Horizonte Minerals PLC (HZM.TO)
0.01
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
Horizonte Minerals Max Drawdown (5Y): 99.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.85% |
| March 31, 2024 | 99.13% |
| February 29, 2024 | 98.40% |
| January 31, 2024 | 95.92% |
| December 31, 2023 | 95.92% |
| November 30, 2023 | 95.78% |
| October 31, 2023 | 92.29% |
| September 30, 2023 | 82.35% |
| August 31, 2023 | 82.35% |
| July 31, 2023 | 82.35% |
| June 30, 2023 | 82.35% |
| May 31, 2023 | 82.35% |
| April 30, 2023 | 82.35% |
| March 31, 2023 | 82.35% |
| February 28, 2023 | 82.35% |
| January 31, 2023 | 82.35% |
| December 31, 2022 | 82.35% |
| November 30, 2022 | 82.35% |
| October 31, 2022 | 82.35% |
| September 30, 2022 | 82.35% |
| August 31, 2022 | 82.35% |
| July 31, 2022 | 82.35% |
| June 30, 2022 | 82.35% |
| May 31, 2022 | 82.35% |
| April 30, 2022 | 84.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.09% |
| February 28, 2022 | 84.09% |
| January 31, 2022 | 84.09% |
| December 31, 2021 | 84.09% |
| November 30, 2021 | 84.09% |
| October 31, 2021 | 84.09% |
| September 30, 2021 | 84.09% |
| August 31, 2021 | 90.38% |
| July 31, 2021 | 90.38% |
| June 30, 2021 | 90.38% |
| May 31, 2021 | 90.38% |
| April 30, 2021 | 90.38% |
| March 31, 2021 | 90.38% |
| February 28, 2021 | 90.38% |
| January 31, 2021 | 91.07% |
| December 31, 2020 | 91.07% |
| November 30, 2020 | 91.07% |
| October 31, 2020 | 92.86% |
| September 30, 2020 | 92.86% |
| August 31, 2020 | 92.86% |
| July 31, 2020 | 92.86% |
| June 30, 2020 | 92.86% |
| May 31, 2020 | 92.86% |
| April 30, 2020 | 92.86% |
| March 31, 2020 | 92.86% |
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
82.35%
Minimum
May 2022
99.85%
Maximum
Apr 2024
88.79%
Average
90.38%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Endeavour Mining PLC | 39.43% |
| Serabi Gold PLC | 84.34% |
| Meridian Mining UK Societas | 97.40% |
| SolGold PLC | 83.80% |
| Condor Gold PLC | 83.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.70 |
| Beta (5Y) | 1.612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.4% |
| Historical Sharpe Ratio (5Y) | -0.6459 |
| Historical Sortino (5Y) | -0.9058 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 53.57% |