Quest Critical Metals Inc (DCNNF)
0.1671
-0.01
(-4.37%)
USD |
OTCM |
May 22, 16:00
Quest Critical Metals Max Drawdown (5Y): 94.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.64% |
| March 31, 2024 | 94.64% |
| February 29, 2024 | 94.64% |
| January 31, 2024 | 94.64% |
| December 31, 2023 | 94.64% |
| November 30, 2023 | 94.64% |
| October 31, 2023 | 94.64% |
| September 30, 2023 | 92.86% |
| August 31, 2023 | 91.07% |
| July 31, 2023 | 91.07% |
| June 30, 2023 | 90.36% |
| May 31, 2023 | 89.61% |
| April 30, 2023 | 89.61% |
| March 31, 2023 | 89.61% |
| February 28, 2023 | 88.75% |
| January 31, 2023 | 88.32% |
| December 31, 2022 | 88.25% |
| November 30, 2022 | 88.00% |
| October 31, 2022 | 87.32% |
| September 30, 2022 | 87.32% |
| August 31, 2022 | 87.32% |
| July 31, 2022 | 87.32% |
| June 30, 2022 | 87.32% |
| May 31, 2022 | 87.32% |
| April 30, 2022 | 87.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.32% |
| February 28, 2022 | 87.32% |
| January 31, 2022 | 87.32% |
| December 31, 2021 | 84.96% |
| November 30, 2021 | 84.50% |
| October 31, 2021 | 84.50% |
| September 30, 2021 | 84.50% |
| August 31, 2021 | 84.50% |
| July 31, 2021 | 84.50% |
| June 30, 2021 | 84.50% |
| May 31, 2021 | 84.50% |
| April 30, 2021 | 84.50% |
| March 31, 2021 | 84.50% |
| February 28, 2021 | 84.50% |
| January 31, 2021 | 84.50% |
| December 31, 2020 | 84.50% |
| November 30, 2020 | 84.50% |
| October 31, 2020 | 84.50% |
| September 30, 2020 | 84.50% |
| August 31, 2020 | 84.50% |
| July 31, 2020 | 84.50% |
| June 30, 2020 | 84.50% |
| May 31, 2020 | 84.50% |
| April 30, 2020 | 84.50% |
| March 31, 2020 | 84.50% |
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
81.13%
Minimum
May 2019
94.64%
Maximum
Oct 2023
86.76%
Average
84.50%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.93 |
| Beta (5Y) | 0.3112 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 107.5% |
| Historical Sharpe Ratio (5Y) | -0.1717 |
| Historical Sortino (5Y) | -0.4518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.95% |