McChip Resources Inc (MCS.V)
0.71
0.00 (0.00%)
CAD |
TSXV |
May 07, 16:00
McChip Resources Max Drawdown (5Y): 56.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.54% |
March 31, 2024 | 56.54% |
February 29, 2024 | 56.54% |
January 31, 2024 | 56.54% |
December 31, 2023 | 56.54% |
November 30, 2023 | 57.39% |
October 31, 2023 | 57.39% |
September 30, 2023 | 57.39% |
August 31, 2023 | 57.39% |
July 31, 2023 | 63.51% |
June 30, 2023 | 63.51% |
May 31, 2023 | 63.51% |
April 30, 2023 | 65.87% |
March 31, 2023 | 65.87% |
February 28, 2023 | 69.40% |
January 31, 2023 | 69.40% |
December 31, 2022 | 69.99% |
November 30, 2022 | 70.58% |
October 31, 2022 | 70.58% |
September 30, 2022 | 70.58% |
August 31, 2022 | 76.98% |
July 31, 2022 | 78.28% |
June 30, 2022 | 81.31% |
May 31, 2022 | 81.31% |
April 30, 2022 | 81.31% |
Date | Value |
---|---|
March 31, 2022 | 81.31% |
February 28, 2022 | 81.31% |
January 31, 2022 | 81.31% |
December 31, 2021 | 81.31% |
November 30, 2021 | 81.70% |
October 31, 2021 | 81.70% |
September 30, 2021 | 81.70% |
August 31, 2021 | 81.70% |
July 31, 2021 | 81.70% |
June 30, 2021 | 81.70% |
May 31, 2021 | 81.70% |
April 30, 2021 | 81.70% |
March 31, 2021 | 81.70% |
February 28, 2021 | 81.70% |
January 31, 2021 | 83.88% |
December 31, 2020 | 83.88% |
November 30, 2020 | 83.88% |
October 31, 2020 | 83.88% |
September 30, 2020 | 83.88% |
August 31, 2020 | 83.88% |
July 31, 2020 | 83.88% |
June 30, 2020 | 83.88% |
May 31, 2020 | 83.88% |
April 30, 2020 | 83.88% |
March 31, 2020 | 83.88% |
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
56.54%
Minimum
Dec 2023
83.88%
Maximum
May 2019
75.97%
Average
81.70%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
Canadian Overseas Petroleum Ltd | 99.67% |
James Bay Resources Ltd | 91.94% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.742 |
Beta (5Y) | 0.5223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.60% |
Historical Sharpe Ratio (5Y) | 0.0335 |
Historical Sortino (5Y) | 0.0642 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.83% |