Glen Eagle Resources Inc (GER.V)
0.005
0.00 (0.00%)
CAD |
TSXV |
Apr 29, 16:00
Glen Eagle Resources Max Drawdown (5Y): 97.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.22% |
| February 29, 2024 | 97.22% |
| January 31, 2024 | 97.22% |
| December 31, 2023 | 94.59% |
| November 30, 2023 | 94.59% |
| October 31, 2023 | 94.59% |
| September 30, 2023 | 94.59% |
| August 31, 2023 | 94.59% |
| July 31, 2023 | 94.59% |
| June 30, 2023 | 94.59% |
| May 31, 2023 | 94.59% |
| April 30, 2023 | 94.59% |
| March 31, 2023 | 94.59% |
| February 28, 2023 | 94.59% |
| January 31, 2023 | 94.59% |
| December 31, 2022 | 94.59% |
| November 30, 2022 | 92.00% |
| October 31, 2022 | 90.00% |
| September 30, 2022 | 90.00% |
| August 31, 2022 | 88.00% |
| July 31, 2022 | 88.00% |
| June 30, 2022 | 86.00% |
| May 31, 2022 | 85.00% |
| April 30, 2022 | 85.00% |
| March 31, 2022 | 85.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.00% |
| January 31, 2022 | 85.00% |
| December 31, 2021 | 85.00% |
| November 30, 2021 | 85.00% |
| October 31, 2021 | 85.00% |
| September 30, 2021 | 85.00% |
| August 31, 2021 | 85.00% |
| July 31, 2021 | 85.00% |
| June 30, 2021 | 85.00% |
| May 31, 2021 | 85.00% |
| April 30, 2021 | 84.38% |
| March 31, 2021 | 86.72% |
| February 28, 2021 | 86.72% |
| January 31, 2021 | 86.72% |
| December 31, 2020 | 90.62% |
| November 30, 2020 | 90.62% |
| October 31, 2020 | 90.62% |
| September 30, 2020 | 94.53% |
| August 31, 2020 | 94.53% |
| July 31, 2020 | 94.53% |
| June 30, 2020 | 94.53% |
| May 31, 2020 | 95.31% |
| April 30, 2020 | 95.31% |
| March 31, 2020 | 95.31% |
| February 29, 2020 | 95.31% |
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
84.38%
Minimum
Apr 2021
97.22%
Maximum
Jan 2024
91.49%
Average
94.56%
Median
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) | -62.17 |
| Beta (5Y) | 1.573 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.90% |
| Historical Sharpe Ratio (5Y) | -0.5222 |
| Historical Sortino (5Y) | -1.076 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |