Newport Exploration Ltd (NWX.V)
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TSXV |
Jun 21, 16:00
Newport Exploration Max Drawdown (5Y): 62.29% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 62.29% |
April 30, 2024 | 62.29% |
March 31, 2024 | 62.29% |
February 29, 2024 | 57.09% |
January 31, 2024 | 47.96% |
December 31, 2023 | 47.96% |
November 30, 2023 | 47.96% |
October 31, 2023 | 47.96% |
September 30, 2023 | 47.96% |
August 31, 2023 | 47.96% |
July 31, 2023 | 47.96% |
June 30, 2023 | 47.96% |
May 31, 2023 | 47.96% |
April 30, 2023 | 47.96% |
March 31, 2023 | 41.17% |
February 28, 2023 | 39.77% |
January 31, 2023 | 39.77% |
December 31, 2022 | 39.77% |
November 30, 2022 | 39.77% |
October 31, 2022 | 39.77% |
September 30, 2022 | 39.77% |
August 31, 2022 | 39.77% |
July 31, 2022 | 39.77% |
June 30, 2022 | 39.77% |
May 31, 2022 | 39.77% |
Date | Value |
---|---|
April 30, 2022 | 39.77% |
March 31, 2022 | 39.77% |
February 28, 2022 | 39.77% |
January 31, 2022 | 39.77% |
December 31, 2021 | 39.77% |
November 30, 2021 | 39.77% |
October 31, 2021 | 39.77% |
September 30, 2021 | 39.77% |
August 31, 2021 | 39.77% |
July 31, 2021 | 39.77% |
June 30, 2021 | 39.77% |
May 31, 2021 | 41.65% |
April 30, 2021 | 45.92% |
March 31, 2021 | 45.92% |
February 28, 2021 | 45.92% |
January 31, 2021 | 47.30% |
December 31, 2020 | 50.40% |
November 30, 2020 | 57.64% |
October 31, 2020 | 60.74% |
September 30, 2020 | 60.74% |
August 31, 2020 | 60.74% |
July 31, 2020 | 60.74% |
June 30, 2020 | 60.74% |
May 31, 2020 | 60.74% |
April 30, 2020 | 60.74% |
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
39.77%
Minimum
Jun 2021
62.29%
Maximum
Mar 2024
49.45%
Average
47.96%
Median
Apr 2023
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) | -7.819 |
Beta (5Y) | 0.921 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.21% |
Historical Sharpe Ratio (5Y) | -0.0082 |
Historical Sortino (5Y) | -0.011 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.67% |