Spark Energy Minerals Inc (SPRK.CX)

0.135 -0.01 (-6.90%) CAD  |  CNSX  |  Dec 20, 16:00
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Spark Energy Minerals Max Drawdown (5Y): 98.96% 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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Max Drawdown (5Y) Benchmarks

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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) -59.55
Beta (5Y) 1.909
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 106.8%
Historical Sharpe Ratio (5Y) -0.3825
Historical Sortino (5Y) -0.8541
Monthly Value at Risk (VaR) 5% (5Y Lookback) 40.00%