Scandium International Mining Corp (SCY.TO)
0.025
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
Scandium International Mining Max Drawdown (5Y): 93.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.85% |
| March 31, 2024 | 93.85% |
| February 29, 2024 | 93.85% |
| January 31, 2024 | 93.85% |
| December 31, 2023 | 93.85% |
| November 30, 2023 | 90.77% |
| October 31, 2023 | 90.77% |
| September 30, 2023 | 90.77% |
| August 31, 2023 | 90.77% |
| July 31, 2023 | 88.04% |
| June 30, 2023 | 88.04% |
| May 31, 2023 | 88.04% |
| April 30, 2023 | 88.04% |
| March 31, 2023 | 88.04% |
| February 28, 2023 | 88.04% |
| January 31, 2023 | 88.04% |
| December 31, 2022 | 88.04% |
| November 30, 2022 | 88.04% |
| October 31, 2022 | 88.04% |
| September 30, 2022 | 88.04% |
| August 31, 2022 | 88.04% |
| July 31, 2022 | 88.04% |
| June 30, 2022 | 88.04% |
| May 31, 2022 | 88.04% |
| April 30, 2022 | 88.04% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.04% |
| February 28, 2022 | 88.04% |
| January 31, 2022 | 88.04% |
| December 31, 2021 | 88.04% |
| November 30, 2021 | 88.04% |
| October 31, 2021 | 88.04% |
| September 30, 2021 | 88.04% |
| August 31, 2021 | 88.04% |
| July 31, 2021 | 88.04% |
| June 30, 2021 | 88.04% |
| May 31, 2021 | 88.04% |
| April 30, 2021 | 88.04% |
| March 31, 2021 | 88.04% |
| February 28, 2021 | 88.04% |
| January 31, 2021 | 88.04% |
| December 31, 2020 | 88.04% |
| November 30, 2020 | 88.04% |
| October 31, 2020 | 88.04% |
| September 30, 2020 | 88.04% |
| August 31, 2020 | 88.04% |
| July 31, 2020 | 88.04% |
| June 30, 2020 | 88.04% |
| May 31, 2020 | 88.04% |
| April 30, 2020 | 88.04% |
| March 31, 2020 | 88.04% |
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
80.95%
Minimum
Aug 2019
93.85%
Maximum
Dec 2023
87.75%
Average
88.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Running Fox Resource Corp | 90.91% |
| Lion Copper and Gold Corp | 84.75% |
| Taranis Resources Inc | 73.33% |
| Western Magnesium Corp | 89.66% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.40 |
| Beta (5Y) | 1.423 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.56% |
| Historical Sharpe Ratio (5Y) | -0.4745 |
| Historical Sortino (5Y) | -0.9523 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.41% |