Nevada Copper Corp (NEVDQ)
0.0182
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Nevada Copper Max Drawdown (5Y): 99.36% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.36% |
August 31, 2024 | 99.36% |
July 31, 2024 | 99.36% |
June 30, 2024 | 99.36% |
May 31, 2024 | 98.55% |
April 30, 2024 | 98.55% |
March 31, 2024 | 98.55% |
February 29, 2024 | 98.55% |
January 31, 2024 | 97.68% |
December 31, 2023 | 97.68% |
November 30, 2023 | 97.68% |
October 31, 2023 | 97.68% |
September 30, 2023 | 97.68% |
August 31, 2023 | 97.68% |
July 31, 2023 | 97.68% |
June 30, 2023 | 97.68% |
May 31, 2023 | 97.68% |
April 30, 2023 | 97.68% |
March 31, 2023 | 97.68% |
February 28, 2023 | 97.68% |
January 31, 2023 | 97.68% |
December 31, 2022 | 97.68% |
November 30, 2022 | 97.68% |
October 31, 2022 | 97.68% |
September 30, 2022 | 97.68% |
Date | Value |
---|---|
August 31, 2022 | 97.56% |
July 31, 2022 | 97.56% |
June 30, 2022 | 96.87% |
May 31, 2022 | 96.31% |
April 30, 2022 | 96.31% |
March 31, 2022 | 96.31% |
February 28, 2022 | 96.31% |
January 31, 2022 | 96.31% |
December 31, 2021 | 96.31% |
November 30, 2021 | 96.31% |
October 31, 2021 | 96.31% |
September 30, 2021 | 96.31% |
August 31, 2021 | 96.31% |
July 31, 2021 | 96.31% |
June 30, 2021 | 96.31% |
May 31, 2021 | 96.31% |
April 30, 2021 | 96.31% |
March 31, 2021 | 96.31% |
February 28, 2021 | 96.31% |
January 31, 2021 | 96.31% |
December 31, 2020 | 96.31% |
November 30, 2020 | 96.31% |
October 31, 2020 | 96.31% |
September 30, 2020 | 94.95% |
August 31, 2020 | 94.95% |
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
94.95%
Minimum
Nov 2019
99.36%
Maximum
Jun 2024
96.86%
Average
96.31%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Freeport-McMoRan Inc | 76.54% |
Southern Copper Corp | 55.38% |
Idaho Copper Corp | 99.99% |
Pershing Resources Co Inc | 97.24% |
Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -94.03 |
Beta (5Y) | 2.313 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.48% |
Historical Sharpe Ratio (5Y) | -0.6402 |
Historical Sortino (5Y) | -1.061 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.38% |