Skeena Resources Ltd (SKE.TO)
6.35
-0.14
(-2.16%)
CAD |
TSX |
May 03, 16:00
Skeena Resources Max Drawdown (5Y): 82.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.75% |
March 31, 2024 | 82.75% |
February 29, 2024 | 82.75% |
January 31, 2024 | 82.75% |
December 31, 2023 | 82.75% |
November 30, 2023 | 86.75% |
October 31, 2023 | 86.75% |
September 30, 2023 | 86.75% |
August 31, 2023 | 86.75% |
July 31, 2023 | 86.75% |
June 30, 2023 | 86.75% |
May 31, 2023 | 86.75% |
April 30, 2023 | 86.75% |
March 31, 2023 | 86.75% |
February 28, 2023 | 86.75% |
January 31, 2023 | 86.75% |
December 31, 2022 | 86.75% |
November 30, 2022 | 86.75% |
October 31, 2022 | 86.75% |
September 30, 2022 | 86.75% |
August 31, 2022 | 86.75% |
July 31, 2022 | 86.75% |
June 30, 2022 | 86.75% |
May 31, 2022 | 86.75% |
April 30, 2022 | 86.75% |
Date | Value |
---|---|
March 31, 2022 | 86.75% |
February 28, 2022 | 86.75% |
January 31, 2022 | 86.75% |
December 31, 2021 | 86.75% |
November 30, 2021 | 86.75% |
October 31, 2021 | 86.75% |
September 30, 2021 | 86.75% |
August 31, 2021 | 86.75% |
July 31, 2021 | 86.75% |
June 30, 2021 | 86.75% |
May 31, 2021 | 86.75% |
April 30, 2021 | 86.75% |
March 31, 2021 | 86.75% |
February 28, 2021 | 86.75% |
January 31, 2021 | 86.75% |
December 31, 2020 | 86.75% |
November 30, 2020 | 90.00% |
October 31, 2020 | 91.43% |
September 30, 2020 | 92.14% |
August 31, 2020 | 92.14% |
July 31, 2020 | 92.14% |
June 30, 2020 | 92.14% |
May 31, 2020 | 92.14% |
April 30, 2020 | 92.14% |
March 31, 2020 | 92.14% |
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
82.75%
Minimum
Dec 2023
92.94%
Maximum
May 2019
88.10%
Average
86.75%
Median
Dec 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) | 13.48 |
Beta (5Y) | 1.586 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.39% |
Historical Sharpe Ratio (5Y) | 0.3696 |
Historical Sortino (5Y) | 0.8353 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.40% |