EMX Royalty Corp (EMX)
1.80
-0.05
(-2.70%)
USD |
NYAM |
May 01, 16:00
1.805
0.00 (0.00%)
After-Hours: 20:00
EMX Royalty Max Drawdown (5Y): 60.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.65% |
| March 31, 2024 | 60.65% |
| February 29, 2024 | 60.65% |
| January 31, 2024 | 60.11% |
| December 31, 2023 | 57.41% |
| November 30, 2023 | 57.41% |
| October 31, 2023 | 57.41% |
| September 30, 2023 | 57.41% |
| August 31, 2023 | 57.41% |
| July 31, 2023 | 57.41% |
| June 30, 2023 | 57.41% |
| May 31, 2023 | 57.41% |
| April 30, 2023 | 57.41% |
| March 31, 2023 | 57.41% |
| February 28, 2023 | 57.41% |
| January 31, 2023 | 57.41% |
| December 31, 2022 | 57.41% |
| November 30, 2022 | 57.41% |
| October 31, 2022 | 59.62% |
| September 30, 2022 | 64.42% |
| August 31, 2022 | 66.67% |
| July 31, 2022 | 68.98% |
| June 30, 2022 | 68.98% |
| May 31, 2022 | 68.98% |
| April 30, 2022 | 68.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.98% |
| February 28, 2022 | 69.98% |
| January 31, 2022 | 69.98% |
| December 31, 2021 | 69.98% |
| November 30, 2021 | 69.98% |
| October 31, 2021 | 69.98% |
| September 30, 2021 | 69.98% |
| August 31, 2021 | 69.98% |
| July 31, 2021 | 69.98% |
| June 30, 2021 | 69.98% |
| May 31, 2021 | 69.98% |
| April 30, 2021 | 77.28% |
| March 31, 2021 | 77.28% |
| February 28, 2021 | 77.28% |
| January 31, 2021 | 80.91% |
| December 31, 2020 | 85.27% |
| November 30, 2020 | 89.12% |
| October 31, 2020 | 90.61% |
| September 30, 2020 | 90.61% |
| August 31, 2020 | 90.61% |
| July 31, 2020 | 90.61% |
| June 30, 2020 | 90.61% |
| May 31, 2020 | 90.61% |
| April 30, 2020 | 90.61% |
| March 31, 2020 | 90.61% |
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
57.41%
Minimum
Nov 2022
90.61%
Maximum
May 2019
73.32%
Average
69.98%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0813 |
| Beta (5Y) | 0.7213 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.96% |
| Historical Sharpe Ratio (5Y) | 0.1982 |
| Historical Sortino (5Y) | 0.3947 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.60% |