Faraday Copper Corp (CPPKF)
0.5842
0.00 (0.00%)
USD |
OTCM |
Jun 17, 13:57
Faraday Copper Max Drawdown (5Y): 83.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 83.33% |
April 30, 2024 | 83.33% |
March 31, 2024 | 83.33% |
February 29, 2024 | 83.33% |
January 31, 2024 | 83.33% |
December 31, 2023 | 83.33% |
November 30, 2023 | 83.33% |
October 31, 2023 | 83.33% |
September 30, 2023 | 83.33% |
August 31, 2023 | 83.33% |
July 31, 2023 | 83.33% |
June 30, 2023 | 83.33% |
May 31, 2023 | 83.33% |
April 30, 2023 | 83.33% |
March 31, 2023 | 83.33% |
February 28, 2023 | 83.33% |
January 31, 2023 | 83.33% |
December 31, 2022 | 83.33% |
November 30, 2022 | 83.33% |
October 31, 2022 | 83.33% |
September 30, 2022 | 83.33% |
August 31, 2022 | 83.33% |
July 31, 2022 | 83.33% |
June 30, 2022 | 83.33% |
May 31, 2022 | 83.33% |
Date | Value |
---|---|
April 30, 2022 | 83.33% |
March 31, 2022 | 83.33% |
February 28, 2022 | 83.33% |
January 31, 2022 | 83.33% |
December 31, 2021 | 83.33% |
November 30, 2021 | 83.33% |
October 31, 2021 | 83.33% |
September 30, 2021 | 83.33% |
August 31, 2021 | 83.33% |
July 31, 2021 | 83.33% |
June 30, 2021 | 83.33% |
May 31, 2021 | 83.33% |
April 30, 2021 | 83.33% |
March 31, 2021 | 83.33% |
February 28, 2021 | 83.33% |
January 31, 2021 | 83.33% |
December 31, 2020 | 83.33% |
November 30, 2020 | 83.33% |
October 31, 2020 | 83.33% |
September 30, 2020 | 83.33% |
August 31, 2020 | 83.33% |
July 31, 2020 | 83.33% |
June 30, 2020 | 83.33% |
May 31, 2020 | 83.33% |
April 30, 2020 | 83.33% |
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
79.17%
Minimum
Jun 2019
83.33%
Maximum
Mar 2020
82.71%
Average
83.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Endeavour Silver Corp | 81.13% |
Seabridge Gold Inc | 61.10% |
Gold Royalty Corp | -- |
TMC The Metals Co Inc | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 22.13 |
Beta (5Y) | 0.8614 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.40% |
Historical Sharpe Ratio (5Y) | 0.4561 |
Historical Sortino (5Y) | 1.013 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.48% |