Sustainable Projects Group Inc (SPGX)

0.75 -0.01 (-1.32%) USD  |  OTCM  |  Dec 16, 15:47
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Sustainable Projects Group Max Drawdown (5Y): 99.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Rare Element Resources Ltd 93.17%
Nuinsco Resources Ltd 95.04%
Stornoway Diamond Corp 100.00%
TMC The Metals Co Inc --
Ivanhoe Electric Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 23.72
Beta (5Y) -4.403
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 713.3%
Historical Sharpe Ratio (5Y) -0.0492
Historical Sortino (5Y) -0.336
Monthly Value at Risk (VaR) 5% (5Y Lookback) 77.10%