Gem Diamonds Ltd (GMDMF)
0.2021
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Gem Diamonds Max Drawdown (5Y): 96.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.73% |
| March 31, 2024 | 96.73% |
| February 29, 2024 | 96.73% |
| January 31, 2024 | 96.73% |
| December 31, 2023 | 96.73% |
| November 30, 2023 | 96.73% |
| October 31, 2023 | 96.73% |
| September 30, 2023 | 96.73% |
| August 31, 2023 | 96.73% |
| July 31, 2023 | 96.73% |
| June 30, 2023 | 96.73% |
| May 31, 2023 | 96.73% |
| April 30, 2023 | 96.73% |
| March 31, 2023 | 96.73% |
| February 28, 2023 | 96.73% |
| January 31, 2023 | 96.73% |
| December 31, 2022 | 96.73% |
| November 30, 2022 | 96.73% |
| October 31, 2022 | 86.49% |
| September 30, 2022 | 86.49% |
| August 31, 2022 | 86.49% |
| July 31, 2022 | 86.49% |
| June 30, 2022 | 86.49% |
| May 31, 2022 | 86.49% |
| April 30, 2022 | 86.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.49% |
| February 28, 2022 | 86.49% |
| January 31, 2022 | 86.49% |
| December 31, 2021 | 86.49% |
| November 30, 2021 | 86.49% |
| October 31, 2021 | 86.49% |
| September 30, 2021 | 86.49% |
| August 31, 2021 | 86.49% |
| July 31, 2021 | 86.49% |
| June 30, 2021 | 86.49% |
| May 31, 2021 | 86.49% |
| April 30, 2021 | 86.49% |
| March 31, 2021 | 86.49% |
| February 28, 2021 | 81.08% |
| January 31, 2021 | 81.08% |
| December 31, 2020 | 81.08% |
| November 30, 2020 | 81.08% |
| October 31, 2020 | 81.08% |
| September 30, 2020 | 81.08% |
| August 31, 2020 | 81.08% |
| July 31, 2020 | 81.08% |
| June 30, 2020 | 79.19% |
| May 31, 2020 | 79.19% |
| April 30, 2020 | 79.19% |
| March 31, 2020 | 72.79% |
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
71.02%
Minimum
May 2019
96.73%
Maximum
Nov 2022
85.90%
Average
86.49%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| LyondellBasell Industries NV | 68.15% |
| Ferroglobe PLC | 98.07% |
| Eden Research PLC | -- |
| Wynnstay Group PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.20 |
| Beta (5Y) | -0.3474 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 189.5% |
| Historical Sharpe Ratio (5Y) | -0.222 |
| Historical Sortino (5Y) | -0.6454 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.50% |