Global Atomic Corp (GLO.TO)

0.86 +0.09 (+11.69%) CAD  |  TSX  |  Dec 20, 16:00
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Global Atomic Max Drawdown (5Y): 78.64% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Foremost Clean Energy Ltd 98.08%
Forsys Metals Corp 76.00%
Kiplin Metals Inc 99.84%
Global Uranium Corp --
Roberto Resources Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.5963
Beta (5Y) 1.367
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 86.78%
Historical Sharpe Ratio (5Y) 0.1609
Historical Sortino (5Y) 0.3483
Monthly Value at Risk (VaR) 5% (5Y Lookback) 30.45%