EMX Royalty Corp (EMX.V)
2.61
-0.02
(-0.76%)
CAD |
TSXV |
Jun 03, 16:00
EMX Royalty Max Drawdown (5Y): 58.40% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 58.40% |
| April 30, 2024 | 58.40% |
| March 31, 2024 | 58.40% |
| February 29, 2024 | 58.40% |
| January 31, 2024 | 58.30% |
| December 31, 2023 | 54.68% |
| November 30, 2023 | 53.62% |
| October 31, 2023 | 53.62% |
| September 30, 2023 | 53.62% |
| August 31, 2023 | 53.62% |
| July 31, 2023 | 53.62% |
| June 30, 2023 | 53.62% |
| May 31, 2023 | 53.62% |
| April 30, 2023 | 53.62% |
| March 31, 2023 | 53.62% |
| February 28, 2023 | 53.62% |
| January 31, 2023 | 53.62% |
| December 31, 2022 | 53.62% |
| November 30, 2022 | 53.62% |
| October 31, 2022 | 53.62% |
| September 30, 2022 | 55.71% |
| August 31, 2022 | 57.01% |
| July 31, 2022 | 59.81% |
| June 30, 2022 | 59.81% |
| May 31, 2022 | 59.81% |
| Date | Value |
|---|---|
| April 30, 2022 | 59.81% |
| March 31, 2022 | 59.81% |
| February 28, 2022 | 59.81% |
| January 31, 2022 | 59.81% |
| December 31, 2021 | 59.81% |
| November 30, 2021 | 59.81% |
| October 31, 2021 | 59.81% |
| September 30, 2021 | 59.81% |
| August 31, 2021 | 59.81% |
| July 31, 2021 | 59.81% |
| June 30, 2021 | 59.81% |
| May 31, 2021 | 59.81% |
| April 30, 2021 | 67.03% |
| March 31, 2021 | 67.03% |
| February 28, 2021 | 67.03% |
| January 31, 2021 | 72.98% |
| December 31, 2020 | 79.75% |
| November 30, 2020 | 83.72% |
| October 31, 2020 | 85.96% |
| September 30, 2020 | 85.96% |
| August 31, 2020 | 85.96% |
| July 31, 2020 | 85.96% |
| June 30, 2020 | 85.96% |
| May 31, 2020 | 85.96% |
| April 30, 2020 | 85.96% |
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
53.62%
Minimum
Oct 2022
85.96%
Maximum
Jun 2019
66.77%
Average
59.81%
Median
May 2021
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) | 0.656 |
| Beta (5Y) | 0.7781 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.28% |
| Historical Sharpe Ratio (5Y) | 0.1787 |
| Historical Sortino (5Y) | 0.3691 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.15% |