Capstone Copper Corp (CS.TO)

8.86 +0.11 (+1.26%) CAD  |  TSX  |  Dec 20, 16:00
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Capstone Copper Max Drawdown (5Y): 80.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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First Quantum Minerals Ltd 78.27%
Lundin Mining Corp 57.65%
Hudbay Minerals Inc 84.00%
Imperial Metals Corp 91.78%
NGEx Minerals Ltd 66.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 53.00
Beta (5Y) 2.062
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.70%
Historical Sharpe Ratio (5Y) 1.167
Historical Sortino (5Y) 1.937
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.06%