Labrador Iron Ore Royalty Corp (LIFZF)
22.24
+0.61
(+2.81%)
USD |
OTCM |
May 31, 16:00
Labrador Iron Ore Royalty Max Drawdown (5Y): 61.25% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 61.25% |
| April 30, 2024 | 61.25% |
| March 31, 2024 | 61.25% |
| February 29, 2024 | 61.25% |
| January 31, 2024 | 61.25% |
| December 31, 2023 | 61.25% |
| November 30, 2023 | 61.25% |
| October 31, 2023 | 61.25% |
| September 30, 2023 | 61.25% |
| August 31, 2023 | 61.25% |
| July 31, 2023 | 61.25% |
| June 30, 2023 | 61.25% |
| May 31, 2023 | 61.25% |
| April 30, 2023 | 61.25% |
| March 31, 2023 | 61.25% |
| February 28, 2023 | 61.25% |
| January 31, 2023 | 61.25% |
| December 31, 2022 | 61.25% |
| November 30, 2022 | 61.25% |
| October 31, 2022 | 61.25% |
| September 30, 2022 | 61.25% |
| August 31, 2022 | 61.25% |
| July 31, 2022 | 61.25% |
| June 30, 2022 | 61.25% |
| May 31, 2022 | 61.25% |
| Date | Value |
|---|---|
| April 30, 2022 | 61.25% |
| March 31, 2022 | 61.25% |
| February 28, 2022 | 61.25% |
| January 31, 2022 | 61.25% |
| December 31, 2021 | 61.25% |
| November 30, 2021 | 61.25% |
| October 31, 2021 | 61.25% |
| September 30, 2021 | 61.25% |
| August 31, 2021 | 62.97% |
| July 31, 2021 | 65.53% |
| June 30, 2021 | 66.50% |
| May 31, 2021 | 66.50% |
| April 30, 2021 | 66.50% |
| March 31, 2021 | 70.12% |
| February 28, 2021 | 71.31% |
| January 31, 2021 | 71.50% |
| December 31, 2020 | 74.41% |
| November 30, 2020 | 80.65% |
| October 31, 2020 | 84.80% |
| September 30, 2020 | 84.80% |
| August 31, 2020 | 84.80% |
| July 31, 2020 | 84.80% |
| June 30, 2020 | 84.80% |
| May 31, 2020 | 84.80% |
| April 30, 2020 | 84.80% |
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
61.25%
Minimum
Sep 2021
84.80%
Maximum
Jun 2019
69.31%
Average
61.25%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Labrador Iron Mines Holdings Ltd | 99.98% |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.859 |
| Beta (5Y) | 1.071 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.38% |
| Historical Sharpe Ratio (5Y) | 0.2082 |
| Historical Sortino (5Y) | 0.3428 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.11% |