Metalla Royalty & Streaming Ltd (MTA.V)
4.30
+0.33
(+8.31%)
CAD |
TSXV |
May 17, 16:00
Metalla Royalty & Streaming Max Drawdown (5Y): 80.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 80.38% |
| March 31, 2024 | 80.38% |
| February 29, 2024 | 80.38% |
| January 31, 2024 | 78.74% |
| December 31, 2023 | 77.88% |
| November 30, 2023 | 77.88% |
| October 31, 2023 | 77.03% |
| September 30, 2023 | 74.97% |
| August 31, 2023 | 71.40% |
| July 31, 2023 | 71.40% |
| June 30, 2023 | 71.40% |
| May 31, 2023 | 71.40% |
| April 30, 2023 | 71.40% |
| March 31, 2023 | 71.40% |
| February 28, 2023 | 71.40% |
| January 31, 2023 | 71.40% |
| December 31, 2022 | 71.40% |
| November 30, 2022 | 71.40% |
| October 31, 2022 | 71.40% |
| September 30, 2022 | 71.40% |
| August 31, 2022 | 67.96% |
| July 31, 2022 | 66.75% |
| June 30, 2022 | 62.70% |
| May 31, 2022 | 61.06% |
| April 30, 2022 | 56.47% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.53% |
| February 28, 2022 | 53.54% |
| January 31, 2022 | 53.54% |
| December 31, 2021 | 53.54% |
| November 30, 2021 | 53.54% |
| October 31, 2021 | 61.62% |
| September 30, 2021 | 69.70% |
| August 31, 2021 | 74.24% |
| July 31, 2021 | 75.76% |
| June 30, 2021 | 75.76% |
| May 31, 2021 | 77.27% |
| April 30, 2021 | 83.33% |
| March 31, 2021 | 87.88% |
| February 28, 2021 | 89.39% |
| January 31, 2021 | 96.97% |
| December 31, 2020 | 98.48% |
| November 30, 2020 | 98.48% |
| October 31, 2020 | 98.48% |
| September 30, 2020 | 98.48% |
| August 31, 2020 | 98.48% |
| July 31, 2020 | 98.48% |
| June 30, 2020 | 98.48% |
| May 31, 2020 | 98.48% |
| April 30, 2020 | 98.48% |
| March 31, 2020 | 98.48% |
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
52.53%
Minimum
Mar 2022
98.48%
Maximum
May 2019
80.46%
Average
77.58%
Median
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.37 |
| Beta (5Y) | 1.446 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.06% |
| Historical Sharpe Ratio (5Y) | -0.0795 |
| Historical Sortino (5Y) | -0.1838 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.91% |