Largo Inc (LGO.TO)
2.05
-0.03
(-1.44%)
CAD |
TSX |
Apr 25, 15:59
Largo Max Drawdown (5Y): 91.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.04% |
| February 29, 2024 | 91.04% |
| January 31, 2024 | 91.04% |
| December 31, 2023 | 91.04% |
| November 30, 2023 | 91.04% |
| October 31, 2023 | 90.46% |
| September 30, 2023 | 90.46% |
| August 31, 2023 | 90.39% |
| July 31, 2023 | 88.93% |
| June 30, 2023 | 88.93% |
| May 31, 2023 | 88.93% |
| April 30, 2023 | 86.59% |
| March 31, 2023 | 86.52% |
| February 28, 2023 | 86.52% |
| January 31, 2023 | 86.52% |
| December 31, 2022 | 86.52% |
| November 30, 2022 | 86.52% |
| October 31, 2022 | 86.52% |
| September 30, 2022 | 86.52% |
| August 31, 2022 | 86.52% |
| July 31, 2022 | 86.52% |
| June 30, 2022 | 86.52% |
| May 31, 2022 | 86.52% |
| April 30, 2022 | 90.14% |
| March 31, 2022 | 90.14% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.14% |
| January 31, 2022 | 90.14% |
| December 31, 2021 | 90.14% |
| November 30, 2021 | 90.14% |
| October 31, 2021 | 90.14% |
| September 30, 2021 | 90.14% |
| August 31, 2021 | 90.14% |
| July 31, 2021 | 90.14% |
| June 30, 2021 | 90.14% |
| May 31, 2021 | 90.14% |
| April 30, 2021 | 90.14% |
| March 31, 2021 | 90.14% |
| February 28, 2021 | 90.14% |
| January 31, 2021 | 93.41% |
| December 31, 2020 | 93.89% |
| November 30, 2020 | 97.42% |
| October 31, 2020 | 97.42% |
| September 30, 2020 | 97.42% |
| August 31, 2020 | 97.42% |
| July 31, 2020 | 97.42% |
| June 30, 2020 | 97.42% |
| May 31, 2020 | 97.42% |
| April 30, 2020 | 97.42% |
| March 31, 2020 | 97.42% |
| February 29, 2020 | 97.42% |
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
86.52%
Minimum
May 2022
97.42%
Maximum
Apr 2019
91.99%
Average
90.27%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.26 |
| Beta (5Y) | 1.917 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.98% |
| Historical Sharpe Ratio (5Y) | -0.6274 |
| Historical Sortino (5Y) | -1.289 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.43% |