Global Atomic Corp (GLO.TO)
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Nov 22, 14:11
Global Atomic Max Drawdown (5Y): 76.80% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 76.80% |
| August 31, 2024 | 76.80% |
| July 31, 2024 | 73.92% |
| June 30, 2024 | 73.10% |
| May 31, 2024 | 73.10% |
| April 30, 2024 | 73.10% |
| March 31, 2024 | 73.10% |
| February 29, 2024 | 73.10% |
| January 31, 2024 | 73.10% |
| December 31, 2023 | 73.10% |
| November 30, 2023 | 73.10% |
| October 31, 2023 | 73.10% |
| September 30, 2023 | 73.10% |
| August 31, 2023 | 73.10% |
| July 31, 2023 | 64.89% |
| June 30, 2023 | 54.33% |
| May 31, 2023 | 54.33% |
| April 30, 2023 | 54.33% |
| March 31, 2023 | 54.33% |
| February 28, 2023 | 58.56% |
| January 31, 2023 | 61.94% |
| December 31, 2022 | 66.17% |
| November 30, 2022 | 66.17% |
| October 31, 2022 | 66.17% |
| September 30, 2022 | 66.17% |
| Date | Value |
|---|---|
| August 31, 2022 | 66.17% |
| July 31, 2022 | 66.17% |
| June 30, 2022 | 66.17% |
| May 31, 2022 | 66.17% |
| April 30, 2022 | 66.17% |
| March 31, 2022 | 66.17% |
| February 28, 2022 | 66.17% |
| January 31, 2022 | 66.17% |
| December 31, 2021 | 66.17% |
| November 30, 2021 | 66.17% |
| October 31, 2021 | 66.17% |
| September 30, 2021 | 66.17% |
| August 31, 2021 | 76.00% |
| July 31, 2021 | 80.00% |
| June 30, 2021 | 80.00% |
| May 31, 2021 | 80.00% |
| April 30, 2021 | 80.00% |
| March 31, 2021 | 80.00% |
| February 28, 2021 | 80.00% |
| January 31, 2021 | 80.00% |
| December 31, 2020 | 82.14% |
| November 30, 2020 | 82.14% |
| October 31, 2020 | 82.14% |
| September 30, 2020 | 84.38% |
| August 31, 2020 | 84.38% |
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
54.33%
Minimum
Mar 2023
87.50%
Maximum
Nov 2019
73.42%
Average
73.10%
Median
Aug 2023
Max Drawdown (5Y) Benchmarks
| Foremost Clean Energy Ltd | 98.08% |
| Forsys Metals Corp | 76.00% |
| Kiplin Metals Inc | 99.77% |
| Global Uranium Corp | -- |
| Roberto Resources Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.816 |
| Beta (5Y) | 1.381 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.02% |
| Historical Sharpe Ratio (5Y) | 0.2211 |
| Historical Sortino (5Y) | 0.4701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.45% |