Skeena Resources Ltd (SKE.TO)
10.83
+0.32
(+3.04%)
CAD |
TSX |
Nov 14, 12:21
Skeena Resources Max Drawdown (5Y): 73.87% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 73.87% |
| August 31, 2024 | 73.87% |
| July 31, 2024 | 79.00% |
| June 30, 2024 | 80.50% |
| May 31, 2024 | 81.50% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
73.87%
Minimum
Aug 2024
92.14%
Maximum
Nov 2019
86.79%
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 | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 28.85 |
| Beta (5Y) | 1.552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.52% |
| Historical Sharpe Ratio (5Y) | 0.6305 |
| Historical Sortino (5Y) | 1.464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.40% |