NextSource Materials Inc (NSRCF)
0.5752
+0.03
(+4.96%)
USD |
OTCM |
May 17, 16:00
NextSource Materials Max Drawdown (5Y): 89.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.03% |
| March 31, 2024 | 89.03% |
| February 29, 2024 | 89.03% |
| January 31, 2024 | 89.03% |
| December 31, 2023 | 89.03% |
| November 30, 2023 | 89.03% |
| October 31, 2023 | 89.03% |
| September 30, 2023 | 89.03% |
| August 31, 2023 | 89.03% |
| July 31, 2023 | 89.03% |
| June 30, 2023 | 89.03% |
| May 31, 2023 | 89.03% |
| April 30, 2023 | 89.03% |
| March 31, 2023 | 89.03% |
| February 28, 2023 | 89.03% |
| January 31, 2023 | 89.03% |
| December 31, 2022 | 89.03% |
| November 30, 2022 | 89.03% |
| October 31, 2022 | 89.03% |
| September 30, 2022 | 89.03% |
| August 31, 2022 | 89.03% |
| July 31, 2022 | 89.03% |
| June 30, 2022 | 89.03% |
| May 31, 2022 | 89.03% |
| April 30, 2022 | 89.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.03% |
| February 28, 2022 | 89.03% |
| January 31, 2022 | 89.03% |
| December 31, 2021 | 89.03% |
| November 30, 2021 | 89.03% |
| October 31, 2021 | 90.56% |
| September 30, 2021 | 91.09% |
| August 31, 2021 | 91.09% |
| July 31, 2021 | 91.09% |
| June 30, 2021 | 91.09% |
| May 31, 2021 | 91.09% |
| April 30, 2021 | 91.09% |
| March 31, 2021 | 91.09% |
| February 28, 2021 | 91.09% |
| January 31, 2021 | 91.09% |
| December 31, 2020 | 91.09% |
| November 30, 2020 | 91.09% |
| October 31, 2020 | 91.09% |
| September 30, 2020 | 91.09% |
| August 31, 2020 | 93.83% |
| July 31, 2020 | 94.89% |
| June 30, 2020 | 94.89% |
| May 31, 2020 | 94.89% |
| April 30, 2020 | 94.89% |
| March 31, 2020 | 94.89% |
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
89.03%
Minimum
Nov 2021
94.89%
Maximum
May 2019
91.05%
Average
89.79%
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) | -22.93 |
| Beta (5Y) | 1.154 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 155.8% |
| Historical Sharpe Ratio (5Y) | -0.0646 |
| Historical Sortino (5Y) | -0.2938 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.32% |