Stillwater Critical Minerals Corp (PGE.V)
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CAD |
TSXV |
Jun 27, 15:57
Stillwater Critical Minerals Max Drawdown (5Y): 73.20% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 73.20% |
| April 30, 2024 | 73.20% |
| March 31, 2024 | 73.20% |
| February 29, 2024 | 71.43% |
| January 31, 2024 | 71.43% |
| December 31, 2023 | 71.43% |
| November 30, 2023 | 71.43% |
| October 31, 2023 | 71.43% |
| September 30, 2023 | 71.43% |
| August 31, 2023 | 71.43% |
| July 31, 2023 | 71.43% |
| June 30, 2023 | 71.43% |
| May 31, 2023 | 71.43% |
| April 30, 2023 | 71.43% |
| March 31, 2023 | 71.43% |
| February 28, 2023 | 71.43% |
| January 31, 2023 | 71.43% |
| December 31, 2022 | 71.43% |
| November 30, 2022 | 71.43% |
| October 31, 2022 | 71.43% |
| September 30, 2022 | 71.43% |
| August 31, 2022 | 74.44% |
| July 31, 2022 | 79.70% |
| June 30, 2022 | 84.21% |
| May 31, 2022 | 85.71% |
| Date | Value |
|---|---|
| April 30, 2022 | 87.76% |
| March 31, 2022 | 87.76% |
| February 28, 2022 | 87.76% |
| January 31, 2022 | 89.29% |
| December 31, 2021 | 89.29% |
| November 30, 2021 | 93.93% |
| October 31, 2021 | 95.95% |
| September 30, 2021 | 96.43% |
| August 31, 2021 | 96.43% |
| July 31, 2021 | 96.43% |
| June 30, 2021 | 96.43% |
| May 31, 2021 | 96.43% |
| April 30, 2021 | 96.43% |
| March 31, 2021 | 96.43% |
| February 28, 2021 | 96.43% |
| January 31, 2021 | 96.43% |
| December 31, 2020 | 96.43% |
| November 30, 2020 | 96.92% |
| October 31, 2020 | 96.92% |
| September 30, 2020 | 96.92% |
| August 31, 2020 | 98.57% |
| July 31, 2020 | 99.33% |
| June 30, 2020 | 99.33% |
| May 31, 2020 | 99.47% |
| April 30, 2020 | 99.47% |
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
71.43%
Minimum
Sep 2022
99.47%
Maximum
Jun 2019
86.78%
Average
91.61%
Median
Max Drawdown (5Y) Benchmarks
| NextSource Materials Inc | 87.29% |
| Western Copper & Gold Corp | 78.11% |
| Grid Metals Corp | 82.56% |
| Kodiak Copper Corp | 90.73% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.222 |
| Beta (5Y) | 1.782 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.70% |
| Historical Sharpe Ratio (5Y) | 0.1012 |
| Historical Sortino (5Y) | 0.2146 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |