Lundin Mining Corp (LUN.TO)
16.48
+0.25
(+1.54%)
CAD |
TSX |
Apr 29, 16:00
Lundin Mining Max Drawdown (5Y): 57.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.65% |
| February 29, 2024 | 57.65% |
| January 31, 2024 | 57.65% |
| December 31, 2023 | 57.65% |
| November 30, 2023 | 57.65% |
| October 31, 2023 | 57.65% |
| September 30, 2023 | 57.65% |
| August 31, 2023 | 57.65% |
| July 31, 2023 | 57.65% |
| June 30, 2023 | 57.65% |
| May 31, 2023 | 57.65% |
| April 30, 2023 | 57.65% |
| March 31, 2023 | 57.65% |
| February 28, 2023 | 57.65% |
| January 31, 2023 | 57.65% |
| December 31, 2022 | 57.65% |
| November 30, 2022 | 57.65% |
| October 31, 2022 | 57.65% |
| September 30, 2022 | 57.65% |
| August 31, 2022 | 56.60% |
| July 31, 2022 | 56.60% |
| June 30, 2022 | 56.60% |
| May 31, 2022 | 56.60% |
| April 30, 2022 | 56.60% |
| March 31, 2022 | 56.60% |
| Date | Value |
|---|---|
| February 28, 2022 | 56.60% |
| January 31, 2022 | 56.60% |
| December 31, 2021 | 56.60% |
| November 30, 2021 | 56.60% |
| October 31, 2021 | 56.60% |
| September 30, 2021 | 56.60% |
| August 31, 2021 | 56.60% |
| July 31, 2021 | 56.60% |
| June 30, 2021 | 56.60% |
| May 31, 2021 | 56.60% |
| April 30, 2021 | 56.60% |
| March 31, 2021 | 56.60% |
| February 28, 2021 | 56.60% |
| January 31, 2021 | 56.60% |
| December 31, 2020 | 56.60% |
| November 30, 2020 | 67.39% |
| October 31, 2020 | 67.39% |
| September 30, 2020 | 67.39% |
| August 31, 2020 | 67.39% |
| July 31, 2020 | 67.39% |
| June 30, 2020 | 67.39% |
| May 31, 2020 | 67.39% |
| April 30, 2020 | 67.39% |
| March 31, 2020 | 67.39% |
| February 29, 2020 | 67.39% |
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
56.60%
Minimum
Dec 2020
67.39%
Maximum
Apr 2019
60.53%
Average
57.65%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| First Quantum Minerals Ltd | 78.27% |
| Capstone Copper Corp | 81.60% |
| Hudbay Minerals Inc | 84.00% |
| Imperial Metals Corp | 89.96% |
| NGEx Minerals Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.575 |
| Beta (5Y) | 1.898 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.77% |
| Historical Sharpe Ratio (5Y) | 0.4436 |
| Historical Sortino (5Y) | 0.7939 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.15% |