Perseus Mining Ltd (PRU.TO)
2.06
-0.04
(-2.14%)
CAD |
TSX |
Apr 30, 09:42
Perseus Mining Max Drawdown (5Y): 48.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 48.21% |
| February 29, 2024 | 48.21% |
| January 31, 2024 | 48.21% |
| December 31, 2023 | 48.21% |
| November 30, 2023 | 50.00% |
| October 31, 2023 | 50.00% |
| September 30, 2023 | 50.75% |
| August 31, 2023 | 50.75% |
| July 31, 2023 | 50.75% |
| June 30, 2023 | 53.73% |
| May 31, 2023 | 53.73% |
| April 30, 2023 | 53.73% |
| March 31, 2023 | 53.73% |
| February 28, 2023 | 53.73% |
| January 31, 2023 | 54.56% |
| December 31, 2022 | 71.11% |
| November 30, 2022 | 78.46% |
| October 31, 2022 | 81.97% |
| September 30, 2022 | 84.94% |
| August 31, 2022 | 85.13% |
| July 31, 2022 | 86.36% |
| June 30, 2022 | 87.45% |
| May 31, 2022 | 89.55% |
| April 30, 2022 | 90.85% |
| March 31, 2022 | 90.85% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.85% |
| January 31, 2022 | 90.85% |
| December 31, 2021 | 90.85% |
| November 30, 2021 | 90.85% |
| October 31, 2021 | 90.85% |
| September 30, 2021 | 90.85% |
| August 31, 2021 | 90.85% |
| July 31, 2021 | 90.85% |
| June 30, 2021 | 90.85% |
| May 31, 2021 | 90.85% |
| April 30, 2021 | 90.85% |
| March 31, 2021 | 90.85% |
| February 28, 2021 | 90.85% |
| January 31, 2021 | 90.85% |
| December 31, 2020 | 91.41% |
| November 30, 2020 | 93.32% |
| October 31, 2020 | 93.32% |
| September 30, 2020 | 93.32% |
| August 31, 2020 | 93.32% |
| July 31, 2020 | 93.32% |
| June 30, 2020 | 93.32% |
| May 31, 2020 | 93.32% |
| April 30, 2020 | 93.32% |
| March 31, 2020 | 93.32% |
| February 29, 2020 | 93.32% |
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
48.21%
Minimum
Dec 2023
95.47%
Maximum
Apr 2019
81.03%
Average
90.85%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| OceanaGold Corp | 77.77% |
| RTG Mining Inc | 95.33% |
| Champion Iron Ltd | 62.30% |
| Xanadu Mines Ltd | 94.09% |
| Graphene Manufacturing Group Ltd | 88.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.92 |
| Beta (5Y) | 1.312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.00% |
| Historical Sharpe Ratio (5Y) | 0.7264 |
| Historical Sortino (5Y) | 1.504 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.00% |