Rubellite Energy Inc (RBY.TO)
2.10
+0.01
(+0.48%)
CAD |
TSX |
Nov 05, 11:02
Rubellite Energy Max Drawdown (5Y): 99.90% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.90% |
August 31, 2024 | 99.90% |
July 31, 2024 | 99.90% |
June 30, 2024 | 99.90% |
May 31, 2024 | 99.90% |
April 30, 2024 | 99.90% |
March 31, 2024 | 99.90% |
February 29, 2024 | 99.90% |
January 31, 2024 | 99.90% |
December 31, 2023 | 99.90% |
November 30, 2023 | 99.90% |
October 31, 2023 | 99.90% |
September 30, 2023 | 99.90% |
August 31, 2023 | 99.90% |
July 31, 2023 | 99.90% |
June 30, 2023 | 99.90% |
May 31, 2023 | 99.90% |
April 30, 2023 | 99.90% |
March 31, 2023 | 99.90% |
February 28, 2023 | 99.90% |
January 31, 2023 | 99.90% |
December 31, 2022 | 99.90% |
November 30, 2022 | 99.90% |
October 31, 2022 | 99.90% |
September 30, 2022 | 99.90% |
Date | Value |
---|---|
August 31, 2022 | 99.90% |
July 31, 2022 | 99.90% |
June 30, 2022 | 99.90% |
May 31, 2022 | 99.90% |
April 30, 2022 | 99.90% |
March 31, 2022 | 99.90% |
February 28, 2022 | 99.90% |
January 31, 2022 | 99.90% |
December 31, 2021 | 99.90% |
November 30, 2021 | 99.90% |
October 31, 2021 | 99.90% |
September 30, 2021 | 99.90% |
August 31, 2021 | 99.90% |
July 31, 2021 | 99.90% |
June 30, 2021 | 99.90% |
May 31, 2021 | 99.90% |
April 30, 2021 | 99.90% |
March 31, 2021 | 99.90% |
February 28, 2021 | 99.90% |
January 31, 2021 | 99.90% |
December 31, 2020 | 99.90% |
November 30, 2020 | 99.90% |
October 31, 2020 | 99.90% |
September 30, 2020 | 99.90% |
August 31, 2020 | 99.90% |
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
99.69%
Minimum
Nov 2019
99.90%
Maximum
Mar 2020
99.89%
Average
99.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Perpetual Energy Inc | 99.90% |
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
James Bay Resources Ltd | 91.94% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 49.59 |
Beta (5Y) | 1.315 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 295.2% |
Historical Sharpe Ratio (5Y) | 0.2074 |
Historical Sortino (5Y) | 1.287 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.00% |