Running Fox Resource Corp (RUN.H.V)
0.005
0.00 (0.00%)
CAD |
TSXV |
Jun 17, 16:00
Running Fox Resource Max Drawdown (5Y): 90.91% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 90.91% |
| April 30, 2024 | 90.91% |
| March 31, 2024 | 90.91% |
| February 29, 2024 | 90.91% |
| January 31, 2024 | 90.91% |
| December 31, 2023 | 90.91% |
| November 30, 2023 | 90.91% |
| October 31, 2023 | 90.91% |
| September 30, 2023 | 90.91% |
| August 31, 2023 | 90.91% |
| July 31, 2023 | 90.91% |
| June 30, 2023 | 90.91% |
| May 31, 2023 | 81.82% |
| April 30, 2023 | 81.82% |
| March 31, 2023 | 81.82% |
| February 28, 2023 | 81.82% |
| January 31, 2023 | 81.82% |
| December 31, 2022 | 81.82% |
| November 30, 2022 | 81.82% |
| October 31, 2022 | 81.82% |
| September 30, 2022 | 81.82% |
| August 31, 2022 | 81.82% |
| July 31, 2022 | 81.82% |
| June 30, 2022 | 81.82% |
| May 31, 2022 | 81.82% |
| Date | Value |
|---|---|
| April 30, 2022 | 81.82% |
| March 31, 2022 | 81.82% |
| February 28, 2022 | 81.82% |
| January 31, 2022 | 81.82% |
| December 31, 2021 | 81.82% |
| November 30, 2021 | 81.82% |
| October 31, 2021 | 81.82% |
| September 30, 2021 | 83.33% |
| August 31, 2021 | 84.62% |
| July 31, 2021 | 85.71% |
| June 30, 2021 | 88.89% |
| May 31, 2021 | 90.00% |
| April 30, 2021 | 90.00% |
| March 31, 2021 | 90.00% |
| February 28, 2021 | 91.84% |
| January 31, 2021 | 91.84% |
| December 31, 2020 | 94.00% |
| November 30, 2020 | 95.00% |
| October 31, 2020 | 96.67% |
| September 30, 2020 | 96.77% |
| August 31, 2020 | 96.77% |
| July 31, 2020 | 96.77% |
| June 30, 2020 | 96.77% |
| May 31, 2020 | 96.77% |
| April 30, 2020 | 96.77% |
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
81.82%
Minimum
Oct 2021
96.77%
Maximum
Jun 2019
89.29%
Average
90.91%
Median
Jun 2023
Max Drawdown (5Y) Benchmarks
| Scandium International Mining Corp | 93.85% |
| Lion Copper and Gold Corp | 84.75% |
| Taranis Resources Inc | 73.33% |
| Western Magnesium Corp | 89.66% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.62 |
| Beta (5Y) | -0.6372 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.8% |
| Historical Sharpe Ratio (5Y) | -0.2062 |
| Historical Sortino (5Y) | -0.4095 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |