Irving Resources Inc (IRVRF)
0.2975
+0.01
(+1.99%)
USD |
OTCM |
Jun 14, 16:00
Irving Resources Max Drawdown (5Y): 92.88% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 92.88% |
April 30, 2024 | 92.88% |
March 31, 2024 | 92.88% |
February 29, 2024 | 92.88% |
January 31, 2024 | 91.92% |
December 31, 2023 | 91.92% |
November 30, 2023 | 91.92% |
October 31, 2023 | 88.83% |
September 30, 2023 | 88.27% |
August 31, 2023 | 85.90% |
July 31, 2023 | 85.90% |
June 30, 2023 | 85.39% |
May 31, 2023 | 85.39% |
April 30, 2023 | 85.39% |
March 31, 2023 | 85.39% |
February 28, 2023 | 85.39% |
January 31, 2023 | 85.39% |
December 31, 2022 | 85.39% |
November 30, 2022 | 85.39% |
October 31, 2022 | 85.39% |
September 30, 2022 | 85.39% |
August 31, 2022 | 79.76% |
July 31, 2022 | 78.48% |
June 30, 2022 | 78.48% |
May 31, 2022 | 78.45% |
Date | Value |
---|---|
April 30, 2022 | 78.45% |
March 31, 2022 | 88.92% |
February 28, 2022 | 88.92% |
January 31, 2022 | 88.92% |
December 31, 2021 | 88.92% |
November 30, 2021 | 88.92% |
October 31, 2021 | 88.92% |
September 30, 2021 | 88.92% |
August 31, 2021 | 88.92% |
July 31, 2021 | 88.92% |
June 30, 2021 | 88.92% |
May 31, 2021 | 88.92% |
April 30, 2021 | 88.92% |
March 31, 2021 | 88.92% |
February 28, 2021 | 88.92% |
January 31, 2021 | 88.92% |
December 31, 2020 | 88.92% |
November 30, 2020 | 88.92% |
October 31, 2020 | 88.92% |
September 30, 2020 | 88.92% |
August 31, 2020 | 88.92% |
July 31, 2020 | 88.92% |
June 30, 2020 | 88.92% |
May 31, 2020 | 88.92% |
April 30, 2020 | 88.92% |
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
78.45%
Minimum
Apr 2022
92.88%
Maximum
Feb 2024
87.78%
Average
88.92%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gatos Silver Inc | -- |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -51.97 |
Beta (5Y) | 1.322 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.73% |
Historical Sharpe Ratio (5Y) | -0.515 |
Historical Sortino (5Y) | -0.9646 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.83% |