Star Diamond Corp (DIAM.TO)
0.075
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
Star Diamond Max Drawdown (5Y): 87.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.00% |
| March 31, 2024 | 87.00% |
| February 29, 2024 | 87.00% |
| January 31, 2024 | 87.00% |
| December 31, 2023 | 87.00% |
| November 30, 2023 | 87.00% |
| October 31, 2023 | 85.00% |
| September 30, 2023 | 85.00% |
| August 31, 2023 | 85.00% |
| July 31, 2023 | 85.00% |
| June 30, 2023 | 85.00% |
| May 31, 2023 | 85.00% |
| April 30, 2023 | 85.00% |
| March 31, 2023 | 85.00% |
| February 28, 2023 | 85.00% |
| January 31, 2023 | 85.00% |
| December 31, 2022 | 85.00% |
| November 30, 2022 | 84.00% |
| October 31, 2022 | 84.00% |
| September 30, 2022 | 82.00% |
| August 31, 2022 | 78.00% |
| July 31, 2022 | 78.00% |
| June 30, 2022 | 74.00% |
| May 31, 2022 | 70.00% |
| April 30, 2022 | 70.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.00% |
| February 28, 2022 | 70.00% |
| January 31, 2022 | 70.00% |
| December 31, 2021 | 70.00% |
| November 30, 2021 | 70.00% |
| October 31, 2021 | 70.00% |
| September 30, 2021 | 70.00% |
| August 31, 2021 | 70.00% |
| July 31, 2021 | 70.00% |
| June 30, 2021 | 70.00% |
| May 31, 2021 | 70.00% |
| April 30, 2021 | 72.39% |
| March 31, 2021 | 73.53% |
| February 28, 2021 | 75.00% |
| January 31, 2021 | 75.00% |
| December 31, 2020 | 75.00% |
| November 30, 2020 | 76.88% |
| October 31, 2020 | 79.52% |
| September 30, 2020 | 80.56% |
| August 31, 2020 | 81.11% |
| July 31, 2020 | 86.46% |
| June 30, 2020 | 86.46% |
| May 31, 2020 | 86.46% |
| April 30, 2020 | 86.46% |
| March 31, 2020 | 86.46% |
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
70.00%
Minimum
May 2021
87.00%
Maximum
Nov 2023
80.55%
Average
85.00%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.37 |
| Beta (5Y) | 2.244 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.76% |
| Historical Sharpe Ratio (5Y) | -0.3214 |
| Historical Sortino (5Y) | -0.619 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.45% |