Northwest Copper Corp (NWST.V)
0.175
0.00 (0.00%)
CAD |
TSXV |
Sep 20, 16:00
Northwest Copper Max Drawdown (5Y): 89.50% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 89.50% |
| July 31, 2024 | 89.50% |
| June 30, 2024 | 89.50% |
| May 31, 2024 | 89.50% |
| April 30, 2024 | 89.50% |
| March 31, 2024 | 89.50% |
| February 29, 2024 | 89.50% |
| January 31, 2024 | 89.50% |
| December 31, 2023 | 89.50% |
| November 30, 2023 | 89.50% |
| October 31, 2023 | 86.00% |
| September 30, 2023 | 84.50% |
| August 31, 2023 | 84.50% |
| July 31, 2023 | 84.50% |
| June 30, 2023 | 84.50% |
| May 31, 2023 | 82.00% |
| April 30, 2023 | 80.50% |
| March 31, 2023 | 80.50% |
| February 28, 2023 | 80.50% |
| January 31, 2023 | 80.50% |
| December 31, 2022 | 80.00% |
| November 30, 2022 | 79.00% |
| October 31, 2022 | 77.50% |
| September 30, 2022 | 75.50% |
| August 31, 2022 | 75.00% |
| Date | Value |
|---|---|
| July 31, 2022 | 75.00% |
| June 30, 2022 | 69.79% |
| May 31, 2022 | 69.79% |
| April 30, 2022 | 69.79% |
| March 31, 2022 | 69.79% |
| February 28, 2022 | 69.79% |
| January 31, 2022 | 69.79% |
| December 31, 2021 | 69.79% |
| November 30, 2021 | 69.79% |
| October 31, 2021 | 69.79% |
| September 30, 2021 | 69.79% |
| August 31, 2021 | 69.79% |
| July 31, 2021 | 69.79% |
| June 30, 2021 | 69.79% |
| May 31, 2021 | 69.79% |
| April 30, 2021 | 69.79% |
| March 31, 2021 | 69.79% |
| February 28, 2021 | 73.58% |
| January 31, 2021 | 83.02% |
| December 31, 2020 | 84.48% |
| November 30, 2020 | 92.19% |
| October 31, 2020 | 93.94% |
| September 30, 2020 | 96.34% |
| August 31, 2020 | 96.34% |
| July 31, 2020 | 96.34% |
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
69.79%
Minimum
Mar 2021
96.34%
Maximum
Sep 2019
83.02%
Average
84.49%
Median
Max Drawdown (5Y) Benchmarks
| Brixton Metals Corp | 92.20% |
| Foran Mining Corp | 86.67% |
| NorthIsle Copper and Gold Inc | 97.37% |
| Renforth Resources Inc | 91.30% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.18 |
| Beta (5Y) | 1.600 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.72% |
| Historical Sharpe Ratio (5Y) | -0.3407 |
| Historical Sortino (5Y) | -0.7218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.73% |