Delta Resources Ltd (DLTA.V)
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May 17, 16:00
Delta Resources Max Drawdown (5Y): 90.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.43% |
| March 31, 2024 | 90.43% |
| February 29, 2024 | 90.62% |
| January 31, 2024 | 92.19% |
| December 31, 2023 | 92.19% |
| November 30, 2023 | 94.00% |
| October 31, 2023 | 94.00% |
| September 30, 2023 | 94.76% |
| August 31, 2023 | 94.76% |
| July 31, 2023 | 94.76% |
| June 30, 2023 | 94.76% |
| May 31, 2023 | 94.76% |
| April 30, 2023 | 94.76% |
| March 31, 2023 | 94.76% |
| February 28, 2023 | 94.76% |
| January 31, 2023 | 94.76% |
| December 31, 2022 | 94.76% |
| November 30, 2022 | 94.76% |
| October 31, 2022 | 94.76% |
| September 30, 2022 | 95.13% |
| August 31, 2022 | 96.67% |
| July 31, 2022 | 96.67% |
| June 30, 2022 | 96.67% |
| May 31, 2022 | 96.67% |
| April 30, 2022 | 96.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.67% |
| February 28, 2022 | 96.67% |
| January 31, 2022 | 96.67% |
| December 31, 2021 | 96.87% |
| November 30, 2021 | 98.14% |
| October 31, 2021 | 98.14% |
| September 30, 2021 | 98.28% |
| August 31, 2021 | 98.28% |
| July 31, 2021 | 98.28% |
| June 30, 2021 | 98.28% |
| May 31, 2021 | 98.28% |
| April 30, 2021 | 98.28% |
| March 31, 2021 | 98.28% |
| February 28, 2021 | 98.28% |
| January 31, 2021 | 98.28% |
| December 31, 2020 | 98.28% |
| November 30, 2020 | 98.28% |
| October 31, 2020 | 98.28% |
| September 30, 2020 | 98.28% |
| August 31, 2020 | 98.30% |
| July 31, 2020 | 98.30% |
| June 30, 2020 | 98.30% |
| May 31, 2020 | 98.30% |
| April 30, 2020 | 98.39% |
| March 31, 2020 | 99.49% |
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
90.43%
Minimum
Mar 2024
99.74%
Maximum
May 2019
96.80%
Average
98.14%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.777 |
| Beta (5Y) | 2.549 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 137.7% |
| Historical Sharpe Ratio (5Y) | 0.0652 |
| Historical Sortino (5Y) | 0.2137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |