Rockex Mining Corp (RXM.CX)
0.02
0.00 (0.00%)
CAD |
CNSX |
May 03, 16:00
Rockex Mining Max Drawdown (5Y): 97.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.00% |
March 31, 2024 | 97.00% |
February 29, 2024 | 97.00% |
January 31, 2024 | 97.00% |
December 31, 2023 | 97.00% |
November 30, 2023 | 97.00% |
October 31, 2023 | 97.00% |
September 30, 2023 | 98.00% |
August 31, 2023 | 98.00% |
July 31, 2023 | 98.00% |
June 30, 2023 | 98.00% |
May 31, 2023 | 98.00% |
April 30, 2023 | 98.00% |
March 31, 2023 | 98.00% |
February 28, 2023 | 98.00% |
January 31, 2023 | 98.00% |
December 31, 2022 | 98.00% |
November 30, 2022 | 98.00% |
October 31, 2022 | 98.00% |
September 30, 2022 | 98.00% |
August 31, 2022 | 98.00% |
July 31, 2022 | 98.00% |
June 30, 2022 | 98.00% |
May 31, 2022 | 98.00% |
April 30, 2022 | 98.00% |
Date | Value |
---|---|
March 31, 2022 | 98.00% |
February 28, 2022 | 98.00% |
January 31, 2022 | 98.00% |
December 31, 2021 | 98.00% |
November 30, 2021 | 98.00% |
October 31, 2021 | 98.00% |
September 30, 2021 | 98.00% |
August 31, 2021 | 98.00% |
July 31, 2021 | 98.00% |
June 30, 2021 | 98.00% |
May 31, 2021 | 98.00% |
April 30, 2021 | 98.00% |
March 31, 2021 | 98.00% |
February 28, 2021 | 98.00% |
January 31, 2021 | 98.00% |
December 31, 2020 | 98.00% |
November 30, 2020 | 98.00% |
October 31, 2020 | 98.47% |
September 30, 2020 | 98.47% |
August 31, 2020 | 98.47% |
July 31, 2020 | 98.47% |
June 30, 2020 | 98.47% |
May 31, 2020 | 98.47% |
April 30, 2020 | 98.57% |
March 31, 2020 | 99.29% |
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
97.00%
Minimum
Oct 2023
99.64%
Maximum
May 2019
98.20%
Average
98.00%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Labrador Iron Ore Royalty Corp | 57.80% |
Black Iron Inc | 93.75% |
Oceanic Iron Ore Corp | 88.41% |
M3 Metals Corp | 99.17% |
Ares Strategic Mining Inc | 95.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.01 |
Beta (5Y) | 1.577 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.7% |
Historical Sharpe Ratio (5Y) | -0.2508 |
Historical Sortino (5Y) | -0.5231 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |