Lucara Diamond Corp (LUC.TO)
0.37
0.00 (0.00%)
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Apr 04, 16:00
Lucara Diamond Max Drawdown (5Y): 88.35% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Spark Energy Minerals Inc | 98.96% |
| Renforth Resources Inc | 91.30% |
| Giant Mining Corp | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.22 |
| Beta (5Y) | 0.9759 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.84% |
| Historical Sharpe Ratio (5Y) | -0.0974 |
| Historical Sortino (5Y) | -0.2374 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.13% |