Monarca Minerals Inc (MMN.V)
0.005
0.00 (0.00%)
CAD |
TSXV |
Nov 13, 16:00
Monarca Minerals Max Drawdown (5Y): 97.78% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 97.78% |
August 31, 2024 | 97.78% |
July 31, 2024 | 97.78% |
June 30, 2024 | 97.78% |
May 31, 2024 | 97.78% |
April 30, 2024 | 97.78% |
March 31, 2024 | 97.78% |
February 29, 2024 | 97.78% |
January 31, 2024 | 97.78% |
December 31, 2023 | 97.78% |
November 30, 2023 | 97.78% |
October 31, 2023 | 97.78% |
September 30, 2023 | 96.25% |
August 31, 2023 | 96.25% |
July 31, 2023 | 96.25% |
June 30, 2023 | 96.25% |
May 31, 2023 | 96.25% |
April 30, 2023 | 96.25% |
March 31, 2023 | 96.25% |
February 28, 2023 | 96.25% |
January 31, 2023 | 96.25% |
December 31, 2022 | 96.25% |
November 30, 2022 | 96.25% |
October 31, 2022 | 96.25% |
September 30, 2022 | 96.25% |
Date | Value |
---|---|
August 31, 2022 | 96.25% |
July 31, 2022 | 96.25% |
June 30, 2022 | 96.25% |
May 31, 2022 | 96.25% |
April 30, 2022 | 96.25% |
March 31, 2022 | 96.25% |
February 28, 2022 | 96.25% |
January 31, 2022 | 96.25% |
December 31, 2021 | 96.25% |
November 30, 2021 | 96.25% |
October 31, 2021 | 96.25% |
September 30, 2021 | 96.25% |
August 31, 2021 | 96.25% |
July 31, 2021 | 96.25% |
June 30, 2021 | 96.25% |
May 31, 2021 | 96.25% |
April 30, 2021 | 96.25% |
March 31, 2021 | 96.25% |
February 28, 2021 | 96.25% |
January 31, 2021 | 96.25% |
December 31, 2020 | 96.25% |
November 30, 2020 | 96.25% |
October 31, 2020 | 96.25% |
September 30, 2020 | 96.25% |
August 31, 2020 | 96.25% |
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
96.25%
Minimum
Nov 2019
97.78%
Maximum
Oct 2023
96.56%
Average
96.25%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -47.24 |
Beta (5Y) | 0.4435 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 133.8% |
Historical Sharpe Ratio (5Y) | -0.3237 |
Historical Sortino (5Y) | -0.7646 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |