Olive Resource Capital Inc (OC.V)
0.025
0.00 (0.00%)
CAD |
TSXV |
Sep 27, 16:00
Olive Resource Capital Max Drawdown (5Y): 88.89% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 88.89% |
| July 31, 2024 | 88.89% |
| June 30, 2024 | 88.89% |
| May 31, 2024 | 88.89% |
| April 30, 2024 | 88.89% |
| March 31, 2024 | 88.89% |
| February 29, 2024 | 88.89% |
| January 31, 2024 | 88.89% |
| December 31, 2023 | 88.89% |
| November 30, 2023 | 88.89% |
| October 31, 2023 | 88.89% |
| September 30, 2023 | 88.89% |
| August 31, 2023 | 88.89% |
| July 31, 2023 | 88.89% |
| June 30, 2023 | 88.89% |
| May 31, 2023 | 88.89% |
| April 30, 2023 | 88.89% |
| March 31, 2023 | 88.89% |
| February 28, 2023 | 88.89% |
| January 31, 2023 | 88.89% |
| December 31, 2022 | 88.89% |
| November 30, 2022 | 88.89% |
| October 31, 2022 | 86.11% |
| September 30, 2022 | 86.11% |
| August 31, 2022 | 83.93% |
| Date | Value |
|---|---|
| July 31, 2022 | 83.93% |
| June 30, 2022 | 83.93% |
| May 31, 2022 | 83.93% |
| April 30, 2022 | 83.93% |
| March 31, 2022 | 83.93% |
| February 28, 2022 | 83.93% |
| January 31, 2022 | 83.93% |
| December 31, 2021 | 83.93% |
| November 30, 2021 | 83.93% |
| October 31, 2021 | 83.93% |
| September 30, 2021 | 83.93% |
| August 31, 2021 | 83.93% |
| July 31, 2021 | 83.93% |
| June 30, 2021 | 83.93% |
| May 31, 2021 | 83.93% |
| April 30, 2021 | 83.93% |
| March 31, 2021 | 83.93% |
| February 28, 2021 | 83.93% |
| January 31, 2021 | 83.93% |
| December 31, 2020 | 83.93% |
| November 30, 2020 | 83.93% |
| October 31, 2020 | 83.93% |
| September 30, 2020 | 85.71% |
| August 31, 2020 | 86.43% |
| July 31, 2020 | 86.43% |
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
83.93%
Minimum
Oct 2020
89.29%
Maximum
Sep 2019
86.83%
Average
88.89%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Troilus Gold Corp | 84.67% |
| St-Georges Eco-Mining Corp | 98.78% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.71 |
| Beta (5Y) | 1.342 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.55% |
| Historical Sharpe Ratio (5Y) | -0.2956 |
| Historical Sortino (5Y) | -0.7267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |