Ecora Resources PLC (ECOR.TO)
1.31
+0.06
(+4.80%)
CAD |
TSX |
Sep 26, 16:00
Ecora Resources Max Drawdown (5Y): 64.77% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 64.77% |
| July 31, 2024 | 64.47% |
| June 30, 2024 | 62.75% |
| May 31, 2024 | 62.75% |
| April 30, 2024 | 62.75% |
| March 31, 2024 | 62.75% |
| February 29, 2024 | 62.75% |
| January 31, 2024 | 58.24% |
| December 31, 2023 | 58.24% |
| November 30, 2023 | 58.24% |
| October 31, 2023 | 58.24% |
| September 30, 2023 | 58.24% |
| August 31, 2023 | 58.24% |
| July 31, 2023 | 58.24% |
| June 30, 2023 | 58.24% |
| May 31, 2023 | 58.24% |
| April 30, 2023 | 58.24% |
| March 31, 2023 | 58.24% |
| February 28, 2023 | 58.24% |
| January 31, 2023 | 58.24% |
| December 31, 2022 | 58.24% |
| November 30, 2022 | 58.24% |
| October 31, 2022 | 60.15% |
| September 30, 2022 | 67.86% |
| August 31, 2022 | 67.86% |
| Date | Value |
|---|---|
| July 31, 2022 | 67.86% |
| June 30, 2022 | 67.86% |
| May 31, 2022 | 67.86% |
| April 30, 2022 | 67.86% |
| March 31, 2022 | 67.86% |
| February 28, 2022 | 67.86% |
| January 31, 2022 | 73.55% |
| December 31, 2021 | 73.55% |
| November 30, 2021 | 73.55% |
| October 31, 2021 | 79.61% |
| September 30, 2021 | 81.54% |
| August 31, 2021 | 82.25% |
| July 31, 2021 | 82.25% |
| June 30, 2021 | 85.94% |
| May 31, 2021 | 86.82% |
| April 30, 2021 | 86.82% |
| March 31, 2021 | 86.82% |
| February 28, 2021 | 86.82% |
| January 31, 2021 | 86.82% |
| December 31, 2020 | 86.82% |
| November 30, 2020 | 86.82% |
| October 31, 2020 | 86.82% |
| September 30, 2020 | 86.82% |
| August 31, 2020 | 86.82% |
| July 31, 2020 | 86.82% |
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
58.24%
Minimum
Nov 2022
86.82%
Maximum
Sep 2019
72.92%
Average
67.86%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Endeavour Mining PLC | 39.43% |
| Serabi Gold PLC | 84.34% |
| Meridian Mining UK Societas | 96.43% |
| SolGold PLC | 83.80% |
| Condor Gold PLC | 83.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.91 |
| Beta (5Y) | 1.435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.43% |
| Historical Sharpe Ratio (5Y) | -0.4292 |
| Historical Sortino (5Y) | -0.6638 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.67% |