Royal Helium Ltd (RHC.V)
0.045
0.00 (0.00%)
CAD |
TSXV |
Nov 14, 16:00
Royal Helium Max Drawdown (5Y): 98.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.33% |
| August 31, 2024 | 98.33% |
| July 31, 2024 | 98.33% |
| June 30, 2024 | 98.33% |
| May 31, 2024 | 98.33% |
| April 30, 2024 | 98.33% |
| March 31, 2024 | 98.33% |
| February 29, 2024 | 98.33% |
| January 31, 2024 | 99.09% |
| December 31, 2023 | 99.14% |
| November 30, 2023 | 99.14% |
| October 31, 2023 | 99.14% |
| September 30, 2023 | 99.14% |
| August 31, 2023 | 99.14% |
| July 31, 2023 | 99.14% |
| June 30, 2023 | 99.14% |
| May 31, 2023 | 99.14% |
| April 30, 2023 | 99.14% |
| March 31, 2023 | 99.14% |
| February 28, 2023 | 99.14% |
| January 31, 2023 | 99.14% |
| December 31, 2022 | 99.14% |
| November 30, 2022 | 99.14% |
| October 31, 2022 | 99.14% |
| September 30, 2022 | 99.14% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.14% |
| July 31, 2022 | 99.14% |
| June 30, 2022 | 99.14% |
| May 31, 2022 | 99.14% |
| April 30, 2022 | 99.14% |
| March 31, 2022 | 99.14% |
| February 28, 2022 | 99.14% |
| January 31, 2022 | 99.14% |
| December 31, 2021 | 99.14% |
| November 30, 2021 | 99.14% |
| October 31, 2021 | 99.14% |
| September 30, 2021 | 99.14% |
| August 31, 2021 | 99.14% |
| July 31, 2021 | 99.14% |
| June 30, 2021 | 99.14% |
| May 31, 2021 | 99.14% |
| April 30, 2021 | 99.14% |
| March 31, 2021 | 99.14% |
| February 28, 2021 | 99.14% |
| January 31, 2021 | 99.14% |
| December 31, 2020 | 99.14% |
| November 30, 2020 | 99.14% |
| October 31, 2020 | 99.14% |
| September 30, 2020 | 99.14% |
| August 31, 2020 | 99.14% |
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
98.33%
Minimum
Feb 2024
99.14%
Maximum
Nov 2019
99.03%
Average
99.14%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| 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% |
| G2 Energy Corp | 99.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.53 |
| Beta (5Y) | 2.251 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 183.4% |
| Historical Sharpe Ratio (5Y) | -0.0907 |
| Historical Sortino (5Y) | -0.3605 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.71% |