Lion One Metals Ltd (LOMLF)
0.3398
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Lion One Metals Max Drawdown (5Y): 84.86% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 84.86% |
| April 30, 2024 | 84.86% |
| March 31, 2024 | 84.86% |
| February 29, 2024 | 82.16% |
| January 31, 2024 | 75.29% |
| December 31, 2023 | 75.29% |
| November 30, 2023 | 75.29% |
| October 31, 2023 | 75.29% |
| September 30, 2023 | 75.29% |
| August 31, 2023 | 75.29% |
| July 31, 2023 | 75.29% |
| June 30, 2023 | 75.29% |
| May 31, 2023 | 75.29% |
| April 30, 2023 | 75.29% |
| March 31, 2023 | 75.29% |
| February 28, 2023 | 75.29% |
| January 31, 2023 | 75.29% |
| December 31, 2022 | 75.29% |
| November 30, 2022 | 75.29% |
| October 31, 2022 | 75.29% |
| September 30, 2022 | 74.38% |
| August 31, 2022 | 69.83% |
| July 31, 2022 | 69.83% |
| June 30, 2022 | 69.83% |
| May 31, 2022 | 69.83% |
| Date | Value |
|---|---|
| April 30, 2022 | 69.83% |
| March 31, 2022 | 69.83% |
| February 28, 2022 | 69.83% |
| January 31, 2022 | 69.83% |
| December 31, 2021 | 69.83% |
| November 30, 2021 | 69.83% |
| October 31, 2021 | 69.83% |
| September 30, 2021 | 69.83% |
| August 31, 2021 | 69.83% |
| July 31, 2021 | 69.83% |
| June 30, 2021 | 69.83% |
| May 31, 2021 | 69.83% |
| April 30, 2021 | 69.83% |
| March 31, 2021 | 72.01% |
| February 28, 2021 | 72.67% |
| January 31, 2021 | 83.40% |
| December 31, 2020 | 83.40% |
| November 30, 2020 | 84.00% |
| October 31, 2020 | 88.21% |
| September 30, 2020 | 88.32% |
| August 31, 2020 | 88.32% |
| July 31, 2020 | 88.52% |
| June 30, 2020 | 90.64% |
| May 31, 2020 | 90.64% |
| April 30, 2020 | 90.64% |
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
69.83%
Minimum
Apr 2021
94.23%
Maximum
Jun 2019
79.25%
Average
75.29%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 88.40% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.42 |
| Beta (5Y) | 0.7108 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.22% |
| Historical Sharpe Ratio (5Y) | -0.1292 |
| Historical Sortino (5Y) | -0.219 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.16% |