Excellon Resources Inc (EXN.TO)
0.17
-0.01
(-5.56%)
CAD |
TSX |
May 03, 16:00
Excellon Resources Max Drawdown (5Y): 98.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.99% |
| March 31, 2024 | 98.99% |
| February 29, 2024 | 98.99% |
| January 31, 2024 | 98.99% |
| December 31, 2023 | 98.99% |
| November 30, 2023 | 98.99% |
| October 31, 2023 | 98.99% |
| September 30, 2023 | 98.99% |
| August 31, 2023 | 98.99% |
| July 31, 2023 | 98.63% |
| June 30, 2023 | 96.98% |
| May 31, 2023 | 96.14% |
| April 30, 2023 | 96.14% |
| March 31, 2023 | 96.14% |
| February 28, 2023 | 96.14% |
| January 31, 2023 | 96.14% |
| December 31, 2022 | 96.14% |
| November 30, 2022 | 95.89% |
| October 31, 2022 | 95.89% |
| September 30, 2022 | 95.89% |
| August 31, 2022 | 95.78% |
| July 31, 2022 | 95.78% |
| June 30, 2022 | 94.89% |
| May 31, 2022 | 94.26% |
| April 30, 2022 | 92.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.91% |
| February 28, 2022 | 92.91% |
| January 31, 2022 | 92.65% |
| December 31, 2021 | 88.07% |
| November 30, 2021 | 86.28% |
| October 31, 2021 | 85.65% |
| September 30, 2021 | 85.65% |
| August 31, 2021 | 81.39% |
| July 31, 2021 | 81.39% |
| June 30, 2021 | 81.39% |
| May 31, 2021 | 81.39% |
| April 30, 2021 | 81.39% |
| March 31, 2021 | 81.39% |
| February 28, 2021 | 81.39% |
| January 31, 2021 | 85.78% |
| December 31, 2020 | 91.47% |
| November 30, 2020 | 94.61% |
| October 31, 2020 | 95.00% |
| September 30, 2020 | 95.93% |
| August 31, 2020 | 95.93% |
| July 31, 2020 | 95.93% |
| June 30, 2020 | 95.93% |
| May 31, 2020 | 95.93% |
| April 30, 2020 | 95.93% |
| March 31, 2020 | 95.93% |
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
81.39%
Minimum
Feb 2021
98.99%
Maximum
Aug 2023
93.60%
Average
95.93%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.34 |
| Beta (5Y) | 1.048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.94% |
| Historical Sharpe Ratio (5Y) | -0.4956 |
| Historical Sortino (5Y) | -1.129 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.96% |