MegaWatt Lithium and Battery Metals Corp (MEGA.CX)
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CNSX |
Dec 20, 16:00
MegaWatt Lithium and Battery Metals Max Drawdown (5Y): 99.91% for Nov. 30, 2024
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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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| AAPKI Ventures Inc | 99.92% |
| Nexco Resources Inc | -- |
| Armory Mining Corp | 99.67% |
| Great Republic Mining Corp | -- |
| Tana Resources Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.11 |
| Beta (5Y) | 1.177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 283.8% |
| Historical Sharpe Ratio (5Y) | -0.2206 |
| Historical Sortino (5Y) | -1.118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.50% |