Touchstone Exploration Inc (PBEGF)
0.4184
0.00 (0.00%)
USD |
OTCM |
May 20, 10:04
Touchstone Exploration Max Drawdown (5Y): 78.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.57% |
| March 31, 2024 | 78.57% |
| February 29, 2024 | 78.57% |
| January 31, 2024 | 82.76% |
| December 31, 2023 | 91.92% |
| November 30, 2023 | 91.92% |
| October 31, 2023 | 91.92% |
| September 30, 2023 | 92.84% |
| August 31, 2023 | 92.84% |
| July 31, 2023 | 92.84% |
| June 30, 2023 | 92.84% |
| May 31, 2023 | 92.84% |
| April 30, 2023 | 92.84% |
| March 31, 2023 | 92.84% |
| February 28, 2023 | 92.84% |
| January 31, 2023 | 93.15% |
| December 31, 2022 | 94.69% |
| November 30, 2022 | 94.69% |
| October 31, 2022 | 94.69% |
| September 30, 2022 | 95.90% |
| August 31, 2022 | 96.26% |
| July 31, 2022 | 97.78% |
| June 30, 2022 | 97.95% |
| May 31, 2022 | 98.05% |
| April 30, 2022 | 98.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.29% |
| February 28, 2022 | 98.30% |
| January 31, 2022 | 98.30% |
| December 31, 2021 | 98.30% |
| November 30, 2021 | 98.30% |
| October 31, 2021 | 98.44% |
| September 30, 2021 | 98.57% |
| August 31, 2021 | 98.57% |
| July 31, 2021 | 98.57% |
| June 30, 2021 | 98.57% |
| May 31, 2021 | 98.57% |
| April 30, 2021 | 98.57% |
| March 31, 2021 | 98.57% |
| February 28, 2021 | 98.57% |
| January 31, 2021 | 98.57% |
| December 31, 2020 | 98.57% |
| November 30, 2020 | 98.82% |
| October 31, 2020 | 99.18% |
| September 30, 2020 | 99.18% |
| August 31, 2020 | 99.18% |
| July 31, 2020 | 99.18% |
| June 30, 2020 | 99.18% |
| May 31, 2020 | 99.31% |
| April 30, 2020 | 99.31% |
| March 31, 2020 | 99.31% |
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
78.57%
Minimum
Feb 2024
99.31%
Maximum
May 2019
96.00%
Average
98.37%
Median
Max Drawdown (5Y) Benchmarks
| FEC Resources Inc | 98.38% |
| Sunshine Oilsands Ltd | 100.00% |
| Greenfire Resources Ltd | -- |
| Zenith Energy Ltd | -- |
| Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.892 |
| Beta (5Y) | 0.7513 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.82% |
| Historical Sharpe Ratio (5Y) | 0.1917 |
| Historical Sortino (5Y) | 0.4833 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.17% |