Spey Resources Corp (SPEY.CX)
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(+11.11%)
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CNSX |
Nov 13, 16:00
Spey Resources Max Drawdown (5Y): 99.42% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.42% |
| August 31, 2024 | 99.25% |
| July 31, 2024 | 99.17% |
| June 30, 2024 | 99.17% |
| May 31, 2024 | 99.17% |
| April 30, 2024 | 99.17% |
| March 31, 2024 | 98.33% |
| February 29, 2024 | 98.33% |
| January 31, 2024 | 97.50% |
| December 31, 2023 | 97.50% |
| November 30, 2023 | 97.50% |
| October 31, 2023 | 97.50% |
| September 30, 2023 | 95.00% |
| August 31, 2023 | 94.17% |
| July 31, 2023 | 94.17% |
| June 30, 2023 | 94.17% |
| May 31, 2023 | 94.17% |
| April 30, 2023 | 93.33% |
| March 31, 2023 | 91.67% |
| February 28, 2023 | 89.17% |
| January 31, 2023 | 89.17% |
| December 31, 2022 | 86.67% |
| November 30, 2022 | 86.67% |
| October 31, 2022 | 86.67% |
| September 30, 2022 | 86.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.67% |
| July 31, 2022 | 86.67% |
| June 30, 2022 | 86.67% |
| May 31, 2022 | 86.67% |
| April 30, 2022 | 86.67% |
| March 31, 2022 | 86.67% |
| February 28, 2022 | 86.67% |
| January 31, 2022 | 86.67% |
| December 31, 2021 | 86.67% |
| November 30, 2021 | 86.67% |
| October 31, 2021 | 86.67% |
| September 30, 2021 | 86.67% |
| August 31, 2021 | 86.67% |
| July 31, 2021 | 86.67% |
| June 30, 2021 | 86.67% |
| May 31, 2021 | 86.67% |
| April 30, 2021 | 86.67% |
| March 31, 2021 | 86.67% |
| February 28, 2021 | 86.67% |
| January 31, 2021 | 86.67% |
| December 31, 2020 | 86.67% |
| November 30, 2020 | 86.67% |
| October 31, 2020 | 86.67% |
| September 30, 2020 | 86.67% |
| August 31, 2020 | 86.67% |
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
80.00%
Minimum
Nov 2019
99.42%
Maximum
Sep 2024
89.61%
Average
86.67%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.61 |
| Beta (5Y) | 1.391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.6% |
| Historical Sharpe Ratio (5Y) | -0.3756 |
| Historical Sortino (5Y) | -0.7019 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.72% |