Mesabi Trust (MSB)
26.54
+0.83
(+3.23%)
USD |
NYSE |
Nov 21, 16:00
26.50
-0.04
(-0.15%)
Pre-Market: 20:00
Mesabi Trust Max Drawdown (5Y): 66.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.42% |
| September 30, 2024 | 66.42% |
| August 31, 2024 | 66.42% |
| July 31, 2024 | 66.42% |
| June 30, 2024 | 66.42% |
| May 31, 2024 | 66.42% |
| April 30, 2024 | 66.42% |
| March 31, 2024 | 66.42% |
| February 29, 2024 | 66.42% |
| January 31, 2024 | 66.42% |
| December 31, 2023 | 66.42% |
| November 30, 2023 | 66.42% |
| October 31, 2023 | 66.42% |
| September 30, 2023 | 66.42% |
| August 31, 2023 | 66.42% |
| July 31, 2023 | 66.42% |
| June 30, 2023 | 66.42% |
| May 31, 2023 | 66.42% |
| April 30, 2023 | 66.42% |
| March 31, 2023 | 66.42% |
| February 28, 2023 | 66.42% |
| January 31, 2023 | 66.42% |
| December 31, 2022 | 66.42% |
| November 30, 2022 | 66.42% |
| October 31, 2022 | 66.42% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.42% |
| August 31, 2022 | 66.42% |
| July 31, 2022 | 66.42% |
| June 30, 2022 | 66.42% |
| May 31, 2022 | 66.42% |
| April 30, 2022 | 66.42% |
| March 31, 2022 | 66.42% |
| February 28, 2022 | 66.42% |
| January 31, 2022 | 66.42% |
| December 31, 2021 | 66.42% |
| November 30, 2021 | 66.42% |
| October 31, 2021 | 66.46% |
| September 30, 2021 | 66.46% |
| August 31, 2021 | 66.46% |
| July 31, 2021 | 66.46% |
| June 30, 2021 | 66.46% |
| May 31, 2021 | 66.46% |
| April 30, 2021 | 66.46% |
| March 31, 2021 | 79.47% |
| February 28, 2021 | 84.15% |
| January 31, 2021 | 86.19% |
| December 31, 2020 | 89.36% |
| November 30, 2020 | 89.36% |
| October 31, 2020 | 89.36% |
| September 30, 2020 | 89.36% |
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
66.42%
Minimum
Nov 2021
89.36%
Maximum
Nov 2019
72.62%
Average
66.42%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Coeur Mining Inc | 83.98% |
| Hecla Mining Co | 77.49% |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 97.76% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.926 |
| Beta (5Y) | 0.8347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.94% |
| Historical Sharpe Ratio (5Y) | 0.1604 |
| Historical Sortino (5Y) | 0.2762 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.48% |