Dundee Corp (DDEJF)
1.015
-0.01
(-0.57%)
USD |
OTCM |
May 03, 16:00
Dundee Max Drawdown (5Y): 95.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.88% |
March 31, 2024 | 95.88% |
February 29, 2024 | 95.88% |
January 31, 2024 | 95.88% |
December 31, 2023 | 95.88% |
November 30, 2023 | 95.88% |
October 31, 2023 | 95.88% |
September 30, 2023 | 95.88% |
August 31, 2023 | 95.88% |
July 31, 2023 | 95.88% |
June 30, 2023 | 95.88% |
May 31, 2023 | 95.88% |
April 30, 2023 | 95.88% |
March 31, 2023 | 95.88% |
February 28, 2023 | 95.88% |
January 31, 2023 | 95.88% |
December 31, 2022 | 95.88% |
November 30, 2022 | 95.88% |
October 31, 2022 | 95.88% |
September 30, 2022 | 95.88% |
August 31, 2022 | 95.88% |
July 31, 2022 | 95.88% |
June 30, 2022 | 95.88% |
May 31, 2022 | 95.88% |
April 30, 2022 | 95.88% |
Date | Value |
---|---|
March 31, 2022 | 95.88% |
February 28, 2022 | 95.88% |
January 31, 2022 | 95.88% |
December 31, 2021 | 95.88% |
November 30, 2021 | 95.88% |
October 31, 2021 | 95.88% |
September 30, 2021 | 95.88% |
August 31, 2021 | 95.88% |
July 31, 2021 | 95.88% |
June 30, 2021 | 95.88% |
May 31, 2021 | 95.88% |
April 30, 2021 | 95.88% |
March 31, 2021 | 95.88% |
February 28, 2021 | 95.88% |
January 31, 2021 | 95.88% |
December 31, 2020 | 95.88% |
November 30, 2020 | 95.88% |
October 31, 2020 | 95.88% |
September 30, 2020 | 95.88% |
August 31, 2020 | 95.88% |
July 31, 2020 | 95.88% |
June 30, 2020 | 95.88% |
May 31, 2020 | 95.88% |
April 30, 2020 | 95.88% |
March 31, 2020 | 95.88% |
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
95.87%
Minimum
May 2019
95.88%
Maximum
Jul 2019
95.88%
Average
95.88%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gatos Silver Inc | -- |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.35 |
Beta (5Y) | 1.239 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.01% |
Historical Sharpe Ratio (5Y) | 0.0103 |
Historical Sortino (5Y) | 0.0183 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.55% |