Oceanic Iron Ore Corp (FEO.V)
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Nov 14, 16:00
Oceanic Iron Ore Max Drawdown (5Y): 84.13% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 84.13% |
| August 31, 2024 | 88.41% |
| July 31, 2024 | 88.41% |
| June 30, 2024 | 88.41% |
| May 31, 2024 | 88.41% |
| April 30, 2024 | 88.41% |
| March 31, 2024 | 88.41% |
| February 29, 2024 | 88.41% |
| January 31, 2024 | 88.41% |
| December 31, 2023 | 91.18% |
| November 30, 2023 | 93.16% |
| October 31, 2023 | 94.21% |
| September 30, 2023 | 95.91% |
| August 31, 2023 | 95.91% |
| July 31, 2023 | 95.91% |
| June 30, 2023 | 95.91% |
| May 31, 2023 | 96.54% |
| April 30, 2023 | 97.06% |
| March 31, 2023 | 97.06% |
| February 28, 2023 | 97.06% |
| January 31, 2023 | 97.06% |
| December 31, 2022 | 97.06% |
| November 30, 2022 | 97.06% |
| October 31, 2022 | 97.06% |
| September 30, 2022 | 97.06% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.06% |
| July 31, 2022 | 97.06% |
| June 30, 2022 | 97.06% |
| May 31, 2022 | 97.06% |
| April 30, 2022 | 97.06% |
| March 31, 2022 | 97.06% |
| February 28, 2022 | 97.06% |
| January 31, 2022 | 97.06% |
| December 31, 2021 | 97.06% |
| November 30, 2021 | 97.06% |
| October 31, 2021 | 97.06% |
| September 30, 2021 | 97.06% |
| August 31, 2021 | 97.06% |
| July 31, 2021 | 97.06% |
| June 30, 2021 | 97.06% |
| May 31, 2021 | 97.06% |
| April 30, 2021 | 97.06% |
| March 31, 2021 | 97.06% |
| February 28, 2021 | 97.50% |
| January 31, 2021 | 98.11% |
| December 31, 2020 | 98.23% |
| November 30, 2020 | 98.51% |
| October 31, 2020 | 99.09% |
| September 30, 2020 | 99.15% |
| August 31, 2020 | 99.20% |
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
84.13%
Minimum
Sep 2024
99.25%
Maximum
Nov 2019
95.88%
Average
97.06%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Labrador Iron Ore Royalty Corp | 57.80% |
| Black Iron Inc | 94.44% |
| Rockex Mining Corp | 97.00% |
| M3 Metals Corp | 99.17% |
| Ares Strategic Mining Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9173 |
| Beta (5Y) | 1.006 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.62% |
| Historical Sharpe Ratio (5Y) | 0.1015 |
| Historical Sortino (5Y) | 0.2623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |