Mesabi Trust (MSB)
26.21
+0.04
(+0.15%)
USD |
NYSE |
Nov 14, 10:26
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 | 66.42% |
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% |
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
Nov 2019
71.71%
Average
66.42%
Median
Sep 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% |