Frontier Lithium Inc (FL.V)
0.89
+0.03
(+3.49%)
CAD |
TSXV |
Apr 26, 16:00
Frontier Lithium Max Drawdown (5Y): 89.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 89.19% |
February 29, 2024 | 89.19% |
January 31, 2024 | 82.72% |
December 31, 2023 | 82.72% |
November 30, 2023 | 82.72% |
October 31, 2023 | 82.72% |
September 30, 2023 | 82.72% |
August 31, 2023 | 82.72% |
July 31, 2023 | 82.72% |
June 30, 2023 | 82.72% |
May 31, 2023 | 82.72% |
April 30, 2023 | 82.72% |
March 31, 2023 | 82.72% |
February 28, 2023 | 82.72% |
January 31, 2023 | 82.72% |
December 31, 2022 | 82.72% |
November 30, 2022 | 82.72% |
October 31, 2022 | 82.72% |
September 30, 2022 | 82.72% |
August 31, 2022 | 82.72% |
July 31, 2022 | 82.72% |
June 30, 2022 | 82.72% |
May 31, 2022 | 82.72% |
April 30, 2022 | 82.72% |
March 31, 2022 | 82.72% |
Date | Value |
---|---|
February 28, 2022 | 82.72% |
January 31, 2022 | 82.72% |
December 31, 2021 | 82.72% |
November 30, 2021 | 82.72% |
October 31, 2021 | 82.72% |
September 30, 2021 | 82.72% |
August 31, 2021 | 82.72% |
July 31, 2021 | 82.72% |
June 30, 2021 | 82.72% |
May 31, 2021 | 82.72% |
April 30, 2021 | 82.72% |
March 31, 2021 | 82.72% |
February 28, 2021 | 82.72% |
January 31, 2021 | 82.72% |
December 31, 2020 | 82.72% |
November 30, 2020 | 82.72% |
October 31, 2020 | 82.72% |
September 30, 2020 | 82.72% |
August 31, 2020 | 82.72% |
July 31, 2020 | 82.72% |
June 30, 2020 | 82.72% |
May 31, 2020 | 82.72% |
April 30, 2020 | 82.72% |
March 31, 2020 | 81.48% |
February 29, 2020 | 75.93% |
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
63.58%
Minimum
Jun 2019
89.19%
Maximum
Feb 2024
80.98%
Average
82.72%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
St-Georges Eco-Mining Corp | 98.78% |
37 Capital Inc | 99.00% |
Renforth Resources Inc | 91.30% |
Winston Gold Corp | 94.59% |
Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.808 |
Beta (5Y) | 1.444 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.51% |
Historical Sharpe Ratio (5Y) | 0.1899 |
Historical Sortino (5Y) | 0.4887 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.03% |