Labrador Iron Ore Royalty Corp (LIF.TO)
29.19
+0.26
(+0.90%)
CAD |
TSX |
Jan 02, 11:47
Labrador Iron Ore Royalty Max Drawdown (5Y): 57.80% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Black Iron Inc | 94.44% |
| Rockex Mining Corp | 97.00% |
| Oceanic Iron Ore Corp | 84.13% |
| M3 Metals Corp | 99.17% |
| Ares Strategic Mining Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.870 |
| Beta (5Y) | 0.9602 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.47% |
| Historical Sharpe Ratio (5Y) | 0.3426 |
| Historical Sortino (5Y) | 0.5446 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |