Churchill Resources Inc (CRI.V)
0.07
-0.02
(-22.22%)
CAD |
TSXV |
Nov 04, 11:04
Churchill Resources Max Drawdown (5Y): 92.05% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.05% |
| August 31, 2024 | 92.05% |
| July 31, 2024 | 92.05% |
| June 30, 2024 | 92.05% |
| May 31, 2024 | 92.05% |
| April 30, 2024 | 92.05% |
| March 31, 2024 | 92.05% |
| February 29, 2024 | 92.05% |
| January 31, 2024 | 92.05% |
| December 31, 2023 | 92.05% |
| November 30, 2023 | 92.05% |
| October 31, 2023 | 92.05% |
| September 30, 2023 | 92.05% |
| August 31, 2023 | 92.05% |
| July 31, 2023 | 90.91% |
| June 30, 2023 | 89.77% |
| May 31, 2023 | 89.77% |
| April 30, 2023 | 89.77% |
| March 31, 2023 | 89.77% |
| February 28, 2023 | 85.23% |
| January 31, 2023 | 85.23% |
| December 31, 2022 | 85.23% |
| November 30, 2022 | 85.23% |
| October 31, 2022 | 85.23% |
| September 30, 2022 | 85.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 85.00% |
| July 31, 2022 | 85.00% |
| June 30, 2022 | 85.00% |
| May 31, 2022 | 85.00% |
| April 30, 2022 | 85.00% |
| March 31, 2022 | 85.00% |
| February 28, 2022 | 85.00% |
| January 31, 2022 | 85.00% |
| December 31, 2021 | 85.00% |
| November 30, 2021 | 85.00% |
| October 31, 2021 | 85.00% |
| September 30, 2021 | 85.00% |
| August 31, 2021 | 85.00% |
| July 31, 2021 | 85.00% |
| June 30, 2021 | 85.00% |
| May 31, 2021 | 85.00% |
| April 30, 2021 | 85.00% |
| March 31, 2021 | 85.00% |
| February 28, 2021 | 85.00% |
| January 31, 2021 | 85.00% |
| December 31, 2020 | 85.00% |
| November 30, 2020 | 85.00% |
| October 31, 2020 | 85.00% |
| September 30, 2020 | 85.00% |
| August 31, 2020 | 85.00% |
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
85.00%
Minimum
Nov 2019
92.05%
Maximum
Aug 2023
87.11%
Average
85.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Altius Minerals Corp | 56.55% |
| Silvercorp Metals Inc | 75.00% |
| Orogen Royalties Inc | 86.25% |
| Bee Vectoring Technologies International Inc | -- |
| Replenish Nutrients Holding Corp | 92.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.41 |
| Beta (5Y) | 1.493 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.3% |
| Historical Sharpe Ratio (5Y) | -0.0491 |
| Historical Sortino (5Y) | -0.1111 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.09% |