Eros Resources Corp (EROSF)
0.0314
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Eros Resources Max Drawdown (5Y): 85.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 85.97% |
April 30, 2024 | 85.97% |
March 31, 2024 | 85.97% |
February 29, 2024 | 85.97% |
January 31, 2024 | 85.97% |
December 31, 2023 | 85.97% |
November 30, 2023 | 85.97% |
October 31, 2023 | 85.97% |
September 30, 2023 | 85.97% |
August 31, 2023 | 85.97% |
July 31, 2023 | 85.97% |
June 30, 2023 | 85.97% |
May 31, 2023 | 85.97% |
April 30, 2023 | 85.97% |
March 31, 2023 | 85.97% |
February 28, 2023 | 85.97% |
January 31, 2023 | 85.97% |
December 31, 2022 | 85.97% |
November 30, 2022 | 85.97% |
October 31, 2022 | 85.97% |
September 30, 2022 | 85.97% |
August 31, 2022 | 85.97% |
July 31, 2022 | 85.97% |
June 30, 2022 | 85.97% |
May 31, 2022 | 85.97% |
Date | Value |
---|---|
April 30, 2022 | 85.97% |
March 31, 2022 | 85.97% |
February 28, 2022 | 85.97% |
January 31, 2022 | 85.97% |
December 31, 2021 | 85.97% |
November 30, 2021 | 85.97% |
October 31, 2021 | 85.97% |
September 30, 2021 | 85.97% |
August 31, 2021 | 85.97% |
July 31, 2021 | 85.97% |
June 30, 2021 | 85.97% |
May 31, 2021 | 85.97% |
April 30, 2021 | 85.97% |
March 31, 2021 | 85.97% |
February 28, 2021 | 85.97% |
January 31, 2021 | 85.97% |
December 31, 2020 | 85.97% |
November 30, 2020 | 85.97% |
October 31, 2020 | 85.97% |
September 30, 2020 | 85.97% |
August 31, 2020 | 85.97% |
July 31, 2020 | 85.97% |
June 30, 2020 | 85.97% |
May 31, 2020 | 85.97% |
April 30, 2020 | 85.97% |
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
80.90%
Minimum
Jun 2019
85.97%
Maximum
Sep 2019
85.72%
Average
85.97%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
Endeavour Silver Corp | 81.13% |
Seabridge Gold Inc | 61.10% |
Gold Royalty Corp | -- |
TMC The Metals Co Inc | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.44 |
Beta (5Y) | 0.3072 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.64% |
Historical Sharpe Ratio (5Y) | -0.2135 |
Historical Sortino (5Y) | -0.395 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |