Euro Sun Mining Inc (ESM.TO)
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May 08, 15:58
Euro Sun Mining Max Drawdown (5Y): 97.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.47% |
| March 31, 2024 | 97.47% |
| February 29, 2024 | 97.47% |
| January 31, 2024 | 97.47% |
| December 31, 2023 | 97.47% |
| November 30, 2023 | 97.47% |
| October 31, 2023 | 97.47% |
| September 30, 2023 | 97.47% |
| August 31, 2023 | 97.47% |
| July 31, 2023 | 97.47% |
| June 30, 2023 | 97.22% |
| May 31, 2023 | 97.22% |
| April 30, 2023 | 97.22% |
| March 31, 2023 | 97.22% |
| February 28, 2023 | 96.88% |
| January 31, 2023 | 96.61% |
| December 31, 2022 | 96.61% |
| November 30, 2022 | 96.61% |
| October 31, 2022 | 96.33% |
| September 30, 2022 | 94.92% |
| August 31, 2022 | 94.35% |
| July 31, 2022 | 94.35% |
| June 30, 2022 | 93.61% |
| May 31, 2022 | 92.31% |
| April 30, 2022 | 92.31% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.31% |
| February 28, 2022 | 92.31% |
| January 31, 2022 | 92.31% |
| December 31, 2021 | 92.31% |
| November 30, 2021 | 92.31% |
| October 31, 2021 | 92.31% |
| September 30, 2021 | 93.37% |
| August 31, 2021 | 93.37% |
| July 31, 2021 | 93.37% |
| June 30, 2021 | 93.37% |
| May 31, 2021 | 93.37% |
| April 30, 2021 | 93.37% |
| March 31, 2021 | 93.84% |
| February 28, 2021 | 97.26% |
| January 31, 2021 | 97.95% |
| December 31, 2020 | 97.95% |
| November 30, 2020 | 98.63% |
| October 31, 2020 | 98.63% |
| September 30, 2020 | 99.32% |
| August 31, 2020 | 99.32% |
| July 31, 2020 | 99.32% |
| June 30, 2020 | 99.32% |
| May 31, 2020 | 99.32% |
| April 30, 2020 | 99.32% |
| March 31, 2020 | 99.32% |
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
92.31%
Minimum
Oct 2021
99.32%
Maximum
May 2019
96.59%
Average
97.47%
Median
Jul 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.54 |
| Beta (5Y) | 1.749 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.91% |
| Historical Sharpe Ratio (5Y) | -0.4987 |
| Historical Sortino (5Y) | -1.134 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.41% |