Spark Energy Minerals Inc (SPRK.CX)
0.06
-0.01
(-14.29%)
CAD |
CNSX |
Jul 03, 16:00
Spark Energy Minerals Max Drawdown (5Y): 98.96% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 98.96% |
May 31, 2024 | 98.96% |
April 30, 2024 | 98.96% |
March 31, 2024 | 98.96% |
February 29, 2024 | 98.96% |
January 31, 2024 | 98.96% |
December 31, 2023 | 98.96% |
November 30, 2023 | 98.96% |
October 31, 2023 | 98.96% |
September 30, 2023 | 98.96% |
August 31, 2023 | 98.96% |
July 31, 2023 | 98.96% |
June 30, 2023 | 98.96% |
May 31, 2023 | 98.96% |
April 30, 2023 | 98.96% |
March 31, 2023 | 98.96% |
February 28, 2023 | 98.96% |
January 31, 2023 | 98.96% |
December 31, 2022 | 98.96% |
November 30, 2022 | 98.96% |
October 31, 2022 | 98.96% |
September 30, 2022 | 98.96% |
August 31, 2022 | 98.96% |
July 31, 2022 | 98.96% |
June 30, 2022 | 98.96% |
Date | Value |
---|---|
May 31, 2022 | 98.54% |
April 30, 2022 | 98.33% |
March 31, 2022 | 97.50% |
February 28, 2022 | 97.29% |
January 31, 2022 | 97.29% |
December 31, 2021 | 96.98% |
November 30, 2021 | 95.36% |
October 31, 2021 | 95.16% |
September 30, 2021 | 95.16% |
August 31, 2021 | 95.16% |
July 31, 2021 | 95.16% |
June 30, 2021 | 95.16% |
May 31, 2021 | 95.16% |
April 30, 2021 | 95.16% |
March 31, 2021 | 95.16% |
February 28, 2021 | 95.16% |
January 31, 2021 | 95.16% |
December 31, 2020 | 95.16% |
November 30, 2020 | 95.16% |
October 31, 2020 | 95.16% |
September 30, 2020 | 95.16% |
August 31, 2020 | 95.16% |
July 31, 2020 | 95.16% |
June 30, 2020 | 95.16% |
May 31, 2020 | 95.16% |
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
95.16%
Minimum
Feb 2020
99.87%
Maximum
Jul 2019
97.44%
Average
98.44%
Median
Max Drawdown (5Y) Benchmarks
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) | -47.52 |
Beta (5Y) | 1.682 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.7% |
Historical Sharpe Ratio (5Y) | -0.3189 |
Historical Sortino (5Y) | -0.7479 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.46% |