Imperial Metals Corp (III.TO)
2.60
0.00 (0.00%)
CAD |
TSX |
May 03, 15:32
Imperial Metals Max Drawdown (5Y): 89.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 89.96% |
March 31, 2024 | 89.96% |
February 29, 2024 | 89.96% |
January 31, 2024 | 89.96% |
December 31, 2023 | 89.96% |
November 30, 2023 | 89.96% |
October 31, 2023 | 90.61% |
September 30, 2023 | 94.09% |
August 31, 2023 | 94.47% |
July 31, 2023 | 94.47% |
June 30, 2023 | 94.47% |
May 31, 2023 | 94.58% |
April 30, 2023 | 94.58% |
March 31, 2023 | 94.58% |
February 28, 2023 | 94.58% |
January 31, 2023 | 94.58% |
December 31, 2022 | 94.58% |
November 30, 2022 | 94.58% |
October 31, 2022 | 94.58% |
September 30, 2022 | 94.58% |
August 31, 2022 | 94.58% |
July 31, 2022 | 94.58% |
June 30, 2022 | 94.58% |
May 31, 2022 | 94.58% |
April 30, 2022 | 94.58% |
Date | Value |
---|---|
March 31, 2022 | 94.58% |
February 28, 2022 | 94.58% |
January 31, 2022 | 94.58% |
December 31, 2021 | 94.58% |
November 30, 2021 | 94.58% |
October 31, 2021 | 94.58% |
September 30, 2021 | 94.58% |
August 31, 2021 | 94.58% |
July 31, 2021 | 94.58% |
June 30, 2021 | 94.58% |
May 31, 2021 | 94.58% |
April 30, 2021 | 94.58% |
March 31, 2021 | 94.58% |
February 28, 2021 | 94.58% |
January 31, 2021 | 94.58% |
December 31, 2020 | 94.58% |
November 30, 2020 | 94.58% |
October 31, 2020 | 94.58% |
September 30, 2020 | 94.58% |
August 31, 2020 | 94.58% |
July 31, 2020 | 94.58% |
June 30, 2020 | 94.58% |
May 31, 2020 | 94.58% |
April 30, 2020 | 94.58% |
March 31, 2020 | 94.58% |
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
89.96%
Minimum
Nov 2023
94.58%
Maximum
May 2019
94.04%
Average
94.58%
Median
May 2019
Max Drawdown (5Y) Benchmarks
First Quantum Minerals Ltd | 78.27% |
Lundin Mining Corp | 57.65% |
Capstone Copper Corp | 80.23% |
Hudbay Minerals Inc | 84.00% |
NGEx Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.955 |
Beta (5Y) | 1.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.75% |
Historical Sharpe Ratio (5Y) | -0.0012 |
Historical Sortino (5Y) | -0.0028 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.47% |