Integra Resources Corp (ITR.V)
1.04
+0.01
(+0.97%)
CAD |
TSXV |
May 03, 16:00
Integra Resources Max Drawdown (5Y): 93.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.40% |
| March 31, 2024 | 93.40% |
| February 29, 2024 | 93.40% |
| January 31, 2024 | 93.40% |
| December 31, 2023 | 93.40% |
| November 30, 2023 | 93.40% |
| October 31, 2023 | 92.98% |
| September 30, 2023 | 92.48% |
| August 31, 2023 | 91.84% |
| July 31, 2023 | 91.56% |
| June 30, 2023 | 91.42% |
| May 31, 2023 | 89.01% |
| April 30, 2023 | 88.65% |
| March 31, 2023 | 88.65% |
| February 28, 2023 | 88.12% |
| January 31, 2023 | 88.12% |
| December 31, 2022 | 88.12% |
| November 30, 2022 | 88.12% |
| October 31, 2022 | 88.12% |
| September 30, 2022 | 88.12% |
| August 31, 2022 | 86.70% |
| July 31, 2022 | 85.46% |
| June 30, 2022 | 79.79% |
| May 31, 2022 | 79.79% |
| April 30, 2022 | 75.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.97% |
| February 28, 2022 | 67.73% |
| January 31, 2022 | 59.22% |
| December 31, 2021 | 56.12% |
| November 30, 2021 | 56.12% |
| October 31, 2021 | 56.12% |
| September 30, 2021 | 56.12% |
| August 31, 2021 | 56.12% |
| July 31, 2021 | 56.12% |
| June 30, 2021 | 56.12% |
| May 31, 2021 | 56.12% |
| April 30, 2021 | 56.12% |
| March 31, 2021 | 56.12% |
| February 28, 2021 | 56.12% |
| January 31, 2021 | 56.12% |
| December 31, 2020 | 56.12% |
| November 30, 2020 | 56.12% |
| October 31, 2020 | 56.12% |
| September 30, 2020 | 56.12% |
| August 31, 2020 | 56.12% |
| July 31, 2020 | 56.12% |
| June 30, 2020 | 56.12% |
| May 31, 2020 | 56.12% |
| April 30, 2020 | 56.12% |
| March 31, 2020 | 56.12% |
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
56.12%
Minimum
May 2019
93.40%
Maximum
Nov 2023
70.24%
Average
56.12%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.46 |
| Beta (5Y) | 1.339 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.54% |
| Historical Sharpe Ratio (5Y) | -0.4792 |
| Historical Sortino (5Y) | -0.9133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.91% |