Orvana Minerals Corp (ORV.TO)
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Nov 04, 16:00
Orvana Minerals Max Drawdown (5Y): 78.30% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 78.30% |
| August 31, 2024 | 78.30% |
| July 31, 2024 | 78.30% |
| June 30, 2024 | 78.30% |
| May 31, 2024 | 78.30% |
| April 30, 2024 | 78.30% |
| March 31, 2024 | 78.30% |
| February 29, 2024 | 78.30% |
| January 31, 2024 | 74.53% |
| December 31, 2023 | 74.53% |
| November 30, 2023 | 76.43% |
| October 31, 2023 | 80.28% |
| September 30, 2023 | 83.55% |
| August 31, 2023 | 83.55% |
| July 31, 2023 | 83.55% |
| June 30, 2023 | 83.55% |
| May 31, 2023 | 83.55% |
| April 30, 2023 | 83.55% |
| March 31, 2023 | 83.55% |
| February 28, 2023 | 83.55% |
| January 31, 2023 | 83.55% |
| December 31, 2022 | 83.55% |
| November 30, 2022 | 83.55% |
| October 31, 2022 | 83.55% |
| September 30, 2022 | 84.30% |
| Date | Value |
|---|---|
| August 31, 2022 | 85.54% |
| July 31, 2022 | 85.54% |
| June 30, 2022 | 85.54% |
| May 31, 2022 | 85.54% |
| April 30, 2022 | 85.54% |
| March 31, 2022 | 85.54% |
| February 28, 2022 | 85.54% |
| January 31, 2022 | 85.54% |
| December 31, 2021 | 85.54% |
| November 30, 2021 | 85.54% |
| October 31, 2021 | 85.54% |
| September 30, 2021 | 85.54% |
| August 31, 2021 | 85.54% |
| July 31, 2021 | 85.54% |
| June 30, 2021 | 85.54% |
| May 31, 2021 | 85.95% |
| April 30, 2021 | 90.00% |
| March 31, 2021 | 92.22% |
| February 28, 2021 | 93.65% |
| January 31, 2021 | 93.65% |
| December 31, 2020 | 93.65% |
| November 30, 2020 | 96.57% |
| October 31, 2020 | 97.00% |
| September 30, 2020 | 97.00% |
| August 31, 2020 | 97.00% |
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
74.53%
Minimum
Dec 2023
97.00%
Maximum
Nov 2019
86.64%
Average
85.54%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Titan Mining Corp | 91.20% |
| 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) | 3.834 |
| Beta (5Y) | 1.035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.78% |
| Historical Sharpe Ratio (5Y) | 0.1809 |
| Historical Sortino (5Y) | 0.4326 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.42% |