Metalla Royalty & Streaming Ltd (MTA)
2.84
-0.23
(-7.49%)
USD |
NYAM |
Nov 15, 13:47
Metalla Royalty & Streaming Max Drawdown (5Y): 81.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.74% |
| September 30, 2024 | 81.74% |
| August 31, 2024 | 81.74% |
| July 31, 2024 | 81.74% |
| June 30, 2024 | 81.74% |
| May 31, 2024 | 81.74% |
| April 30, 2024 | 81.74% |
| March 31, 2024 | 81.74% |
| February 29, 2024 | 81.74% |
| January 31, 2024 | 80.13% |
| December 31, 2023 | 80.13% |
| November 30, 2023 | 80.13% |
| October 31, 2023 | 78.91% |
| September 30, 2023 | 76.77% |
| August 31, 2023 | 73.99% |
| July 31, 2023 | 73.99% |
| June 30, 2023 | 73.99% |
| May 31, 2023 | 73.99% |
| April 30, 2023 | 73.99% |
| March 31, 2023 | 73.99% |
| February 28, 2023 | 73.99% |
| January 31, 2023 | 73.99% |
| December 31, 2022 | 73.99% |
| November 30, 2022 | 73.99% |
| October 31, 2022 | 73.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.99% |
| August 31, 2022 | 69.05% |
| July 31, 2022 | 67.68% |
| June 30, 2022 | 63.27% |
| May 31, 2022 | 62.51% |
| April 30, 2022 | 60.64% |
| March 31, 2022 | 66.09% |
| February 28, 2022 | 66.34% |
| January 31, 2022 | 66.34% |
| December 31, 2021 | 66.34% |
| November 30, 2021 | 66.34% |
| October 31, 2021 | 71.29% |
| September 30, 2021 | 80.69% |
| August 31, 2021 | 80.94% |
| July 31, 2021 | 81.44% |
| June 30, 2021 | 84.41% |
| May 31, 2021 | 84.41% |
| April 30, 2021 | 86.63% |
| March 31, 2021 | 91.09% |
| February 28, 2021 | 93.07% |
| January 31, 2021 | 98.51% |
| December 31, 2020 | 98.51% |
| November 30, 2020 | 99.26% |
| October 31, 2020 | 99.26% |
| September 30, 2020 | 99.26% |
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
60.64%
Minimum
Apr 2022
99.50%
Maximum
Nov 2019
81.94%
Average
81.19%
Median
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 95.04% |
| TMC The Metals Co Inc | -- |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.50 |
| Beta (5Y) | 1.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.59% |
| Historical Sharpe Ratio (5Y) | -0.1089 |
| Historical Sortino (5Y) | -0.25 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.45% |