Standard Lithium Corp (SLI.V)
1.78
-0.07
(-3.78%)
CAD |
TSXV |
May 03, 16:00
Standard Lithium Max Drawdown (5Y): 90.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.39% |
| March 31, 2024 | 89.93% |
| February 29, 2024 | 89.80% |
| January 31, 2024 | 89.61% |
| December 31, 2023 | 84.25% |
| November 30, 2023 | 83.99% |
| October 31, 2023 | 83.99% |
| September 30, 2023 | 83.99% |
| August 31, 2023 | 83.99% |
| July 31, 2023 | 83.99% |
| June 30, 2023 | 83.99% |
| May 31, 2023 | 83.99% |
| April 30, 2023 | 83.99% |
| March 31, 2023 | 83.99% |
| February 28, 2023 | 83.99% |
| January 31, 2023 | 83.99% |
| December 31, 2022 | 83.99% |
| November 30, 2022 | 83.99% |
| October 31, 2022 | 83.99% |
| September 30, 2022 | 83.99% |
| August 31, 2022 | 83.99% |
| July 31, 2022 | 83.99% |
| June 30, 2022 | 83.99% |
| May 31, 2022 | 83.99% |
| April 30, 2022 | 83.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.99% |
| February 28, 2022 | 83.99% |
| January 31, 2022 | 83.99% |
| December 31, 2021 | 83.99% |
| November 30, 2021 | 83.99% |
| October 31, 2021 | 83.99% |
| September 30, 2021 | 83.99% |
| August 31, 2021 | 83.99% |
| July 31, 2021 | 83.99% |
| June 30, 2021 | 83.99% |
| May 31, 2021 | 83.99% |
| April 30, 2021 | 86.67% |
| March 31, 2021 | 86.67% |
| February 28, 2021 | 86.67% |
| January 31, 2021 | 93.33% |
| December 31, 2020 | 95.00% |
| November 30, 2020 | 96.00% |
| October 31, 2020 | 96.00% |
| September 30, 2020 | 97.27% |
| August 31, 2020 | 97.27% |
| July 31, 2020 | 97.27% |
| June 30, 2020 | 97.27% |
| May 31, 2020 | 97.27% |
| April 30, 2020 | 97.27% |
| March 31, 2020 | 97.27% |
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
83.99%
Minimum
May 2021
97.27%
Maximum
May 2019
89.03%
Average
83.99%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Lithium Americas (Argentina) Corp | 89.96% |
| Lithium South Development Corp | 98.59% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.446 |
| Beta (5Y) | 1.853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.06% |
| Historical Sharpe Ratio (5Y) | 0.1589 |
| Historical Sortino (5Y) | 0.408 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.55% |