Starcore International Mines Ltd (SAM.TO)
0.13
-0.02
(-10.34%)
CAD |
TSX |
Jun 28, 16:00
Starcore International Mines Max Drawdown (5Y): 94.44% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 94.44% |
April 30, 2024 | 94.44% |
March 31, 2024 | 94.44% |
February 29, 2024 | 94.44% |
January 31, 2024 | 94.44% |
December 31, 2023 | 94.44% |
November 30, 2023 | 94.44% |
October 31, 2023 | 94.44% |
September 30, 2023 | 94.44% |
August 31, 2023 | 94.44% |
July 31, 2023 | 94.44% |
June 30, 2023 | 94.44% |
May 31, 2023 | 94.44% |
April 30, 2023 | 94.44% |
March 31, 2023 | 94.44% |
February 28, 2023 | 94.44% |
January 31, 2023 | 94.44% |
December 31, 2022 | 94.44% |
November 30, 2022 | 94.44% |
October 31, 2022 | 94.44% |
September 30, 2022 | 94.44% |
August 31, 2022 | 94.44% |
July 31, 2022 | 94.44% |
June 30, 2022 | 94.44% |
May 31, 2022 | 94.44% |
Date | Value |
---|---|
April 30, 2022 | 94.44% |
March 31, 2022 | 94.44% |
February 28, 2022 | 94.44% |
January 31, 2022 | 94.44% |
December 31, 2021 | 94.44% |
November 30, 2021 | 94.44% |
October 31, 2021 | 94.44% |
September 30, 2021 | 94.44% |
August 31, 2021 | 94.44% |
July 31, 2021 | 94.44% |
June 30, 2021 | 94.44% |
May 31, 2021 | 94.44% |
April 30, 2021 | 94.44% |
March 31, 2021 | 94.44% |
February 28, 2021 | 94.44% |
January 31, 2021 | 94.44% |
December 31, 2020 | 94.44% |
November 30, 2020 | 94.44% |
October 31, 2020 | 94.44% |
September 30, 2020 | 94.44% |
August 31, 2020 | 94.44% |
July 31, 2020 | 94.44% |
June 30, 2020 | 94.44% |
May 31, 2020 | 94.44% |
April 30, 2020 | 94.44% |
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
92.22%
Minimum
Jun 2019
94.44%
Maximum
Nov 2019
94.27%
Average
94.44%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Iamgold Corp | 83.52% |
Amex Exploration Inc | 74.94% |
Lode Gold Resources Inc | 95.31% |
Osisko Development Corp | 96.02% |
Osisko Mining Inc | 67.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.356 |
Beta (5Y) | 0.4141 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.56% |
Historical Sharpe Ratio (5Y) | 0.124 |
Historical Sortino (5Y) | 0.315 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |