Sherritt International Corp (S.TO)
0.335
+0.01
(+3.08%)
CAD |
TSX |
May 10, 15:59
Sherritt International Max Drawdown (5Y): 97.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.10% |
March 31, 2024 | 97.10% |
February 29, 2024 | 97.10% |
January 31, 2024 | 97.10% |
December 31, 2023 | 97.10% |
November 30, 2023 | 97.10% |
October 31, 2023 | 97.10% |
September 30, 2023 | 97.10% |
August 31, 2023 | 97.10% |
July 31, 2023 | 97.10% |
June 30, 2023 | 97.10% |
May 31, 2023 | 97.10% |
April 30, 2023 | 97.10% |
March 31, 2023 | 97.10% |
February 28, 2023 | 97.10% |
January 31, 2023 | 97.10% |
December 31, 2022 | 97.10% |
November 30, 2022 | 97.10% |
October 31, 2022 | 97.10% |
September 30, 2022 | 97.10% |
August 31, 2022 | 97.10% |
July 31, 2022 | 97.10% |
June 30, 2022 | 97.10% |
May 31, 2022 | 97.10% |
April 30, 2022 | 97.10% |
Date | Value |
---|---|
March 31, 2022 | 97.10% |
February 28, 2022 | 97.10% |
January 31, 2022 | 97.10% |
December 31, 2021 | 97.10% |
November 30, 2021 | 97.10% |
October 31, 2021 | 97.10% |
September 30, 2021 | 97.10% |
August 31, 2021 | 97.10% |
July 31, 2021 | 97.10% |
June 30, 2021 | 97.10% |
May 31, 2021 | 97.10% |
April 30, 2021 | 97.10% |
March 31, 2021 | 97.10% |
February 28, 2021 | 97.10% |
January 31, 2021 | 97.10% |
December 31, 2020 | 97.10% |
November 30, 2020 | 97.10% |
October 31, 2020 | 97.10% |
September 30, 2020 | 97.10% |
August 31, 2020 | 97.10% |
July 31, 2020 | 97.10% |
June 30, 2020 | 97.10% |
May 31, 2020 | 97.10% |
April 30, 2020 | 97.10% |
March 31, 2020 | 97.10% |
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
96.03%
Minimum
May 2019
97.10%
Maximum
Mar 2020
96.92%
Average
97.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
St-Georges Eco-Mining Corp | 98.78% |
37 Capital Inc | 99.00% |
Renforth Resources Inc | 91.30% |
Winston Gold Corp | 94.59% |
Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.611 |
Beta (5Y) | 1.575 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.70% |
Historical Sharpe Ratio (5Y) | 0.1236 |
Historical Sortino (5Y) | 0.2655 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.07% |