Mesabi Trust (MSB)
16.55
-0.08
(-0.48%)
USD |
NYSE |
May 02, 10:22
Mesabi Trust Max Drawdown (5Y): 66.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 66.42% |
| September 30, 2021 | 66.42% |
| 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 | 66.46% |
| February 28, 2021 | 66.46% |
| January 31, 2021 | 77.66% |
| December 31, 2020 | 77.70% |
| November 30, 2020 | 85.63% |
| October 31, 2020 | 89.36% |
| September 30, 2020 | 89.36% |
| August 31, 2020 | 89.36% |
| July 31, 2020 | 89.36% |
| June 30, 2020 | 89.36% |
| May 31, 2020 | 89.36% |
| April 30, 2020 | 89.36% |
| March 31, 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
Sep 2021
89.36%
Maximum
May 2019
74.00%
Average
66.42%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 95.74% |
| Contango Ore Inc | 72.87% |
| Idaho Strategic Resources Inc | 62.42% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.92 |
| Beta (5Y) | 0.8175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.65% |
| Historical Sharpe Ratio (5Y) | -0.122 |
| Historical Sortino (5Y) | -0.2053 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.60% |