Integra Resources Corp (ITRG)
0.77
+0.01
(+1.28%)
USD |
NYAM |
May 06, 16:00
0.77
0.00 (0.00%)
After-Hours: 20:00
Integra Resources Max Drawdown (5Y): 93.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.85% |
| March 31, 2024 | 93.85% |
| February 29, 2024 | 93.85% |
| January 31, 2024 | 93.85% |
| December 31, 2023 | 93.85% |
| November 30, 2023 | 93.85% |
| October 31, 2023 | 93.60% |
| September 30, 2023 | 92.87% |
| August 31, 2023 | 92.52% |
| July 31, 2023 | 92.04% |
| June 30, 2023 | 91.75% |
| May 31, 2023 | 90.04% |
| April 30, 2023 | 89.42% |
| March 31, 2023 | 89.42% |
| February 28, 2023 | 89.11% |
| January 31, 2023 | 89.11% |
| December 31, 2022 | 89.11% |
| November 30, 2022 | 89.11% |
| October 31, 2022 | 94.96% |
| September 30, 2022 | 94.96% |
| August 31, 2022 | 94.96% |
| July 31, 2022 | 94.96% |
| June 30, 2022 | 94.96% |
| May 31, 2022 | 94.96% |
| April 30, 2022 | 94.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.96% |
| February 28, 2022 | 94.96% |
| January 31, 2022 | 94.96% |
| December 31, 2021 | 94.96% |
| November 30, 2021 | 94.96% |
| October 31, 2021 | 94.96% |
| September 30, 2021 | 94.96% |
| August 31, 2021 | 94.96% |
| July 31, 2021 | 94.96% |
| June 30, 2021 | 94.96% |
| May 31, 2021 | 94.96% |
| April 30, 2021 | 94.96% |
| March 31, 2021 | 94.96% |
| February 28, 2021 | 94.96% |
| January 31, 2021 | 94.96% |
| December 31, 2020 | 94.96% |
| November 30, 2020 | 94.96% |
| October 31, 2020 | 94.96% |
| September 30, 2020 | 94.96% |
| August 31, 2020 | 94.96% |
| July 31, 2020 | 94.96% |
| June 30, 2020 | 94.96% |
| May 31, 2020 | 94.96% |
| April 30, 2020 | 94.96% |
| March 31, 2020 | 94.96% |
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
89.11%
Minimum
Nov 2022
94.96%
Maximum
May 2019
94.00%
Average
94.96%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.51 |
| Beta (5Y) | 1.188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.18% |
| Historical Sharpe Ratio (5Y) | -0.4593 |
| Historical Sortino (5Y) | -0.8714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.33% |