023 | 90.00% |
December 31, 2022 | 90.00% |
November 30, 2022 | 90.00% |
October 31, 2022 | 90.00% |
September 30, 2022 | 90.00% |
August 31, 2022 | 90.00% |
July 31, 2022 | 90.00% |
June 30, 2022 | 90.00% |
May 31, 2022 | 90.00% |
April 30, 2022 | 90.00% |
Date | Value |
---|---|
March 31, 2022 | 90.00% |
February 28, 2022 | 90.00% |
January 31, 2022 | 90.00% |
December 31, 2021 | 90.00% |
November 30, 2021 | 90.00% |
October 31, 2021 | 90.00% |
September 30, 2021 | 90.00% |
August 31, 2021 | 90.00% |
July 31, 2021 | 91.30% |
June 30, 2021 | 95.65% |
May 31, 2021 | 95.65% |
April 30, 2021 | 95.65% |
March 31, 2021 | 95.65% |
February 28, 2021 | 95.65% |
January 31, 2021 | 95.65% |
December 31, 2020 | 98.15% |
November 30, 2020 | 98.15% |
October 31, 2020 | 98.18% |
September 30, 2020 | 98.33% |
August 31, 2020 | 98.33% |
July 31, 2020 | 98.33% |
June 30, 2020 | 98.33% |
May 31, 2020 | 98.33% |
April 30, 2020 | 98.33% |
March 31, 2020 | 98.33% |
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
90.00%
Minimum
Aug 2021
98.33%
Maximum
May 2019
93.42%
Average
90.00%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
OceanaGold Corp | 77.77% |
Perseus Mining Ltd | 48.21% |
RTG Mining Inc | 95.33% |
Champion Iron Ltd | 62.30% |
Xanadu Mines Ltd | 94.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.22 |
Beta (5Y) | 1.317 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 322.8% |
Historical Sharpe Ratio (5Y) | -0.0063 |
Historical Sortino (5Y) | -0.0461 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |