Niobay Metals Inc (NBY.V)
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May 02, 14:46
Niobay Metals Max Drawdown (5Y): 95.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.73% |
| March 31, 2024 | 95.73% |
| February 29, 2024 | 95.73% |
| January 31, 2024 | 95.30% |
| December 31, 2023 | 95.30% |
| November 30, 2023 | 95.30% |
| October 31, 2023 | 95.30% |
| September 30, 2023 | 94.02% |
| August 31, 2023 | 93.59% |
| July 31, 2023 | 93.59% |
| June 30, 2023 | 93.59% |
| May 31, 2023 | 93.59% |
| April 30, 2023 | 92.31% |
| March 31, 2023 | 92.31% |
| February 28, 2023 | 92.31% |
| January 31, 2023 | 92.31% |
| December 31, 2022 | 92.31% |
| November 30, 2022 | 92.31% |
| October 31, 2022 | 92.31% |
| September 30, 2022 | 91.03% |
| August 31, 2022 | 90.17% |
| July 31, 2022 | 89.74% |
| June 30, 2022 | 89.17% |
| May 31, 2022 | 90.00% |
| April 30, 2022 | 90.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.00% |
| February 28, 2022 | 90.00% |
| January 31, 2022 | 90.00% |
| December 31, 2021 | 90.00% |
| November 30, 2021 | 90.00% |
| October 31, 2021 | 90.00% |
| September 30, 2021 | 90.00% |
| August 31, 2021 | 90.00% |
| July 31, 2021 | 90.00% |
| June 30, 2021 | 90.00% |
| May 31, 2021 | 90.00% |
| April 30, 2021 | 90.00% |
| March 31, 2021 | 90.00% |
| February 28, 2021 | 90.00% |
| January 31, 2021 | 90.79% |
| December 31, 2020 | 93.42% |
| November 30, 2020 | 96.34% |
| October 31, 2020 | 96.59% |
| September 30, 2020 | 97.83% |
| August 31, 2020 | 97.83% |
| July 31, 2020 | 97.83% |
| June 30, 2020 | 97.83% |
| May 31, 2020 | 97.83% |
| April 30, 2020 | 97.83% |
| March 31, 2020 | 97.83% |
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
89.17%
Minimum
Jun 2022
97.83%
Maximum
May 2019
93.72%
Average
93.59%
Median
May 2023
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) | -25.29 |
| Beta (5Y) | 0.2439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.38% |
| Historical Sharpe Ratio (5Y) | -0.261 |
| Historical Sortino (5Y) | -0.6096 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |