IsoEnergy Ltd (ISENF)
2.54
-0.05
(-1.93%)
USD |
OTCM |
Sep 27, 16:00
IsoEnergy Max Drawdown (5Y): 75.83% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
August 31, 2024 | 75.83% |
July 31, 2024 | 75.83% |
June 30, 2024 | 75.83% |
May 31, 2024 | 75.83% |
April 30, 2024 | 75.83% |
March 31, 2024 | 75.83% |
February 29, 2024 | 75.83% |
January 31, 2024 | 75.83% |
December 31, 2023 | 75.83% |
November 30, 2023 | 75.83% |
October 31, 2023 | 75.83% |
September 30, 2023 | 75.83% |
August 31, 2023 | 75.83% |
July 31, 2023 | 75.83% |
June 30, 2023 | 75.83% |
May 31, 2023 | 75.83% |
April 30, 2023 | 75.83% |
March 31, 2023 | 75.83% |
February 28, 2023 | 75.83% |
January 31, 2023 | 75.83% |
December 31, 2022 | 75.83% |
November 30, 2022 | 75.83% |
October 31, 2022 | 75.83% |
September 30, 2022 | 75.83% |
August 31, 2022 | 75.83% |
Date | Value |
---|---|
July 31, 2022 | 75.83% |
June 30, 2022 | 75.83% |
May 31, 2022 | 75.83% |
April 30, 2022 | 75.83% |
March 31, 2022 | 75.83% |
February 28, 2022 | 75.83% |
January 31, 2022 | 75.83% |
December 31, 2021 | 75.83% |
November 30, 2021 | 75.83% |
October 31, 2021 | 75.83% |
September 30, 2021 | 75.83% |
August 31, 2021 | 75.83% |
July 31, 2021 | 75.83% |
June 30, 2021 | 75.83% |
May 31, 2021 | 75.83% |
April 30, 2021 | 75.83% |
March 31, 2021 | 75.83% |
February 28, 2021 | 75.83% |
January 31, 2021 | 75.83% |
December 31, 2020 | 75.83% |
November 30, 2020 | 75.83% |
October 31, 2020 | 75.83% |
September 30, 2020 | 75.83% |
August 31, 2020 | 75.83% |
July 31, 2020 | 75.83% |
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
71.52%
Minimum
Sep 2019
75.83%
Maximum
Mar 2020
75.40%
Average
75.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Strata Power Corp | 99.65% |
FEC Resources Inc | 98.38% |
Canadian Overseas Petroleum Ltd | 99.99% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 27.35 |
Beta (5Y) | 1.102 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.67% |
Historical Sharpe Ratio (5Y) | 0.4525 |
Historical Sortino (5Y) | 1.245 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.64% |