Sokoman Minerals Corp (SIC.V)
0.04
0.00 (0.00%)
CAD |
TSXV |
Jun 03, 16:00
Sokoman Minerals Max Drawdown (5Y): 94.74% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 94.74% |
April 30, 2024 | 94.08% |
March 31, 2024 | 93.42% |
February 29, 2024 | 93.42% |
January 31, 2024 | 92.76% |
December 31, 2023 | 92.76% |
November 30, 2023 | 92.76% |
October 31, 2023 | 91.45% |
September 30, 2023 | 90.79% |
August 31, 2023 | 89.47% |
July 31, 2023 | 89.47% |
June 30, 2023 | 89.29% |
May 31, 2023 | 89.29% |
April 30, 2023 | 89.29% |
March 31, 2023 | 89.29% |
February 28, 2023 | 89.29% |
January 31, 2023 | 89.29% |
December 31, 2022 | 89.29% |
November 30, 2022 | 89.29% |
October 31, 2022 | 89.29% |
September 30, 2022 | 89.29% |
August 31, 2022 | 89.29% |
July 31, 2022 | 89.29% |
June 30, 2022 | 89.29% |
May 31, 2022 | 89.29% |
Date | Value |
---|---|
April 30, 2022 | 89.29% |
March 31, 2022 | 89.29% |
February 28, 2022 | 89.29% |
January 31, 2022 | 89.29% |
December 31, 2021 | 89.29% |
November 30, 2021 | 89.29% |
October 31, 2021 | 89.29% |
September 30, 2021 | 89.29% |
August 31, 2021 | 89.29% |
July 31, 2021 | 89.29% |
June 30, 2021 | 89.29% |
May 31, 2021 | 89.29% |
April 30, 2021 | 89.29% |
March 31, 2021 | 90.32% |
February 28, 2021 | 94.12% |
January 31, 2021 | 94.12% |
December 31, 2020 | 97.06% |
November 30, 2020 | 97.06% |
October 31, 2020 | 97.22% |
September 30, 2020 | 97.22% |
August 31, 2020 | 97.30% |
July 31, 2020 | 97.30% |
June 30, 2020 | 97.30% |
May 31, 2020 | 97.30% |
April 30, 2020 | 97.30% |
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
89.29%
Minimum
Apr 2021
97.30%
Maximum
Jun 2019
92.54%
Average
90.56%
Median
Max Drawdown (5Y) Benchmarks
NextSource Materials Inc | 87.29% |
Grid Metals Corp | 82.56% |
Stillwater Critical Minerals Corp | 73.20% |
Kodiak Copper Corp | 90.73% |
Electric Metals (USA) Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.75 |
Beta (5Y) | 1.807 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.53% |
Historical Sharpe Ratio (5Y) | -0.1534 |
Historical Sortino (5Y) | -0.3544 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.77% |