Lake Resources NL (LLKKF)
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OTCM |
May 17, 16:00
Lake Resources Max Drawdown (5Y): 98.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.30% |
| March 31, 2024 | 97.77% |
| February 29, 2024 | 97.15% |
| January 31, 2024 | 96.84% |
| December 31, 2023 | 96.13% |
| November 30, 2023 | 95.57% |
| October 31, 2023 | 94.84% |
| September 30, 2023 | 94.56% |
| August 31, 2023 | 94.44% |
| July 31, 2023 | 92.46% |
| June 30, 2023 | 90.08% |
| May 31, 2023 | 89.47% |
| April 30, 2023 | 89.47% |
| March 31, 2023 | 89.47% |
| February 28, 2023 | 89.47% |
| January 31, 2023 | 89.47% |
| December 31, 2022 | 89.47% |
| November 30, 2022 | 89.47% |
| October 31, 2022 | 89.47% |
| September 30, 2022 | 89.47% |
| August 31, 2022 | 89.47% |
| July 31, 2022 | 89.47% |
| June 30, 2022 | 89.47% |
| May 31, 2022 | 89.47% |
| April 30, 2022 | 89.47% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.47% |
| February 28, 2022 | 89.47% |
| January 31, 2022 | 89.47% |
| December 31, 2021 | 89.47% |
| November 30, 2021 | 89.47% |
| October 31, 2021 | 89.47% |
| September 30, 2021 | 89.47% |
| August 31, 2021 | 89.47% |
| July 31, 2021 | 89.47% |
| June 30, 2021 | 89.47% |
| May 31, 2021 | 89.47% |
| April 30, 2021 | 89.47% |
| March 31, 2021 | 89.47% |
| February 28, 2021 | 89.47% |
| January 31, 2021 | 89.47% |
| December 31, 2020 | 89.47% |
| November 30, 2020 | 89.47% |
| October 31, 2020 | 89.47% |
| September 30, 2020 | 89.47% |
| August 31, 2020 | 89.47% |
| July 31, 2020 | 89.47% |
| June 30, 2020 | 89.47% |
| May 31, 2020 | 89.47% |
| April 30, 2020 | 87.89% |
| March 31, 2020 | 82.22% |
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
38.89%
Minimum
May 2019
98.30%
Maximum
Apr 2024
85.11%
Average
89.47%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| BHP Group Ltd | 43.85% |
| Danakali Ltd | 82.42% |
| Fertoz Ltd | 75.00% |
| Harvest Minerals Ltd | -- |
| Nufarm Ltd | 60.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.76 |
| Beta (5Y) | -2.866 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 197.4% |
| Historical Sharpe Ratio (5Y) | -0.0465 |
| Historical Sortino (5Y) | -0.1584 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.16% |