Calibre Mining Corp (CXB.TO)
1.80
-0.02
(-1.10%)
CAD |
TSX |
Jun 28, 16:00
Calibre Mining Max Drawdown (5Y): 80.71% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 80.71% |
May 31, 2024 | 80.71% |
April 30, 2024 | 80.71% |
March 31, 2024 | 82.50% |
February 29, 2024 | 83.93% |
January 31, 2024 | 83.93% |
December 31, 2023 | 84.11% |
November 30, 2023 | 84.11% |
October 31, 2023 | 86.61% |
September 30, 2023 | 88.39% |
August 31, 2023 | 88.39% |
July 31, 2023 | 88.39% |
June 30, 2023 | 88.39% |
May 31, 2023 | 88.39% |
April 30, 2023 | 88.39% |
March 31, 2023 | 88.39% |
February 28, 2023 | 88.39% |
January 31, 2023 | 88.39% |
December 31, 2022 | 88.39% |
November 30, 2022 | 88.39% |
October 31, 2022 | 88.39% |
September 30, 2022 | 88.39% |
August 31, 2022 | 88.39% |
July 31, 2022 | 88.39% |
June 30, 2022 | 88.39% |
Date | Value |
---|---|
May 31, 2022 | 88.39% |
April 30, 2022 | 88.39% |
March 31, 2022 | 88.39% |
February 28, 2022 | 88.39% |
January 31, 2022 | 88.39% |
December 31, 2021 | 88.39% |
November 30, 2021 | 88.39% |
October 31, 2021 | 88.39% |
September 30, 2021 | 88.39% |
August 31, 2021 | 88.39% |
July 31, 2021 | 88.39% |
June 30, 2021 | 88.39% |
May 31, 2021 | 88.39% |
April 30, 2021 | 88.39% |
March 31, 2021 | 88.39% |
February 28, 2021 | 88.39% |
January 31, 2021 | 88.39% |
December 31, 2020 | 88.39% |
November 30, 2020 | 88.71% |
October 31, 2020 | 89.52% |
September 30, 2020 | 89.52% |
August 31, 2020 | 90.32% |
July 31, 2020 | 90.32% |
June 30, 2020 | 90.32% |
May 31, 2020 | 90.32% |
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
80.71%
Minimum
Apr 2024
90.32%
Maximum
Jul 2019
88.08%
Average
88.39%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
B2Gold Corp | 62.63% |
Libero Copper & Gold Corp | 98.05% |
Capstone Copper Corp | 80.23% |
Iamgold Corp | 83.52% |
Aya Gold & Silver Inc | 72.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.198 |
Beta (5Y) | 1.940 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.67% |
Historical Sharpe Ratio (5Y) | 0.3544 |
Historical Sortino (5Y) | 0.7724 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.41% |