Lion One Metals Ltd (LIO.V)
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Nov 12, 16:00
Lion One Metals Max Drawdown (5Y): 88.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 88.59% |
| August 31, 2024 | 87.97% |
| July 31, 2024 | 87.55% |
| June 30, 2024 | 84.23% |
| May 31, 2024 | 84.23% |
| April 30, 2024 | 84.23% |
| March 31, 2024 | 84.23% |
| February 29, 2024 | 81.74% |
| January 31, 2024 | 74.27% |
| December 31, 2023 | 74.27% |
| November 30, 2023 | 74.27% |
| October 31, 2023 | 74.27% |
| September 30, 2023 | 74.27% |
| August 31, 2023 | 74.27% |
| July 31, 2023 | 74.27% |
| June 30, 2023 | 74.27% |
| May 31, 2023 | 74.27% |
| April 30, 2023 | 74.27% |
| March 31, 2023 | 74.27% |
| February 28, 2023 | 74.27% |
| January 31, 2023 | 74.27% |
| December 31, 2022 | 74.27% |
| November 30, 2022 | 74.27% |
| October 31, 2022 | 74.27% |
| September 30, 2022 | 73.03% |
| Date | Value |
|---|---|
| August 31, 2022 | 68.26% |
| July 31, 2022 | 68.26% |
| June 30, 2022 | 68.26% |
| May 31, 2022 | 68.26% |
| April 30, 2022 | 68.26% |
| March 31, 2022 | 68.26% |
| February 28, 2022 | 68.26% |
| January 31, 2022 | 68.26% |
| December 31, 2021 | 68.26% |
| November 30, 2021 | 68.26% |
| October 31, 2021 | 68.26% |
| September 30, 2021 | 68.26% |
| August 31, 2021 | 68.26% |
| July 31, 2021 | 68.26% |
| June 30, 2021 | 68.26% |
| May 31, 2021 | 68.26% |
| April 30, 2021 | 68.26% |
| March 31, 2021 | 68.26% |
| February 28, 2021 | 68.26% |
| January 31, 2021 | 75.62% |
| December 31, 2020 | 77.19% |
| November 30, 2020 | 80.45% |
| October 31, 2020 | 83.25% |
| September 30, 2020 | 84.00% |
| August 31, 2020 | 84.00% |
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
68.26%
Minimum
Feb 2021
91.50%
Maximum
Nov 2019
76.61%
Average
74.27%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Inca One Gold Corp | 99.08% |
| CopAur Minerals Inc | 99.17% |
| Aurion Resources Ltd | 86.03% |
| Nickel North Exploration Corp | 92.86% |
| Bee Vectoring Technologies International Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.77 |
| Beta (5Y) | 0.3472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.47% |
| Historical Sharpe Ratio (5Y) | -0.3056 |
| Historical Sortino (5Y) | -0.5015 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.25% |