Frontier Lithium Inc (LITOF)
0.625
+0.02
(+2.46%)
USD |
OTCM |
May 17, 16:00
Frontier Lithium Max Drawdown (5Y): 89.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.80% |
| March 31, 2024 | 89.80% |
| February 29, 2024 | 89.80% |
| January 31, 2024 | 84.49% |
| December 31, 2023 | 84.49% |
| November 30, 2023 | 84.49% |
| October 31, 2023 | 84.49% |
| September 30, 2023 | 84.49% |
| August 31, 2023 | 84.49% |
| July 31, 2023 | 84.49% |
| June 30, 2023 | 84.49% |
| May 31, 2023 | 84.49% |
| April 30, 2023 | 84.49% |
| March 31, 2023 | 84.49% |
| February 28, 2023 | 84.49% |
| January 31, 2023 | 84.49% |
| December 31, 2022 | 84.49% |
| November 30, 2022 | 84.49% |
| October 31, 2022 | 84.49% |
| September 30, 2022 | 84.49% |
| August 31, 2022 | 84.49% |
| July 31, 2022 | 84.49% |
| June 30, 2022 | 84.49% |
| May 31, 2022 | 84.49% |
| April 30, 2022 | 84.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.49% |
| February 28, 2022 | 84.49% |
| January 31, 2022 | 84.49% |
| December 31, 2021 | 84.49% |
| November 30, 2021 | 84.49% |
| October 31, 2021 | 84.49% |
| September 30, 2021 | 84.49% |
| August 31, 2021 | 84.49% |
| July 31, 2021 | 84.49% |
| June 30, 2021 | 84.49% |
| May 31, 2021 | 84.49% |
| April 30, 2021 | 84.49% |
| March 31, 2021 | 84.49% |
| February 28, 2021 | 84.49% |
| January 31, 2021 | 84.49% |
| December 31, 2020 | 84.49% |
| November 30, 2020 | 84.49% |
| October 31, 2020 | 84.49% |
| September 30, 2020 | 84.49% |
| August 31, 2020 | 84.49% |
| July 31, 2020 | 84.49% |
| June 30, 2020 | 84.49% |
| May 31, 2020 | 84.49% |
| April 30, 2020 | 84.49% |
| March 31, 2020 | 82.75% |
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
66.34%
Minimum
Jul 2019
89.80%
Maximum
Feb 2024
82.87%
Average
84.49%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.743 |
| Beta (5Y) | 0.9472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.10% |
| Historical Sharpe Ratio (5Y) | 0.1938 |
| Historical Sortino (5Y) | 0.4617 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.46% |