Running Fox Resource Corp (RUN.H.V)
0.005
0.00 (0.00%)
CAD |
TSXV |
Nov 27, 16:00
Running Fox Resource Max Drawdown (5Y): 90.91% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 90.91% |
August 31, 2024 | 90.91% |
July 31, 2024 | 90.91% |
June 30, 2024 | 90.91% |
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% |
Date | Value |
---|---|
August 31, 2022 | 81.82% |
July 31, 2022 | 81.82% |
June 30, 2022 | 81.82% |
May 31, 2022 | 81.82% |
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 | 91.84% |
February 28, 2021 | 91.84% |
January 31, 2021 | 91.84% |
December 31, 2020 | 94.00% |
November 30, 2020 | 96.67% |
October 31, 2020 | 96.67% |
September 30, 2020 | 96.77% |
August 31, 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
Nov 2019
88.83%
Average
90.91%
Median
Jun 2023
Max Drawdown (5Y) Benchmarks
Scandium International Mining Corp | 95.38% |
Lion Copper and Gold Corp | 84.75% |
Taranis Resources Inc | 73.33% |
Western Magnesium Corp | 89.66% |
Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.09 |
Beta (5Y) | -0.5842 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.9% |
Historical Sharpe Ratio (5Y) | -0.1351 |
Historical Sortino (5Y) | -0.287 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.86% |