Rupert Resources Ltd (RUP.TO)
3.99
-0.06
(-1.48%)
CAD |
TSX |
May 21, 16:00
Rupert Resources Max Drawdown (5Y): 58.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.21% |
| March 31, 2024 | 58.21% |
| February 29, 2024 | 58.21% |
| January 31, 2024 | 58.21% |
| December 31, 2023 | 58.21% |
| November 30, 2023 | 58.21% |
| October 31, 2023 | 57.14% |
| September 30, 2023 | 57.14% |
| August 31, 2023 | 57.14% |
| July 31, 2023 | 57.14% |
| June 30, 2023 | 57.14% |
| May 31, 2023 | 57.14% |
| April 30, 2023 | 57.14% |
| March 31, 2023 | 57.14% |
| February 28, 2023 | 57.14% |
| January 31, 2023 | 57.14% |
| December 31, 2022 | 57.14% |
| November 30, 2022 | 57.14% |
| October 31, 2022 | 57.14% |
| September 30, 2022 | 57.14% |
| August 31, 2022 | 57.14% |
| July 31, 2022 | 57.14% |
| June 30, 2022 | 57.14% |
| May 31, 2022 | 57.14% |
| April 30, 2022 | 57.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.14% |
| February 28, 2022 | 57.14% |
| January 31, 2022 | 57.14% |
| December 31, 2021 | 57.14% |
| November 30, 2021 | 57.14% |
| October 31, 2021 | 57.14% |
| September 30, 2021 | 57.14% |
| August 31, 2021 | 57.14% |
| July 31, 2021 | 57.14% |
| June 30, 2021 | 57.14% |
| May 31, 2021 | 57.14% |
| April 30, 2021 | 57.14% |
| March 31, 2021 | 57.14% |
| February 28, 2021 | 57.14% |
| January 31, 2021 | 57.14% |
| December 31, 2020 | 76.00% |
| November 30, 2020 | 94.03% |
| October 31, 2020 | 94.29% |
| September 30, 2020 | 94.29% |
| August 31, 2020 | 94.29% |
| July 31, 2020 | 94.29% |
| June 30, 2020 | 94.29% |
| May 31, 2020 | 94.29% |
| April 30, 2020 | 94.29% |
| March 31, 2020 | 94.29% |
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
57.14%
Minimum
Jan 2021
94.29%
Maximum
May 2019
69.32%
Average
57.14%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| B2Gold Corp | 62.63% |
| Kinross Gold Corp | 68.19% |
| Aurion Resources Ltd | 86.03% |
| Liberty Gold Corp | 90.04% |
| Arizona Sonoran Copper Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 27.01 |
| Beta (5Y) | 1.309 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.93% |
| Historical Sharpe Ratio (5Y) | 0.4156 |
| Historical Sortino (5Y) | 1.529 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.69% |