Excelsior Mining Corp (EXMGF)
0.163
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Excelsior Mining Max Drawdown (5Y): 91.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.23% |
| March 31, 2024 | 91.23% |
| February 29, 2024 | 91.23% |
| January 31, 2024 | 91.23% |
| December 31, 2023 | 91.23% |
| November 30, 2023 | 91.23% |
| October 31, 2023 | 91.23% |
| September 30, 2023 | 91.23% |
| August 31, 2023 | 91.23% |
| July 31, 2023 | 91.23% |
| June 30, 2023 | 91.23% |
| May 31, 2023 | 91.23% |
| April 30, 2023 | 91.23% |
| March 31, 2023 | 91.23% |
| February 28, 2023 | 91.23% |
| January 31, 2023 | 91.23% |
| December 31, 2022 | 91.23% |
| November 30, 2022 | 91.23% |
| October 31, 2022 | 91.23% |
| September 30, 2022 | 90.11% |
| August 31, 2022 | 89.66% |
| July 31, 2022 | 89.66% |
| June 30, 2022 | 89.39% |
| May 31, 2022 | 84.19% |
| April 30, 2022 | 82.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.45% |
| February 28, 2022 | 74.45% |
| January 31, 2022 | 74.45% |
| December 31, 2021 | 74.45% |
| November 30, 2021 | 74.45% |
| October 31, 2021 | 73.68% |
| September 30, 2021 | 73.68% |
| August 31, 2021 | 73.68% |
| July 31, 2021 | 73.68% |
| June 30, 2021 | 73.68% |
| May 31, 2021 | 73.68% |
| April 30, 2021 | 73.68% |
| March 31, 2021 | 73.68% |
| February 28, 2021 | 73.68% |
| January 31, 2021 | 77.40% |
| December 31, 2020 | 77.40% |
| November 30, 2020 | 83.03% |
| October 31, 2020 | 85.83% |
| September 30, 2020 | 85.83% |
| August 31, 2020 | 85.83% |
| July 31, 2020 | 85.83% |
| June 30, 2020 | 85.83% |
| May 31, 2020 | 85.83% |
| April 30, 2020 | 85.83% |
| March 31, 2020 | 85.83% |
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
73.68%
Minimum
Feb 2021
91.23%
Maximum
Oct 2022
84.61%
Average
85.83%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Freeport-McMoRan Inc | 74.00% |
| Southern Copper Corp | 55.38% |
| Idaho Copper Corp | 99.99% |
| Pershing Resources Co Inc | 97.24% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.72 |
| Beta (5Y) | 2.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.30% |
| Historical Sharpe Ratio (5Y) | -0.3896 |
| Historical Sortino (5Y) | -0.7462 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.65% |