Major Drilling Group International Inc (MJDLF)
7.41
-0.12
(-1.59%)
USD |
OTCM |
May 20, 11:06
Major Drilling Group International Max Drawdown (5Y): 75.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.74% |
March 31, 2024 | 75.74% |
February 29, 2024 | 75.74% |
January 31, 2024 | 75.74% |
December 31, 2023 | 75.74% |
November 30, 2023 | 75.74% |
October 31, 2023 | 75.74% |
September 30, 2023 | 75.74% |
August 31, 2023 | 75.74% |
July 31, 2023 | 75.74% |
June 30, 2023 | 75.74% |
May 31, 2023 | 75.74% |
April 30, 2023 | 75.74% |
March 31, 2023 | 75.74% |
February 28, 2023 | 75.74% |
January 31, 2023 | 75.74% |
December 31, 2022 | 75.74% |
November 30, 2022 | 75.74% |
October 31, 2022 | 75.74% |
September 30, 2022 | 75.74% |
August 31, 2022 | 75.74% |
July 31, 2022 | 75.74% |
June 30, 2022 | 75.74% |
May 31, 2022 | 75.74% |
April 30, 2022 | 75.74% |
Date | Value |
---|---|
March 31, 2022 | 75.74% |
February 28, 2022 | 75.74% |
January 31, 2022 | 75.74% |
December 31, 2021 | 75.74% |
November 30, 2021 | 75.74% |
October 31, 2021 | 75.74% |
September 30, 2021 | 75.74% |
August 31, 2021 | 75.74% |
July 31, 2021 | 75.74% |
June 30, 2021 | 75.74% |
May 31, 2021 | 75.74% |
April 30, 2021 | 75.74% |
March 31, 2021 | 75.74% |
February 28, 2021 | 75.74% |
January 31, 2021 | 75.74% |
December 31, 2020 | 75.74% |
November 30, 2020 | 79.92% |
October 31, 2020 | 85.15% |
September 30, 2020 | 85.15% |
August 31, 2020 | 85.15% |
July 31, 2020 | 85.15% |
June 30, 2020 | 85.15% |
May 31, 2020 | 85.15% |
April 30, 2020 | 85.15% |
March 31, 2020 | 85.15% |
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
75.74%
Minimum
Dec 2020
85.15%
Maximum
May 2019
78.63%
Average
75.74%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Snow Lake Resources Ltd | -- |
US Goldmining Inc | -- |
Loop Industries Inc | 89.43% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.357 |
Beta (5Y) | 1.267 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.29% |
Historical Sharpe Ratio (5Y) | 0.2701 |
Historical Sortino (5Y) | 0.4798 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.28% |