PPX Mining Corp (PPX.V)
0.065
0.00 (0.00%)
CAD |
TSXV |
Apr 26, 10:52
PPX Mining Max Drawdown (5Y): 85.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 85.00% |
| February 29, 2024 | 85.00% |
| January 31, 2024 | 85.00% |
| December 31, 2023 | 85.00% |
| November 30, 2023 | 85.00% |
| October 31, 2023 | 85.00% |
| September 30, 2023 | 85.00% |
| August 31, 2023 | 85.00% |
| July 31, 2023 | 85.00% |
| June 30, 2023 | 85.00% |
| May 31, 2023 | 85.00% |
| April 30, 2023 | 85.00% |
| March 31, 2023 | 85.00% |
| February 28, 2023 | 85.00% |
| January 31, 2023 | 85.00% |
| December 31, 2022 | 85.00% |
| November 30, 2022 | 85.00% |
| October 31, 2022 | 85.00% |
| September 30, 2022 | 85.00% |
| August 31, 2022 | 85.00% |
| July 31, 2022 | 85.00% |
| June 30, 2022 | 80.65% |
| May 31, 2022 | 85.51% |
| April 30, 2022 | 85.51% |
| March 31, 2022 | 85.51% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.51% |
| January 31, 2022 | 85.51% |
| December 31, 2021 | 85.51% |
| November 30, 2021 | 85.51% |
| October 31, 2021 | 85.51% |
| September 30, 2021 | 85.51% |
| August 31, 2021 | 86.00% |
| July 31, 2021 | 86.00% |
| June 30, 2021 | 86.00% |
| May 31, 2021 | 86.00% |
| April 30, 2021 | 90.00% |
| March 31, 2021 | 92.00% |
| February 28, 2021 | 92.00% |
| January 31, 2021 | 92.00% |
| December 31, 2020 | 92.00% |
| November 30, 2020 | 92.11% |
| October 31, 2020 | 95.33% |
| September 30, 2020 | 96.00% |
| August 31, 2020 | 96.00% |
| July 31, 2020 | 96.00% |
| June 30, 2020 | 96.00% |
| May 31, 2020 | 96.00% |
| April 30, 2020 | 96.00% |
| March 31, 2020 | 96.00% |
| February 29, 2020 | 96.00% |
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
80.65%
Minimum
Jun 2022
96.00%
Maximum
Apr 2019
89.21%
Average
85.51%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.55 |
| Beta (5Y) | 0.6907 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.19% |
| Historical Sharpe Ratio (5Y) | -0.1236 |
| Historical Sortino (5Y) | -0.2409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |