Juggernaut Exploration Ltd (JUGR.V)
0.105
+0.01
(+10.53%)
CAD |
TSXV |
Apr 30, 16:00
Juggernaut Exploration Max Drawdown (5Y): 99.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.04% |
| March 31, 2024 | 99.04% |
| February 29, 2024 | 99.04% |
| January 31, 2024 | 99.04% |
| December 31, 2023 | 99.04% |
| November 30, 2023 | 99.04% |
| October 31, 2023 | 99.04% |
| September 30, 2023 | 99.04% |
| August 31, 2023 | 99.04% |
| July 31, 2023 | 99.04% |
| June 30, 2023 | 99.04% |
| May 31, 2023 | 99.04% |
| April 30, 2023 | 99.04% |
| March 31, 2023 | 99.04% |
| February 28, 2023 | 99.04% |
| January 31, 2023 | 99.04% |
| December 31, 2022 | 99.04% |
| November 30, 2022 | 98.68% |
| October 31, 2022 | 98.51% |
| September 30, 2022 | 98.39% |
| August 31, 2022 | 98.39% |
| July 31, 2022 | 98.39% |
| June 30, 2022 | 98.39% |
| May 31, 2022 | 98.31% |
| April 30, 2022 | 98.31% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.31% |
| February 28, 2022 | 98.31% |
| January 31, 2022 | 98.31% |
| December 31, 2021 | 98.31% |
| November 30, 2021 | 98.31% |
| October 31, 2021 | 98.31% |
| September 30, 2021 | 98.31% |
| August 31, 2021 | 98.31% |
| July 31, 2021 | 98.31% |
| June 30, 2021 | 98.31% |
| May 31, 2021 | 98.31% |
| April 30, 2021 | 98.31% |
| March 31, 2021 | 98.31% |
| February 28, 2021 | 98.31% |
| January 31, 2021 | 98.31% |
| December 31, 2020 | 98.31% |
| November 30, 2020 | 98.39% |
| October 31, 2020 | 98.70% |
| September 30, 2020 | 98.70% |
| August 31, 2020 | 98.70% |
| July 31, 2020 | 98.70% |
| June 30, 2020 | 98.70% |
| May 31, 2020 | 98.70% |
| April 30, 2020 | 98.70% |
| March 31, 2020 | 98.70% |
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
98.31%
Minimum
Dec 2020
99.04%
Maximum
Dec 2022
98.65%
Average
98.70%
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) | -41.13 |
| Beta (5Y) | 0.8187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.83% |
| Historical Sharpe Ratio (5Y) | -0.3858 |
| Historical Sortino (5Y) | -0.7445 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.62% |