Orea Mining Corp (OREA.TO)
0.015
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
Orea Mining Max Drawdown (5Y): 96.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.61% |
| March 31, 2024 | 96.61% |
| February 29, 2024 | 96.61% |
| January 31, 2024 | 96.61% |
| December 31, 2023 | 95.56% |
| November 30, 2023 | 95.56% |
| October 31, 2023 | 95.56% |
| September 30, 2023 | 95.56% |
| August 31, 2023 | 95.56% |
| July 31, 2023 | 95.56% |
| June 30, 2023 | 95.56% |
| May 31, 2023 | 95.56% |
| April 30, 2023 | 95.56% |
| March 31, 2023 | 95.56% |
| February 28, 2023 | 95.56% |
| January 31, 2023 | 95.56% |
| December 31, 2022 | 95.56% |
| November 30, 2022 | 95.56% |
| October 31, 2022 | 95.56% |
| September 30, 2022 | 95.56% |
| August 31, 2022 | 95.56% |
| July 31, 2022 | 95.56% |
| June 30, 2022 | 95.56% |
| May 31, 2022 | 93.89% |
| April 30, 2022 | 92.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.52% |
| February 28, 2022 | 92.52% |
| January 31, 2022 | 92.52% |
| December 31, 2021 | 92.52% |
| November 30, 2021 | 92.52% |
| October 31, 2021 | 92.52% |
| September 30, 2021 | 92.52% |
| August 31, 2021 | 92.52% |
| July 31, 2021 | 92.52% |
| June 30, 2021 | 92.06% |
| May 31, 2021 | 91.59% |
| April 30, 2021 | 91.59% |
| March 31, 2021 | 91.59% |
| February 28, 2021 | 91.59% |
| January 31, 2021 | 91.59% |
| December 31, 2020 | 91.59% |
| November 30, 2020 | 91.59% |
| October 31, 2020 | 91.59% |
| September 30, 2020 | 91.59% |
| August 31, 2020 | 91.59% |
| July 31, 2020 | 91.59% |
| June 30, 2020 | 91.59% |
| May 31, 2020 | 91.59% |
| April 30, 2020 | 91.59% |
| March 31, 2020 | 91.59% |
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
85.05%
Minimum
May 2019
96.61%
Maximum
Jan 2024
92.77%
Average
92.52%
Median
Jul 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.85 |
| Beta (5Y) | -0.4724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.72% |
| Historical Sharpe Ratio (5Y) | -0.4194 |
| Historical Sortino (5Y) | -0.789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |