Filo Corp (FLMMF)
18.39
-0.25
(-1.34%)
USD |
OTCM |
May 31, 16:00
Filo Max Drawdown (5Y): 66.61% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 66.61% |
April 30, 2024 | 66.61% |
March 31, 2024 | 66.61% |
February 29, 2024 | 66.61% |
January 31, 2024 | 66.61% |
December 31, 2023 | 66.61% |
November 30, 2023 | 66.61% |
October 31, 2023 | 66.61% |
September 30, 2023 | 66.61% |
August 31, 2023 | 66.61% |
July 31, 2023 | 66.61% |
June 30, 2023 | 66.61% |
May 31, 2023 | 66.61% |
April 30, 2023 | 66.61% |
March 31, 2023 | 66.61% |
February 28, 2023 | 66.61% |
January 31, 2023 | 66.61% |
December 31, 2022 | 66.61% |
November 30, 2022 | 66.61% |
October 31, 2022 | 66.61% |
September 30, 2022 | 66.61% |
August 31, 2022 | 66.61% |
July 31, 2022 | 66.61% |
June 30, 2022 | 66.61% |
May 31, 2022 | 66.61% |
Date | Value |
---|---|
April 30, 2022 | 66.61% |
March 31, 2022 | 66.61% |
February 28, 2022 | 66.61% |
January 31, 2022 | 66.61% |
December 31, 2021 | 66.61% |
November 30, 2021 | 66.61% |
October 31, 2021 | 66.61% |
September 30, 2021 | 66.61% |
August 31, 2021 | 66.61% |
July 31, 2021 | 66.61% |
June 30, 2021 | 66.61% |
May 31, 2021 | 66.61% |
April 30, 2021 | 66.61% |
March 31, 2021 | 66.61% |
February 28, 2021 | 66.61% |
January 31, 2021 | 66.61% |
December 31, 2020 | 66.61% |
November 30, 2020 | 66.61% |
October 31, 2020 | 66.61% |
September 30, 2020 | 66.61% |
August 31, 2020 | 66.61% |
July 31, 2020 | 66.61% |
June 30, 2020 | 66.61% |
May 31, 2020 | 66.61% |
April 30, 2020 | 66.61% |
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
6.30%
Minimum
Jun 2019
66.61%
Maximum
Apr 2020
59.90%
Average
66.61%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Nuinsco Resources Ltd | 93.62% |
CanXGold Mining Corp | 99.92% |
Stornoway Diamond Corp | 100.00% |
TMC The Metals Co Inc | -- |
Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 33.66 |
Beta (5Y) | 1.386 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.87% |
Historical Sharpe Ratio (5Y) | 0.5325 |
Historical Sortino (5Y) | 1.763 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.80% |