Sustainable Projects Group Inc (SPGX)
0.497
+0.31
(+161.58%)
USD |
OTCM |
Nov 15, 16:00
Sustainable Projects Group Max Drawdown (5Y): 99.76% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.76% |
| August 31, 2024 | 99.76% |
| July 31, 2024 | 99.76% |
| June 30, 2024 | 99.76% |
| May 31, 2024 | 99.76% |
| April 30, 2024 | 99.76% |
| March 31, 2024 | 99.76% |
| February 29, 2024 | 99.76% |
| January 31, 2024 | 99.76% |
| December 31, 2023 | 99.76% |
| November 30, 2023 | 99.76% |
| October 31, 2023 | 99.76% |
| September 30, 2023 | 99.76% |
| August 31, 2023 | 99.76% |
| July 31, 2023 | 99.76% |
| June 30, 2023 | 99.76% |
| May 31, 2023 | 99.76% |
| April 30, 2023 | 99.76% |
| March 31, 2023 | 99.76% |
| February 28, 2023 | 99.76% |
| January 31, 2023 | 99.76% |
| December 31, 2022 | 99.76% |
| November 30, 2022 | 99.76% |
| October 31, 2022 | 99.76% |
| September 30, 2022 | 99.76% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.76% |
| July 31, 2022 | 99.76% |
| June 30, 2022 | 99.76% |
| May 31, 2022 | 99.76% |
| April 30, 2022 | 99.76% |
| March 31, 2022 | 99.76% |
| February 28, 2022 | 99.76% |
| January 31, 2022 | 99.76% |
| December 31, 2021 | 99.76% |
| November 30, 2021 | 99.76% |
| October 31, 2021 | 99.76% |
| September 30, 2021 | 99.76% |
| August 31, 2021 | 99.76% |
| July 31, 2021 | 99.65% |
| June 30, 2021 | 99.65% |
| May 31, 2021 | 99.65% |
| April 30, 2021 | 99.65% |
| March 31, 2021 | 99.65% |
| February 28, 2021 | 99.00% |
| January 31, 2021 | 97.00% |
| December 31, 2020 | 97.00% |
| November 30, 2020 | 97.00% |
| October 31, 2020 | 97.00% |
| September 30, 2020 | 92.50% |
| August 31, 2020 | 92.50% |
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
79.60%
Minimum
Nov 2019
99.76%
Maximum
Aug 2021
96.93%
Average
99.76%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| 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) | 20.64 |
| Beta (5Y) | -4.977 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 712.4% |
| Historical Sharpe Ratio (5Y) | -0.0665 |
| Historical Sortino (5Y) | -0.4514 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 77.10% |