Nicola Mining Inc (NIM.V)
0.275
+0.01
(+3.77%)
CAD |
TSXV |
May 02, 14:24
Nicola Mining Max Drawdown (5Y): 87.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.93% |
| March 31, 2024 | 87.93% |
| February 29, 2024 | 87.93% |
| January 31, 2024 | 87.93% |
| December 31, 2023 | 87.93% |
| November 30, 2023 | 87.93% |
| October 31, 2023 | 87.93% |
| September 30, 2023 | 89.38% |
| August 31, 2023 | 90.50% |
| July 31, 2023 | 90.50% |
| June 30, 2023 | 90.50% |
| May 31, 2023 | 90.50% |
| April 30, 2023 | 91.07% |
| March 31, 2023 | 92.86% |
| February 28, 2023 | 92.86% |
| January 31, 2023 | 94.14% |
| December 31, 2022 | 96.32% |
| November 30, 2022 | 97.73% |
| October 31, 2022 | 98.07% |
| September 30, 2022 | 98.28% |
| August 31, 2022 | 98.73% |
| July 31, 2022 | 98.75% |
| June 30, 2022 | 98.88% |
| May 31, 2022 | 98.96% |
| April 30, 2022 | 98.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.99% |
| February 28, 2022 | 99.14% |
| January 31, 2022 | 99.14% |
| December 31, 2021 | 99.14% |
| November 30, 2021 | 99.14% |
| October 31, 2021 | 99.14% |
| September 30, 2021 | 99.14% |
| August 31, 2021 | 99.14% |
| July 31, 2021 | 99.14% |
| June 30, 2021 | 99.14% |
| May 31, 2021 | 99.14% |
| April 30, 2021 | 99.35% |
| March 31, 2021 | 99.44% |
| February 28, 2021 | 99.50% |
| January 31, 2021 | 99.57% |
| December 31, 2020 | 99.57% |
| November 30, 2020 | 99.66% |
| October 31, 2020 | 99.76% |
| September 30, 2020 | 99.76% |
| August 31, 2020 | 99.76% |
| July 31, 2020 | 99.76% |
| June 30, 2020 | 99.76% |
| May 31, 2020 | 99.76% |
| April 30, 2020 | 99.76% |
| March 31, 2020 | 99.80% |
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
87.93%
Minimum
Oct 2023
99.80%
Maximum
May 2019
96.77%
Average
99.14%
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) | 0.2875 |
| Beta (5Y) | 0.9973 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.70% |
| Historical Sharpe Ratio (5Y) | 0.1101 |
| Historical Sortino (5Y) | 0.2327 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.00% |