M3 Metals Corp (MT.V)
0.265
0.00 (0.00%)
CAD |
TSXV |
Nov 15, 16:00
M3 Metals Max Drawdown (5Y): 99.17% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.17% |
| August 31, 2024 | 99.17% |
| July 31, 2024 | 99.17% |
| June 30, 2024 | 99.17% |
| May 31, 2024 | 99.17% |
| April 30, 2024 | 99.17% |
| March 31, 2024 | 99.17% |
| February 29, 2024 | 99.17% |
| January 31, 2024 | 99.17% |
| December 31, 2023 | 99.17% |
| November 30, 2023 | 99.17% |
| October 31, 2023 | 99.17% |
| September 30, 2023 | 99.17% |
| August 31, 2023 | 99.17% |
| July 31, 2023 | 99.17% |
| June 30, 2023 | 99.17% |
| May 31, 2023 | 99.17% |
| April 30, 2023 | 99.17% |
| March 31, 2023 | 99.17% |
| February 28, 2023 | 99.17% |
| January 31, 2023 | 99.17% |
| December 31, 2022 | 99.17% |
| November 30, 2022 | 99.17% |
| October 31, 2022 | 99.17% |
| September 30, 2022 | 99.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.00% |
| July 31, 2022 | 98.83% |
| June 30, 2022 | 98.67% |
| May 31, 2022 | 98.67% |
| April 30, 2022 | 97.50% |
| March 31, 2022 | 97.33% |
| February 28, 2022 | 97.33% |
| January 31, 2022 | 97.33% |
| December 31, 2021 | 97.33% |
| November 30, 2021 | 97.33% |
| October 31, 2021 | 97.33% |
| September 30, 2021 | 97.33% |
| August 31, 2021 | 97.33% |
| July 31, 2021 | 97.33% |
| June 30, 2021 | 98.19% |
| May 31, 2021 | 98.69% |
| April 30, 2021 | 98.89% |
| March 31, 2021 | 99.19% |
| February 28, 2021 | 99.19% |
| January 31, 2021 | 99.70% |
| December 31, 2020 | 99.70% |
| November 30, 2020 | 99.92% |
| October 31, 2020 | 99.92% |
| September 30, 2020 | 99.92% |
| August 31, 2020 | 99.92% |
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
97.33%
Minimum
Jul 2021
99.92%
Maximum
Nov 2019
98.99%
Average
99.17%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Labrador Iron Ore Royalty Corp | 57.80% |
| Rockex Mining Corp | 97.00% |
| Black Iron Inc | 94.44% |
| Oceanic Iron Ore Corp | 84.13% |
| Ares Strategic Mining Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.13 |
| Beta (5Y) | 0.3059 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.44% |
| Historical Sharpe Ratio (5Y) | -0.4808 |
| Historical Sortino (5Y) | -0.8856 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |