Sienna Resources Inc (SIE.V)
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TSXV |
May 02, 10:22
Sienna Resources Max Drawdown (5Y): 93.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.42% |
| March 31, 2024 | 93.42% |
| February 29, 2024 | 93.42% |
| January 31, 2024 | 93.42% |
| December 31, 2023 | 93.42% |
| November 30, 2023 | 93.42% |
| October 31, 2023 | 93.42% |
| September 30, 2023 | 93.42% |
| August 31, 2023 | 93.42% |
| July 31, 2023 | 93.42% |
| June 30, 2023 | 93.42% |
| May 31, 2023 | 93.42% |
| April 30, 2023 | 93.42% |
| March 31, 2023 | 93.42% |
| February 28, 2023 | 93.42% |
| January 31, 2023 | 93.42% |
| December 31, 2022 | 93.42% |
| November 30, 2022 | 93.42% |
| October 31, 2022 | 93.42% |
| September 30, 2022 | 93.42% |
| August 31, 2022 | 93.42% |
| July 31, 2022 | 93.42% |
| June 30, 2022 | 93.42% |
| May 31, 2022 | 93.42% |
| April 30, 2022 | 93.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.42% |
| February 28, 2022 | 93.42% |
| January 31, 2022 | 93.42% |
| December 31, 2021 | 93.42% |
| November 30, 2021 | 93.42% |
| October 31, 2021 | 93.42% |
| September 30, 2021 | 93.42% |
| August 31, 2021 | 93.42% |
| July 31, 2021 | 93.42% |
| June 30, 2021 | 93.42% |
| May 31, 2021 | 93.42% |
| April 30, 2021 | 93.42% |
| March 31, 2021 | 93.42% |
| February 28, 2021 | 93.42% |
| January 31, 2021 | 94.44% |
| December 31, 2020 | 96.33% |
| November 30, 2020 | 98.33% |
| October 31, 2020 | 99.33% |
| September 30, 2020 | 99.33% |
| August 31, 2020 | 99.33% |
| July 31, 2020 | 99.33% |
| June 30, 2020 | 99.33% |
| May 31, 2020 | 99.33% |
| April 30, 2020 | 99.33% |
| March 31, 2020 | 99.33% |
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
93.42%
Minimum
Feb 2021
99.33%
Maximum
May 2019
95.34%
Average
93.42%
Median
Feb 2021
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) | -26.52 |
| Beta (5Y) | 1.654 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 113.2% |
| Historical Sharpe Ratio (5Y) | -0.1324 |
| Historical Sortino (5Y) | -0.3714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.82% |