Peak Minerals Ltd (HEGLF)
0.0029
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Peak Minerals Max Drawdown (5Y): 98.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 98.52% |
February 29, 2024 | 98.52% |
January 31, 2024 | 98.52% |
December 31, 2023 | 98.52% |
November 30, 2023 | 98.52% |
October 31, 2023 | 98.52% |
September 30, 2023 | 98.52% |
August 31, 2023 | 98.52% |
July 31, 2023 | 98.52% |
June 30, 2023 | 98.52% |
May 31, 2023 | 96.57% |
April 30, 2023 | 96.57% |
March 31, 2023 | 96.57% |
February 28, 2023 | 96.57% |
January 31, 2023 | 96.57% |
December 31, 2022 | 96.57% |
November 30, 2022 | 96.57% |
October 31, 2022 | 96.57% |
September 30, 2022 | 96.57% |
August 31, 2022 | 96.57% |
July 31, 2022 | 96.57% |
June 30, 2022 | 96.57% |
May 31, 2022 | 96.57% |
April 30, 2022 | 96.57% |
March 31, 2022 | 96.57% |
Date | Value |
---|---|
February 28, 2022 | 95.75% |
January 31, 2022 | 95.30% |
December 31, 2021 | 99.76% |
November 30, 2021 | 99.76% |
October 31, 2021 | 99.76% |
September 30, 2021 | 99.76% |
August 31, 2021 | 99.76% |
July 31, 2021 | 99.78% |
June 30, 2021 | 99.78% |
May 31, 2021 | 99.78% |
April 30, 2021 | 99.78% |
March 31, 2021 | 99.86% |
February 28, 2021 | 99.86% |
January 31, 2021 | 99.86% |
December 31, 2020 | 99.86% |
November 30, 2020 | 99.86% |
October 31, 2020 | 99.86% |
September 30, 2020 | 99.86% |
August 31, 2020 | 99.86% |
July 31, 2020 | 99.86% |
June 30, 2020 | 99.90% |
May 31, 2020 | 99.90% |
April 30, 2020 | 99.90% |
March 31, 2020 | 99.90% |
February 29, 2020 | 99.90% |
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
95.30%
Minimum
Jan 2022
99.90%
Maximum
Apr 2019
98.67%
Average
99.76%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
BHP Group Ltd | 43.85% |
Danakali Ltd | 82.42% |
Fertoz Ltd | 75.00% |
Harvest Minerals Ltd | -- |
Nufarm Ltd | 65.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -51.03 |
Beta (5Y) | 1.285 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 211.5% |
Historical Sharpe Ratio (5Y) | -0.162 |
Historical Sortino (5Y) | -0.5253 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.59% |