Labrador Iron Ore Royalty Corp (LIF.TO)
30.04
+0.15
(+0.50%)
CAD |
TSX |
Apr 24, 16:00
Labrador Iron Ore Royalty Max Drawdown (5Y): 57.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.80% |
| February 29, 2024 | 57.80% |
| January 31, 2024 | 57.80% |
| December 31, 2023 | 57.80% |
| November 30, 2023 | 57.80% |
| October 31, 2023 | 57.80% |
| September 30, 2023 | 57.80% |
| August 31, 2023 | 57.80% |
| July 31, 2023 | 57.80% |
| June 30, 2023 | 57.80% |
| May 31, 2023 | 57.80% |
| April 30, 2023 | 57.80% |
| March 31, 2023 | 57.80% |
| February 28, 2023 | 57.80% |
| January 31, 2023 | 57.80% |
| December 31, 2022 | 57.80% |
| November 30, 2022 | 57.80% |
| October 31, 2022 | 57.80% |
| September 30, 2022 | 57.80% |
| August 31, 2022 | 57.80% |
| July 31, 2022 | 57.80% |
| June 30, 2022 | 57.80% |
| May 31, 2022 | 57.80% |
| April 30, 2022 | 57.80% |
| March 31, 2022 | 57.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 57.80% |
| January 31, 2022 | 57.80% |
| December 31, 2021 | 57.80% |
| November 30, 2021 | 57.80% |
| October 31, 2021 | 57.80% |
| September 30, 2021 | 57.80% |
| August 31, 2021 | 57.80% |
| July 31, 2021 | 57.80% |
| June 30, 2021 | 57.80% |
| May 31, 2021 | 57.80% |
| April 30, 2021 | 57.80% |
| March 31, 2021 | 59.57% |
| February 28, 2021 | 60.30% |
| January 31, 2021 | 60.30% |
| December 31, 2020 | 61.39% |
| November 30, 2020 | 70.10% |
| October 31, 2020 | 75.70% |
| September 30, 2020 | 75.70% |
| August 31, 2020 | 75.70% |
| July 31, 2020 | 75.70% |
| June 30, 2020 | 75.70% |
| May 31, 2020 | 75.70% |
| April 30, 2020 | 75.70% |
| March 31, 2020 | 75.70% |
| February 29, 2020 | 75.70% |
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
57.80%
Minimum
Apr 2021
75.70%
Maximum
Apr 2019
63.84%
Average
57.80%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Rockex Mining Corp | 97.00% |
| Black Iron Inc | 93.06% |
| Oceanic Iron Ore Corp | 88.41% |
| M3 Metals Corp | 99.17% |
| Ares Strategic Mining Inc | 95.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3765 |
| Beta (5Y) | 1.088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.90% |
| Historical Sharpe Ratio (5Y) | 0.2432 |
| Historical Sortino (5Y) | 0.3983 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |