Grid Metals Corp (GRDM.V)
0.065
0.00 (0.00%)
CAD |
TSXV |
Jun 27, 14:23
Grid Metals Max Drawdown (5Y): 82.56% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 82.56% |
| April 30, 2024 | 82.56% |
| March 31, 2024 | 82.56% |
| February 29, 2024 | 82.56% |
| January 31, 2024 | 82.56% |
| December 31, 2023 | 82.56% |
| November 30, 2023 | 82.56% |
| October 31, 2023 | 83.00% |
| September 30, 2023 | 90.00% |
| August 31, 2023 | 90.00% |
| July 31, 2023 | 90.00% |
| June 30, 2023 | 90.00% |
| May 31, 2023 | 90.00% |
| April 30, 2023 | 90.00% |
| March 31, 2023 | 90.00% |
| February 28, 2023 | 90.00% |
| January 31, 2023 | 90.00% |
| December 31, 2022 | 90.00% |
| November 30, 2022 | 90.00% |
| October 31, 2022 | 90.00% |
| September 30, 2022 | 90.00% |
| August 31, 2022 | 90.00% |
| July 31, 2022 | 90.00% |
| June 30, 2022 | 90.00% |
| May 31, 2022 | 90.00% |
| Date | Value |
|---|---|
| April 30, 2022 | 90.00% |
| March 31, 2022 | 90.00% |
| February 28, 2022 | 90.00% |
| January 31, 2022 | 90.00% |
| December 31, 2021 | 90.00% |
| November 30, 2021 | 90.00% |
| October 31, 2021 | 90.91% |
| September 30, 2021 | 96.15% |
| August 31, 2021 | 96.15% |
| July 31, 2021 | 96.15% |
| June 30, 2021 | 96.15% |
| May 31, 2021 | 96.15% |
| April 30, 2021 | 96.15% |
| March 31, 2021 | 97.14% |
| February 28, 2021 | 97.62% |
| January 31, 2021 | 97.83% |
| December 31, 2020 | 98.15% |
| November 30, 2020 | 98.96% |
| October 31, 2020 | 98.96% |
| September 30, 2020 | 98.96% |
| August 31, 2020 | 98.96% |
| July 31, 2020 | 98.96% |
| June 30, 2020 | 98.96% |
| May 31, 2020 | 98.96% |
| April 30, 2020 | 98.96% |
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
82.56%
Minimum
Nov 2023
98.96%
Maximum
Jun 2019
92.85%
Average
90.00%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| NextSource Materials Inc | 87.29% |
| Stillwater Critical Minerals Corp | 73.20% |
| Kodiak Copper Corp | 90.73% |
| Renforth Resources Inc | 91.30% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.53 |
| Beta (5Y) | 2.453 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.06% |
| Historical Sharpe Ratio (5Y) | -0.066 |
| Historical Sortino (5Y) | -0.1516 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.41% |