Rockex Mining Corp (RXM.CX)
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Nov 14, 16:00
Rockex Mining Max Drawdown (5Y): 97.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.00% |
| August 31, 2024 | 97.00% |
| July 31, 2024 | 97.00% |
| June 30, 2024 | 97.00% |
| May 31, 2024 | 97.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
99.29%
Maximum
Nov 2019
97.96%
Average
98.00%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Labrador Iron Ore Royalty Corp | 57.80% |
| Black Iron Inc | 94.44% |
| Oceanic Iron Ore Corp | 84.13% |
| M3 Metals Corp | 99.17% |
| Ares Strategic Mining Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.73 |
| Beta (5Y) | 1.096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.9% |
| Historical Sharpe Ratio (5Y) | -0.1969 |
| Historical Sortino (5Y) | -0.3958 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |