Erdene Resource Development Corp (ERD.TO)
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May 03, 16:00
Erdene Resource Development Max Drawdown (5Y): 90.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.15% |
| March 31, 2024 | 90.15% |
| February 29, 2024 | 90.15% |
| January 31, 2024 | 90.15% |
| December 31, 2023 | 90.15% |
| November 30, 2023 | 90.15% |
| October 31, 2023 | 90.15% |
| September 30, 2023 | 90.15% |
| August 31, 2023 | 90.15% |
| July 31, 2023 | 90.15% |
| June 30, 2023 | 90.15% |
| May 31, 2023 | 90.15% |
| April 30, 2023 | 90.15% |
| March 31, 2023 | 90.15% |
| February 28, 2023 | 90.15% |
| January 31, 2023 | 90.15% |
| December 31, 2022 | 90.15% |
| November 30, 2022 | 90.15% |
| October 31, 2022 | 90.15% |
| September 30, 2022 | 90.15% |
| August 31, 2022 | 90.15% |
| July 31, 2022 | 90.15% |
| June 30, 2022 | 90.15% |
| May 31, 2022 | 90.15% |
| April 30, 2022 | 90.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.15% |
| February 28, 2022 | 90.15% |
| January 31, 2022 | 90.15% |
| December 31, 2021 | 90.15% |
| November 30, 2021 | 90.15% |
| October 31, 2021 | 90.15% |
| September 30, 2021 | 90.15% |
| August 31, 2021 | 90.15% |
| July 31, 2021 | 90.15% |
| June 30, 2021 | 90.15% |
| May 31, 2021 | 90.15% |
| April 30, 2021 | 90.15% |
| March 31, 2021 | 90.15% |
| February 28, 2021 | 90.15% |
| January 31, 2021 | 90.15% |
| December 31, 2020 | 90.15% |
| November 30, 2020 | 90.96% |
| October 31, 2020 | 91.87% |
| September 30, 2020 | 92.77% |
| August 31, 2020 | 92.90% |
| July 31, 2020 | 92.90% |
| June 30, 2020 | 93.75% |
| May 31, 2020 | 93.75% |
| April 30, 2020 | 93.75% |
| March 31, 2020 | 93.75% |
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
90.15%
Minimum
Dec 2020
95.17%
Maximum
May 2019
91.31%
Average
90.15%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Entree Resources Ltd | 73.86% |
| Teck Resources Ltd | 76.93% |
| Ivanhoe Mines Ltd | 61.25% |
| Falco Resources Ltd | 88.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.264 |
| Beta (5Y) | 1.406 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.62% |
| Historical Sharpe Ratio (5Y) | 0.2484 |
| Historical Sortino (5Y) | 0.537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.80% |