Strategic Metals Ltd (SMD.V)
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Nov 05, 15:25
Strategic Metals Max Drawdown (5Y): 83.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 83.33% |
| August 31, 2024 | 82.05% |
| July 31, 2024 | 80.77% |
| June 30, 2024 | 78.85% |
| May 31, 2024 | 78.21% |
| April 30, 2024 | 78.21% |
| March 31, 2024 | 78.21% |
| February 29, 2024 | 78.21% |
| January 31, 2024 | 77.56% |
| December 31, 2023 | 76.92% |
| November 30, 2023 | 76.92% |
| October 31, 2023 | 75.64% |
| September 30, 2023 | 71.79% |
| August 31, 2023 | 71.79% |
| July 31, 2023 | 71.79% |
| June 30, 2023 | 71.79% |
| May 31, 2023 | 71.79% |
| April 30, 2023 | 71.79% |
| March 31, 2023 | 71.79% |
| February 28, 2023 | 71.79% |
| January 31, 2023 | 71.79% |
| December 31, 2022 | 71.79% |
| November 30, 2022 | 71.79% |
| October 31, 2022 | 71.79% |
| September 30, 2022 | 71.79% |
| Date | Value |
|---|---|
| August 31, 2022 | 71.79% |
| July 31, 2022 | 71.79% |
| June 30, 2022 | 69.88% |
| May 31, 2022 | 69.88% |
| April 30, 2022 | 69.88% |
| March 31, 2022 | 69.88% |
| February 28, 2022 | 69.88% |
| January 31, 2022 | 69.88% |
| December 31, 2021 | 69.88% |
| November 30, 2021 | 69.88% |
| October 31, 2021 | 69.88% |
| September 30, 2021 | 74.71% |
| August 31, 2021 | 76.67% |
| July 31, 2021 | 76.67% |
| June 30, 2021 | 76.67% |
| May 31, 2021 | 76.67% |
| April 30, 2021 | 76.67% |
| March 31, 2021 | 85.67% |
| February 28, 2021 | 90.80% |
| January 31, 2021 | 91.27% |
| December 31, 2020 | 91.51% |
| November 30, 2020 | 93.75% |
| October 31, 2020 | 94.10% |
| September 30, 2020 | 94.10% |
| August 31, 2020 | 94.34% |
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
69.88%
Minimum
Oct 2021
94.34%
Maximum
Nov 2019
79.55%
Average
76.67%
Median
Apr 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 | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.48 |
| Beta (5Y) | 0.9004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.74% |
| Historical Sharpe Ratio (5Y) | -0.5442 |
| Historical Sortino (5Y) | -0.9717 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.54% |