Salazar Resources Ltd (SRL.V)
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TSXV |
Nov 04, 12:42
Salazar Resources Max Drawdown (5Y): 89.16% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 89.16% |
| August 31, 2024 | 89.16% |
| July 31, 2024 | 89.16% |
| June 30, 2024 | 89.16% |
| May 31, 2024 | 89.16% |
| April 30, 2024 | 89.16% |
| March 31, 2024 | 89.16% |
| February 29, 2024 | 89.16% |
| January 31, 2024 | 89.16% |
| December 31, 2023 | 89.16% |
| November 30, 2023 | 89.16% |
| October 31, 2023 | 87.95% |
| September 30, 2023 | 87.95% |
| August 31, 2023 | 87.95% |
| July 31, 2023 | 87.95% |
| June 30, 2023 | 87.95% |
| May 31, 2023 | 87.95% |
| April 30, 2023 | 80.72% |
| March 31, 2023 | 80.72% |
| February 28, 2023 | 75.90% |
| January 31, 2023 | 75.90% |
| December 31, 2022 | 75.90% |
| November 30, 2022 | 75.90% |
| October 31, 2022 | 73.49% |
| September 30, 2022 | 72.29% |
| Date | Value |
|---|---|
| August 31, 2022 | 71.08% |
| July 31, 2022 | 71.08% |
| June 30, 2022 | 69.70% |
| May 31, 2022 | 79.17% |
| April 30, 2022 | 79.17% |
| March 31, 2022 | 79.17% |
| February 28, 2022 | 79.17% |
| January 31, 2022 | 79.17% |
| December 31, 2021 | 79.17% |
| November 30, 2021 | 83.06% |
| October 31, 2021 | 84.68% |
| September 30, 2021 | 85.42% |
| August 31, 2021 | 85.42% |
| July 31, 2021 | 88.61% |
| June 30, 2021 | 88.61% |
| May 31, 2021 | 89.87% |
| April 30, 2021 | 89.87% |
| March 31, 2021 | 90.59% |
| February 28, 2021 | 90.59% |
| January 31, 2021 | 93.33% |
| December 31, 2020 | 94.29% |
| November 30, 2020 | 96.25% |
| October 31, 2020 | 96.25% |
| September 30, 2020 | 96.25% |
| August 31, 2020 | 97.50% |
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
69.70%
Minimum
Jun 2022
97.50%
Maximum
Nov 2019
87.02%
Average
89.16%
Median
Nov 2023
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) | -24.49 |
| Beta (5Y) | 0.9262 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.05% |
| Historical Sharpe Ratio (5Y) | -0.2628 |
| Historical Sortino (5Y) | -0.4919 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |