Phenom Resources Corp (PHNM.V)
0.46
+0.01
(+2.22%)
CAD |
TSXV |
May 31, 16:00
Phenom Resources Max Drawdown (5Y): 93.46% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 93.46% |
| April 30, 2024 | 93.46% |
| March 31, 2024 | 93.46% |
| February 29, 2024 | 93.46% |
| January 31, 2024 | 93.46% |
| December 31, 2023 | 93.46% |
| November 30, 2023 | 93.46% |
| October 31, 2023 | 93.46% |
| September 30, 2023 | 93.46% |
| August 31, 2023 | 93.46% |
| July 31, 2023 | 93.46% |
| June 30, 2023 | 93.46% |
| May 31, 2023 | 93.46% |
| April 30, 2023 | 93.46% |
| March 31, 2023 | 93.46% |
| February 28, 2023 | 93.46% |
| January 31, 2023 | 93.46% |
| December 31, 2022 | 93.46% |
| November 30, 2022 | 93.46% |
| October 31, 2022 | 93.46% |
| September 30, 2022 | 93.46% |
| August 31, 2022 | 93.46% |
| July 31, 2022 | 93.46% |
| June 30, 2022 | 93.46% |
| May 31, 2022 | 93.46% |
| Date | Value |
|---|---|
| April 30, 2022 | 93.46% |
| March 31, 2022 | 93.46% |
| February 28, 2022 | 93.46% |
| January 31, 2022 | 93.46% |
| December 31, 2021 | 93.46% |
| November 30, 2021 | 93.46% |
| October 31, 2021 | 93.46% |
| September 30, 2021 | 93.46% |
| August 31, 2021 | 93.46% |
| July 31, 2021 | 93.46% |
| June 30, 2021 | 93.46% |
| May 31, 2021 | 93.46% |
| April 30, 2021 | 93.46% |
| March 31, 2021 | 93.46% |
| February 28, 2021 | 93.46% |
| January 31, 2021 | 94.00% |
| December 31, 2020 | 98.57% |
| November 30, 2020 | 98.57% |
| October 31, 2020 | 98.67% |
| September 30, 2020 | 98.75% |
| August 31, 2020 | 99.17% |
| July 31, 2020 | 99.17% |
| June 30, 2020 | 99.17% |
| May 31, 2020 | 99.17% |
| April 30, 2020 | 99.17% |
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
93.46%
Minimum
Feb 2021
99.17%
Maximum
Jun 2019
95.24%
Average
93.46%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Metals Creek Resources Corp | 90.70% |
| C3 Metals Inc | 88.70% |
| Nouveau Monde Graphite Inc | 90.11% |
| Outback Goldfields Corp | -- |
| Quetzal Copper Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.06 |
| Beta (5Y) | 1.484 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.03% |
| Historical Sharpe Ratio (5Y) | 0.0262 |
| Historical Sortino (5Y) | 0.0591 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.78% |