Sarama Resources Ltd (SWA.V)
0.015
0.00 (0.00%)
CAD |
TSXV |
May 06, 13:17
Sarama Resources Max Drawdown (5Y): 97.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.85% |
| March 31, 2024 | 97.85% |
| February 29, 2024 | 97.85% |
| January 31, 2024 | 97.85% |
| December 31, 2023 | 97.85% |
| November 30, 2023 | 97.85% |
| October 31, 2023 | 97.85% |
| September 30, 2023 | 94.62% |
| August 31, 2023 | 92.93% |
| July 31, 2023 | 92.93% |
| June 30, 2023 | 92.93% |
| May 31, 2023 | 92.93% |
| April 30, 2023 | 92.93% |
| March 31, 2023 | 92.93% |
| February 28, 2023 | 92.93% |
| January 31, 2023 | 92.93% |
| December 31, 2022 | 92.93% |
| November 30, 2022 | 92.93% |
| October 31, 2022 | 92.93% |
| September 30, 2022 | 92.93% |
| August 31, 2022 | 92.93% |
| July 31, 2022 | 92.93% |
| June 30, 2022 | 92.93% |
| May 31, 2022 | 92.93% |
| April 30, 2022 | 92.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.93% |
| February 28, 2022 | 92.93% |
| January 31, 2022 | 92.93% |
| December 31, 2021 | 92.93% |
| November 30, 2021 | 92.93% |
| October 31, 2021 | 92.93% |
| September 30, 2021 | 92.93% |
| August 31, 2021 | 92.93% |
| July 31, 2021 | 92.93% |
| June 30, 2021 | 92.93% |
| May 31, 2021 | 92.93% |
| April 30, 2021 | 92.93% |
| March 31, 2021 | 92.93% |
| February 28, 2021 | 92.93% |
| January 31, 2021 | 94.35% |
| December 31, 2020 | 94.35% |
| November 30, 2020 | 95.16% |
| October 31, 2020 | 95.16% |
| September 30, 2020 | 95.56% |
| August 31, 2020 | 96.37% |
| July 31, 2020 | 96.37% |
| June 30, 2020 | 96.37% |
| May 31, 2020 | 96.37% |
| April 30, 2020 | 96.37% |
| March 31, 2020 | 96.37% |
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
92.93%
Minimum
Feb 2021
97.85%
Maximum
Oct 2023
94.67%
Average
92.93%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| OceanaGold Corp | 77.77% |
| Perseus Mining Ltd | 48.21% |
| RTG Mining Inc | 95.33% |
| Champion Iron Ltd | 62.30% |
| Xanadu Mines Ltd | 94.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.43 |
| Beta (5Y) | 1.409 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.56% |
| Historical Sharpe Ratio (5Y) | -0.5827 |
| Historical Sortino (5Y) | -1.002 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |