Globex Mining Enterprises Inc (GMX.TO)
0.95
-0.05
(-5.00%)
CAD |
TSX |
May 31, 16:00
Globex Mining Enterprises Max Drawdown (5Y): 63.86% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 63.86% |
April 30, 2024 | 63.86% |
March 31, 2024 | 63.86% |
February 29, 2024 | 63.86% |
January 31, 2024 | 63.86% |
December 31, 2023 | 63.86% |
November 30, 2023 | 63.86% |
October 31, 2023 | 63.86% |
September 30, 2023 | 63.86% |
August 31, 2023 | 63.86% |
July 31, 2023 | 63.86% |
June 30, 2023 | 63.86% |
May 31, 2023 | 63.86% |
April 30, 2023 | 63.86% |
March 31, 2023 | 63.86% |
February 28, 2023 | 63.86% |
January 31, 2023 | 63.86% |
December 31, 2022 | 63.86% |
November 30, 2022 | 63.86% |
October 31, 2022 | 63.25% |
September 30, 2022 | 59.04% |
August 31, 2022 | 58.20% |
July 31, 2022 | 61.21% |
June 30, 2022 | 61.21% |
May 31, 2022 | 61.21% |
Date | Value |
---|---|
April 30, 2022 | 63.93% |
March 31, 2022 | 63.93% |
February 28, 2022 | 63.93% |
January 31, 2022 | 63.93% |
December 31, 2021 | 63.93% |
November 30, 2021 | 63.93% |
October 31, 2021 | 69.78% |
September 30, 2021 | 71.22% |
August 31, 2021 | 79.05% |
July 31, 2021 | 82.39% |
June 30, 2021 | 83.52% |
May 31, 2021 | 83.52% |
April 30, 2021 | 84.04% |
March 31, 2021 | 85.11% |
February 28, 2021 | 87.45% |
January 31, 2021 | 89.15% |
December 31, 2020 | 89.15% |
November 30, 2020 | 92.42% |
October 31, 2020 | 93.01% |
September 30, 2020 | 93.01% |
August 31, 2020 | 93.01% |
July 31, 2020 | 93.01% |
June 30, 2020 | 93.01% |
May 31, 2020 | 94.41% |
April 30, 2020 | 94.41% |
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
58.20%
Minimum
Aug 2022
95.25%
Maximum
Jun 2019
75.97%
Average
63.93%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Edison Lithium Corp | 95.83% |
St-Georges Eco-Mining Corp | 98.78% |
Renforth Resources Inc | 91.30% |
Winston Gold Corp | 94.59% |
Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.520 |
Beta (5Y) | 1.282 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.16% |
Historical Sharpe Ratio (5Y) | 0.3835 |
Historical Sortino (5Y) | 0.8807 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |