Itafos Inc (IFOS.V)
1.35
0.00 (0.00%)
CAD |
TSXV |
May 03, 16:00
Itafos Max Drawdown (5Y): 98.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.22% |
March 31, 2024 | 98.22% |
February 29, 2024 | 98.38% |
January 31, 2024 | 98.54% |
December 31, 2023 | 98.81% |
November 30, 2023 | 98.81% |
October 31, 2023 | 99.03% |
September 30, 2023 | 99.22% |
August 31, 2023 | 99.26% |
July 31, 2023 | 99.33% |
June 30, 2023 | 99.33% |
May 31, 2023 | 99.33% |
April 30, 2023 | 99.33% |
March 31, 2023 | 99.33% |
February 28, 2023 | 99.33% |
January 31, 2023 | 99.33% |
December 31, 2022 | 99.33% |
November 30, 2022 | 99.33% |
October 31, 2022 | 99.33% |
September 30, 2022 | 99.39% |
August 31, 2022 | 99.69% |
July 31, 2022 | 99.69% |
June 30, 2022 | 99.69% |
May 31, 2022 | 99.69% |
April 30, 2022 | 99.69% |
Date | Value |
---|---|
March 31, 2022 | 99.69% |
February 28, 2022 | 99.69% |
January 31, 2022 | 99.69% |
December 31, 2021 | 99.69% |
November 30, 2021 | 99.69% |
October 31, 2021 | 99.69% |
September 30, 2021 | 99.69% |
August 31, 2021 | 99.74% |
July 31, 2021 | 99.74% |
June 30, 2021 | 99.74% |
May 31, 2021 | 99.74% |
April 30, 2021 | 99.74% |
March 31, 2021 | 99.74% |
February 28, 2021 | 99.74% |
January 31, 2021 | 99.74% |
December 31, 2020 | 99.74% |
November 30, 2020 | 99.74% |
October 31, 2020 | 99.74% |
September 30, 2020 | 99.74% |
August 31, 2020 | 99.74% |
July 31, 2020 | 99.74% |
June 30, 2020 | 99.74% |
May 31, 2020 | 99.74% |
April 30, 2020 | 99.74% |
March 31, 2020 | 99.74% |
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
98.22%
Minimum
Mar 2024
99.74%
Maximum
May 2019
99.50%
Average
99.69%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Aura Minerals Inc | 59.15% |
AAPKI Ventures Inc | 99.92% |
Nexco Resources Inc | 97.40% |
Spey Resources Corp | 99.17% |
Mongoose Mining Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 17.78 |
Beta (5Y) | -0.9402 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.3% |
Historical Sharpe Ratio (5Y) | 0.0973 |
Historical Sortino (5Y) | 0.2666 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.12% |