Jaguar Mining Inc (JAG.TO)
2.89
-0.15
(-4.93%)
CAD |
TSX |
Apr 30, 12:38
Jaguar Mining Max Drawdown (5Y): 90.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.74% |
| February 29, 2024 | 90.74% |
| January 31, 2024 | 90.74% |
| December 31, 2023 | 90.74% |
| November 30, 2023 | 90.74% |
| October 31, 2023 | 90.74% |
| September 30, 2023 | 90.74% |
| August 31, 2023 | 96.00% |
| July 31, 2023 | 97.34% |
| June 30, 2023 | 97.57% |
| May 31, 2023 | 98.93% |
| April 30, 2023 | 98.93% |
| March 31, 2023 | 98.93% |
| February 28, 2023 | 98.93% |
| January 31, 2023 | 99.12% |
| December 31, 2022 | 99.15% |
| November 30, 2022 | 99.26% |
| October 31, 2022 | 99.43% |
| September 30, 2022 | 99.49% |
| August 31, 2022 | 99.63% |
| July 31, 2022 | 99.63% |
| June 30, 2022 | 99.70% |
| May 31, 2022 | 99.77% |
| April 30, 2022 | 99.77% |
| March 31, 2022 | 99.77% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.77% |
| January 31, 2022 | 99.77% |
| December 31, 2021 | 99.77% |
| November 30, 2021 | 99.83% |
| October 31, 2021 | 99.89% |
| September 30, 2021 | 99.91% |
| August 31, 2021 | 99.91% |
| July 31, 2021 | 99.91% |
| June 30, 2021 | 99.91% |
| May 31, 2021 | 99.91% |
| April 30, 2021 | 99.92% |
| March 31, 2021 | 99.95% |
| February 28, 2021 | 99.95% |
| January 31, 2021 | 99.95% |
| December 31, 2020 | 99.97% |
| November 30, 2020 | 99.98% |
| October 31, 2020 | 99.98% |
| September 30, 2020 | 99.98% |
| August 31, 2020 | 99.98% |
| July 31, 2020 | 99.98% |
| June 30, 2020 | 99.98% |
| May 31, 2020 | 99.98% |
| April 30, 2020 | 99.98% |
| March 31, 2020 | 99.98% |
| February 29, 2020 | 99.98% |
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
90.74%
Minimum
Sep 2023
99.98%
Maximum
Apr 2019
98.57%
Average
99.90%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.994 |
| Beta (5Y) | 1.488 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.48% |
| Historical Sharpe Ratio (5Y) | 0.1648 |
| Historical Sortino (5Y) | 0.505 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.51% |