Metals X Ltd. (MLXEF)
1.43
-0.02
(-1.38%)
USD |
OTCM |
Oct 02, 16:00
Metals X Max Drawdown (5Y) : 83.55% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 83.55% |
| August 31, 2026 | 83.55% |
| July 31, 2026 | 87.62% |
| June 30, 2026 | 88.95% |
| May 31, 2026 | 88.95% |
| April 30, 2026 | 88.95% |
| March 31, 2026 | 88.95% |
| February 28, 2026 | 89.17% |
| January 31, 2026 | 90.23% |
| December 31, 2025 | 93.78% |
| November 30, 2025 | 95.40% |
| October 31, 2025 | 96.18% |
| September 30, 2025 | 96.53% |
| August 31, 2025 | 96.60% |
| July 31, 2025 | 96.60% |
| June 30, 2025 | 96.60% |
| May 31, 2025 | 96.60% |
| April 30, 2025 | 96.60% |
| March 31, 2025 | 97.38% |
| February 28, 2025 | 97.81% |
| January 31, 2025 | 97.81% |
| December 31, 2024 | 97.81% |
| November 30, 2024 | 97.81% |
| October 31, 2024 | 97.81% |
| September 30, 2024 | 97.81% |
| Date | Value |
|---|---|
| August 31, 2024 | 97.81% |
| July 31, 2024 | 97.81% |
| June 30, 2024 | 97.81% |
| May 31, 2024 | 97.81% |
| April 30, 2024 | 97.81% |
| March 31, 2024 | 97.81% |
| February 29, 2024 | 97.81% |
| January 31, 2024 | 97.81% |
| December 31, 2023 | 97.81% |
| November 30, 2023 | 97.81% |
| October 31, 2023 | 97.81% |
| September 30, 2023 | 97.81% |
| August 31, 2023 | 97.81% |
| July 31, 2023 | 97.81% |
| June 30, 2023 | 97.81% |
| May 31, 2023 | 97.81% |
| April 30, 2023 | 97.81% |
| March 31, 2023 | 97.81% |
| February 28, 2023 | 97.81% |
| January 31, 2023 | 97.81% |
| December 31, 2022 | 97.81% |
| November 30, 2022 | 97.81% |
| October 31, 2022 | 97.81% |
| September 30, 2022 | 97.81% |
| August 31, 2022 | 97.81% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Indiana Resources Ltd. | 93.24% |
| Arafura Rare Earths Ltd. | 85.55% |
| Elementos Ltd. | 96.46% |
| Lynas Rare Earths Ltd. | 58.25% |
| Tasman Resources Ltd. | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 35.61 |
| Beta (5Y) | 0.2912 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.60% |
| Historical Sharpe Ratio (5Y) | 0.6357 |
| Historical Sortino (5Y) | 1.196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |