Stelco Holdings Inc (STLC.TO)
39.73
+0.43
(+1.09%)
CAD |
TSX |
May 03, 16:00
Stelco Holdings Max Drawdown (5Y): 84.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.65% |
March 31, 2024 | 84.65% |
February 29, 2024 | 84.65% |
January 31, 2024 | 84.65% |
December 31, 2023 | 84.65% |
November 30, 2023 | 84.65% |
October 31, 2023 | 84.65% |
September 30, 2023 | 84.65% |
August 31, 2023 | 84.65% |
July 31, 2023 | 84.65% |
June 30, 2023 | 84.65% |
May 31, 2023 | 84.65% |
April 30, 2023 | 84.65% |
March 31, 2023 | 84.65% |
February 28, 2023 | 84.65% |
January 31, 2023 | 84.65% |
December 31, 2022 | 84.65% |
November 30, 2022 | 84.65% |
October 31, 2022 | 84.65% |
September 30, 2022 | 84.65% |
August 31, 2022 | 84.65% |
July 31, 2022 | 84.65% |
June 30, 2022 | 84.65% |
May 31, 2022 | 84.65% |
April 30, 2022 | 84.65% |
Date | Value |
---|---|
March 31, 2022 | 84.65% |
February 28, 2022 | 84.65% |
January 31, 2022 | 84.65% |
December 31, 2021 | 84.65% |
November 30, 2021 | 84.65% |
October 31, 2021 | 84.65% |
September 30, 2021 | 84.65% |
August 31, 2021 | 84.65% |
July 31, 2021 | 84.65% |
June 30, 2021 | 84.65% |
May 31, 2021 | 84.65% |
April 30, 2021 | 84.65% |
March 31, 2021 | 84.65% |
February 28, 2021 | 84.65% |
January 31, 2021 | 84.65% |
December 31, 2020 | 84.65% |
November 30, 2020 | 84.65% |
October 31, 2020 | 84.65% |
September 30, 2020 | 84.65% |
August 31, 2020 | 84.65% |
July 31, 2020 | 84.65% |
June 30, 2020 | 84.65% |
May 31, 2020 | 84.65% |
April 30, 2020 | 84.65% |
March 31, 2020 | 84.65% |
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
44.37%
Minimum
May 2019
84.65%
Maximum
Mar 2020
80.04%
Average
84.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AAPKI Ventures Inc | 99.92% |
Nexco Resources Inc | 97.40% |
Spey Resources Corp | 99.17% |
MegaWatt Lithium and Battery Metals Corp | -- |
Mongoose Mining Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.120 |
Beta (5Y) | 2.478 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.09% |
Historical Sharpe Ratio (5Y) | 0.4465 |
Historical Sortino (5Y) | 0.7207 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.91% |