Northcliff Resources Ltd (NCF.TO)
0.02
0.00 (0.00%)
CAD |
TSX |
Apr 30, 16:00
Northcliff Resources Max Drawdown (5Y): 88.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.64% |
March 31, 2024 | 88.64% |
February 29, 2024 | 88.64% |
January 31, 2024 | 88.64% |
December 31, 2023 | 88.64% |
November 30, 2023 | 88.64% |
October 31, 2023 | 88.64% |
September 30, 2023 | 88.64% |
August 31, 2023 | 88.64% |
July 31, 2023 | 88.64% |
June 30, 2023 | 88.64% |
May 31, 2023 | 88.64% |
April 30, 2023 | 88.64% |
March 31, 2023 | 88.64% |
February 28, 2023 | 88.64% |
January 31, 2023 | 88.64% |
December 31, 2022 | 88.64% |
November 30, 2022 | 88.64% |
October 31, 2022 | 88.64% |
September 30, 2022 | 88.64% |
August 31, 2022 | 88.64% |
July 31, 2022 | 88.64% |
June 30, 2022 | 88.64% |
May 31, 2022 | 88.64% |
April 30, 2022 | 88.64% |
Date | Value |
---|---|
March 31, 2022 | 88.64% |
February 28, 2022 | 88.64% |
January 31, 2022 | 88.64% |
December 31, 2021 | 88.64% |
November 30, 2021 | 88.64% |
October 31, 2021 | 88.64% |
September 30, 2021 | 88.64% |
August 31, 2021 | 88.64% |
July 31, 2021 | 88.64% |
June 30, 2021 | 88.64% |
May 31, 2021 | 88.64% |
April 30, 2021 | 90.10% |
March 31, 2021 | 90.10% |
February 28, 2021 | 90.10% |
January 31, 2021 | 94.00% |
December 31, 2020 | 94.33% |
November 30, 2020 | 94.67% |
October 31, 2020 | 94.67% |
September 30, 2020 | 94.67% |
August 31, 2020 | 94.67% |
July 31, 2020 | 95.67% |
June 30, 2020 | 96.00% |
May 31, 2020 | 96.00% |
April 30, 2020 | 96.00% |
March 31, 2020 | 96.00% |
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
88.64%
Minimum
May 2021
96.00%
Maximum
May 2019
91.13%
Average
88.64%
Median
May 2021
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) | -34.76 |
Beta (5Y) | 1.514 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.97% |
Historical Sharpe Ratio (5Y) | -0.3785 |
Historical Sortino (5Y) | -0.6514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |