Calibre Mining Corp (CXB.TO)
2.46
0.00 (0.00%)
CAD |
TSX |
Nov 04, 12:49
Calibre Mining Max Drawdown (5Y): 80.71% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 80.71% |
| August 31, 2024 | 80.71% |
| July 31, 2024 | 80.71% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2022 | 88.39% |
| July 31, 2022 | 88.39% |
| June 30, 2022 | 88.39% |
| 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% |
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
Nov 2019
87.56%
Average
88.39%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Electra Battery Materials Corp | 94.87% |
| Centerra Gold Inc | 71.24% |
| Imperial Metals Corp | 89.96% |
| Liberty Gold Corp | 90.04% |
| GreenFirst Forest Products Inc | 97.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.28 |
| Beta (5Y) | 1.980 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.71% |
| Historical Sharpe Ratio (5Y) | 0.5067 |
| Historical Sortino (5Y) | 1.110 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.41% |