International Tower Hill Mines Ltd (ITH.TO)
0.93
+0.06
(+6.90%)
CAD |
TSX |
May 17, 16:00
International Tower Hill Mines Max Drawdown (5Y): 84.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.27% |
March 31, 2024 | 84.27% |
February 29, 2024 | 84.27% |
January 31, 2024 | 84.27% |
December 31, 2023 | 84.27% |
November 30, 2023 | 84.27% |
October 31, 2023 | 84.27% |
September 30, 2023 | 84.27% |
August 31, 2023 | 83.04% |
July 31, 2023 | 82.17% |
June 30, 2023 | 82.17% |
May 31, 2023 | 82.17% |
April 30, 2023 | 82.17% |
March 31, 2023 | 82.17% |
February 28, 2023 | 82.17% |
January 31, 2023 | 82.17% |
December 31, 2022 | 82.17% |
November 30, 2022 | 79.72% |
October 31, 2022 | 79.37% |
September 30, 2022 | 82.65% |
August 31, 2022 | 82.65% |
July 31, 2022 | 82.65% |
June 30, 2022 | 82.65% |
May 31, 2022 | 82.65% |
April 30, 2022 | 82.65% |
Date | Value |
---|---|
March 31, 2022 | 82.65% |
February 28, 2022 | 82.65% |
January 31, 2022 | 82.65% |
December 31, 2021 | 83.51% |
November 30, 2021 | 83.51% |
October 31, 2021 | 83.70% |
September 30, 2021 | 89.33% |
August 31, 2021 | 89.33% |
July 31, 2021 | 89.33% |
June 30, 2021 | 89.33% |
May 31, 2021 | 89.33% |
April 30, 2021 | 89.33% |
March 31, 2021 | 93.30% |
February 28, 2021 | 93.30% |
January 31, 2021 | 95.25% |
December 31, 2020 | 95.49% |
November 30, 2020 | 96.96% |
October 31, 2020 | 97.31% |
September 30, 2020 | 97.31% |
August 31, 2020 | 97.31% |
July 31, 2020 | 97.31% |
June 30, 2020 | 97.31% |
May 31, 2020 | 97.31% |
April 30, 2020 | 97.39% |
March 31, 2020 | 97.39% |
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
79.37%
Minimum
Oct 2022
97.39%
Maximum
May 2019
88.85%
Average
84.27%
Median
Sep 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.460 |
Beta (5Y) | 1.208 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.18% |
Historical Sharpe Ratio (5Y) | 0.0506 |
Historical Sortino (5Y) | 0.147 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.43% |