Macarthur Minerals Ltd (MMS.V)
0.07
0.00 (0.00%)
CAD |
TSXV |
May 03, 16:00
Macarthur Minerals Max Drawdown (5Y): 90.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.15% |
March 31, 2024 | 89.84% |
February 29, 2024 | 89.84% |
January 31, 2024 | 89.84% |
December 31, 2023 | 89.84% |
November 30, 2023 | 89.84% |
October 31, 2023 | 90.57% |
September 30, 2023 | 92.59% |
August 31, 2023 | 93.75% |
July 31, 2023 | 93.75% |
June 30, 2023 | 93.75% |
May 31, 2023 | 93.75% |
April 30, 2023 | 93.75% |
March 31, 2023 | 93.75% |
February 28, 2023 | 93.75% |
January 31, 2023 | 93.75% |
December 31, 2022 | 93.75% |
November 30, 2022 | 93.75% |
October 31, 2022 | 93.75% |
September 30, 2022 | 93.75% |
August 31, 2022 | 93.75% |
July 31, 2022 | 93.75% |
June 30, 2022 | 93.75% |
May 31, 2022 | 93.75% |
April 30, 2022 | 93.75% |
Date | Value |
---|---|
March 31, 2022 | 93.75% |
February 28, 2022 | 93.75% |
January 31, 2022 | 93.75% |
December 31, 2021 | 93.75% |
November 30, 2021 | 93.75% |
October 31, 2021 | 93.75% |
September 30, 2021 | 95.90% |
August 31, 2021 | 96.31% |
July 31, 2021 | 96.31% |
June 30, 2021 | 96.31% |
May 31, 2021 | 96.31% |
April 30, 2021 | 96.50% |
March 31, 2021 | 96.50% |
February 28, 2021 | 97.04% |
January 31, 2021 | 98.73% |
December 31, 2020 | 99.29% |
November 30, 2020 | 99.54% |
October 31, 2020 | 99.57% |
September 30, 2020 | 99.63% |
August 31, 2020 | 99.63% |
July 31, 2020 | 99.63% |
June 30, 2020 | 99.63% |
May 31, 2020 | 99.63% |
April 30, 2020 | 99.63% |
March 31, 2020 | 99.63% |
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
89.84%
Minimum
Nov 2023
99.75%
Maximum
May 2019
95.70%
Average
93.75%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
OceanaGold Corp | 77.77% |
Perseus Mining Ltd | 48.21% |
RTG Mining Inc | 95.33% |
Champion Iron Ltd | 62.30% |
Xanadu Mines Ltd | 94.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -43.72 |
Beta (5Y) | 1.972 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.4% |
Historical Sharpe Ratio (5Y) | -0.2714 |
Historical Sortino (5Y) | -0.7394 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.58% |