South Pacific Metals Corp (SPMC.V)
0.59
-0.04
(-6.35%)
CAD |
TSXV |
Nov 15, 16:00
South Pacific Metals Max Drawdown (5Y): 99.49% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.49% |
| August 31, 2024 | 99.49% |
| July 31, 2024 | 99.49% |
| June 30, 2024 | 99.49% |
| May 31, 2024 | 99.49% |
| April 30, 2024 | 99.49% |
| March 31, 2024 | 99.49% |
| February 29, 2024 | 99.48% |
| January 31, 2024 | 94.94% |
| December 31, 2023 | 94.94% |
| November 30, 2023 | 94.94% |
| October 31, 2023 | 94.94% |
| September 30, 2023 | 94.94% |
| August 31, 2023 | 94.94% |
| July 31, 2023 | 93.75% |
| June 30, 2023 | 93.75% |
| May 31, 2023 | 93.75% |
| April 30, 2023 | 93.75% |
| March 31, 2023 | 93.75% |
| February 28, 2023 | 93.75% |
| January 31, 2023 | 93.75% |
| December 31, 2022 | 93.75% |
| November 30, 2022 | 93.75% |
| October 31, 2022 | 93.75% |
| September 30, 2022 | 93.75% |
| Date | Value |
|---|---|
| August 31, 2022 | 93.75% |
| July 31, 2022 | 93.75% |
| June 30, 2022 | 93.75% |
| May 31, 2022 | 93.75% |
| April 30, 2022 | 93.75% |
| March 31, 2022 | 93.75% |
| February 28, 2022 | 93.75% |
| January 31, 2022 | 93.75% |
| December 31, 2021 | 93.75% |
| November 30, 2021 | 93.75% |
| October 31, 2021 | 93.75% |
| September 30, 2021 | 93.75% |
| August 31, 2021 | 93.75% |
| July 31, 2021 | 93.75% |
| June 30, 2021 | 93.75% |
| May 31, 2021 | 93.75% |
| April 30, 2021 | 93.75% |
| March 31, 2021 | 93.75% |
| February 28, 2021 | 93.75% |
| January 31, 2021 | 93.75% |
| December 31, 2020 | 93.75% |
| November 30, 2020 | 93.75% |
| October 31, 2020 | 93.75% |
| September 30, 2020 | 93.75% |
| August 31, 2020 | 93.75% |
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
67.19%
Minimum
Nov 2019
99.49%
Maximum
Mar 2024
93.33%
Average
93.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.35 |
| Beta (5Y) | 0.6458 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 392.8% |
| Historical Sharpe Ratio (5Y) | -0.1136 |
| Historical Sortino (5Y) | -0.6635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.44% |