Emerita Resources Corp (EMO.V)
0.62
-0.01
(-1.59%)
CAD |
TSXV |
Nov 14, 15:05
Emerita Resources Max Drawdown (5Y): 97.73% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 97.73% |
August 31, 2024 | 97.73% |
July 31, 2024 | 97.73% |
June 30, 2024 | 97.73% |
May 31, 2024 | 97.73% |
April 30, 2024 | 97.73% |
March 31, 2024 | 97.73% |
February 29, 2024 | 97.73% |
January 31, 2024 | 97.73% |
December 31, 2023 | 97.73% |
November 30, 2023 | 97.73% |
October 31, 2023 | 97.73% |
September 30, 2023 | 97.73% |
August 31, 2023 | 97.73% |
July 31, 2023 | 97.73% |
June 30, 2023 | 97.73% |
May 31, 2023 | 97.73% |
April 30, 2023 | 97.73% |
March 31, 2023 | 97.73% |
February 28, 2023 | 97.73% |
January 31, 2023 | 97.73% |
December 31, 2022 | 97.73% |
November 30, 2022 | 97.73% |
October 31, 2022 | 97.73% |
September 30, 2022 | 97.73% |
Date | Value |
---|---|
August 31, 2022 | 97.73% |
July 31, 2022 | 97.73% |
June 30, 2022 | 97.73% |
May 31, 2022 | 97.73% |
April 30, 2022 | 97.73% |
March 31, 2022 | 97.73% |
February 28, 2022 | 97.73% |
January 31, 2022 | 97.73% |
December 31, 2021 | 97.73% |
November 30, 2021 | 97.73% |
October 31, 2021 | 97.73% |
September 30, 2021 | 97.73% |
August 31, 2021 | 97.73% |
July 31, 2021 | 97.73% |
June 30, 2021 | 97.73% |
May 31, 2021 | 97.73% |
April 30, 2021 | 97.73% |
March 31, 2021 | 97.73% |
February 28, 2021 | 97.73% |
January 31, 2021 | 97.73% |
December 31, 2020 | 97.73% |
November 30, 2020 | 97.73% |
October 31, 2020 | 97.73% |
September 30, 2020 | 97.73% |
August 31, 2020 | 97.73% |
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
95.45%
Minimum
Nov 2019
97.73%
Maximum
Mar 2020
97.57%
Average
97.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.56 |
Beta (5Y) | 5.223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 150.7% |
Historical Sharpe Ratio (5Y) | 0.4363 |
Historical Sortino (5Y) | 1.438 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.77% |