Oroco Resource Corp (OCO.V)
0.28
+0.01
(+3.70%)
CAD |
TSXV |
Nov 22, 16:00
Oroco Resource Max Drawdown (5Y): 90.97% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 90.97% |
| August 31, 2024 | 90.97% |
| July 31, 2024 | 90.97% |
| June 30, 2024 | 90.14% |
| May 31, 2024 | 90.00% |
| April 30, 2024 | 90.00% |
| March 31, 2024 | 90.00% |
| February 29, 2024 | 89.86% |
| January 31, 2024 | 89.72% |
| December 31, 2023 | 89.72% |
| November 30, 2023 | 89.72% |
| October 31, 2023 | 86.94% |
| September 30, 2023 | 81.94% |
| August 31, 2023 | 81.94% |
| July 31, 2023 | 81.67% |
| June 30, 2023 | 81.67% |
| May 31, 2023 | 81.67% |
| April 30, 2023 | 81.67% |
| March 31, 2023 | 81.67% |
| February 28, 2023 | 81.67% |
| January 31, 2023 | 81.67% |
| December 31, 2022 | 81.67% |
| November 30, 2022 | 81.67% |
| October 31, 2022 | 81.67% |
| September 30, 2022 | 81.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 81.67% |
| July 31, 2022 | 81.67% |
| June 30, 2022 | 79.17% |
| May 31, 2022 | 86.27% |
| April 30, 2022 | 87.27% |
| March 31, 2022 | 87.27% |
| February 28, 2022 | 89.09% |
| January 31, 2022 | 89.09% |
| December 31, 2021 | 89.29% |
| November 30, 2021 | 89.29% |
| October 31, 2021 | 91.38% |
| September 30, 2021 | 93.10% |
| August 31, 2021 | 93.10% |
| July 31, 2021 | 93.10% |
| June 30, 2021 | 93.10% |
| May 31, 2021 | 93.10% |
| April 30, 2021 | 93.10% |
| March 31, 2021 | 93.10% |
| February 28, 2021 | 93.10% |
| January 31, 2021 | 93.10% |
| December 31, 2020 | 93.10% |
| November 30, 2020 | 96.15% |
| October 31, 2020 | 96.25% |
| September 30, 2020 | 96.43% |
| August 31, 2020 | 96.43% |
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
79.17%
Minimum
Jun 2022
96.43%
Maximum
Nov 2019
89.44%
Average
90.00%
Median
Mar 2024
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 | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.92 |
| Beta (5Y) | 1.803 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.46% |
| Historical Sharpe Ratio (5Y) | -0.0611 |
| Historical Sortino (5Y) | -0.1343 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.83% |