Metalla Royalty & Streaming Ltd (MTA)
3.16
+0.24
(+8.22%)
USD |
NYAM |
May 17, 16:00
3.12
-0.04
(-1.27%)
Pre-Market: 08:06
Metalla Royalty & Streaming Max Drawdown (5Y): 81.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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 | 60.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 66.01% |
| February 28, 2022 | 66.38% |
| January 31, 2022 | 66.38% |
| December 31, 2021 | 66.38% |
| November 30, 2021 | 66.38% |
| October 31, 2021 | 71.32% |
| September 30, 2021 | 80.71% |
| August 31, 2021 | 80.86% |
| July 31, 2021 | 81.36% |
| June 30, 2021 | 84.45% |
| May 31, 2021 | 84.45% |
| April 30, 2021 | 86.65% |
| March 31, 2021 | 91.10% |
| February 28, 2021 | 96.14% |
| January 31, 2021 | 98.46% |
| December 31, 2020 | 98.46% |
| November 30, 2020 | 99.20% |
| October 31, 2020 | 99.20% |
| September 30, 2020 | 99.20% |
| August 31, 2020 | 99.20% |
| July 31, 2020 | 99.20% |
| June 30, 2020 | 99.20% |
| May 31, 2020 | 99.38% |
| April 30, 2020 | 99.38% |
| March 31, 2020 | 99.38% |
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
60.69%
Minimum
Apr 2022
99.41%
Maximum
May 2019
83.75%
Average
81.11%
Median
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.85 |
| Beta (5Y) | 1.622 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.49% |
| Historical Sharpe Ratio (5Y) | -0.083 |
| Historical Sortino (5Y) | -0.1906 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.45% |