Teck Resources Ltd (TECK.B.TO)
65.97
+0.72
(+1.10%)
CAD |
TSX |
Nov 21, 16:00
Teck Resources Max Drawdown (5Y): 76.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.93% |
| September 30, 2024 | 76.93% |
| August 31, 2024 | 76.93% |
| July 31, 2024 | 76.93% |
| June 30, 2024 | 76.93% |
| May 31, 2024 | 76.93% |
| April 30, 2024 | 76.93% |
| March 31, 2024 | 76.93% |
| February 29, 2024 | 76.93% |
| January 31, 2024 | 76.93% |
| December 31, 2023 | 76.93% |
| November 30, 2023 | 76.93% |
| October 31, 2023 | 76.93% |
| September 30, 2023 | 76.93% |
| August 31, 2023 | 76.93% |
| July 31, 2023 | 76.93% |
| June 30, 2023 | 76.93% |
| May 31, 2023 | 76.93% |
| April 30, 2023 | 76.93% |
| March 31, 2023 | 76.93% |
| February 28, 2023 | 76.93% |
| January 31, 2023 | 76.93% |
| December 31, 2022 | 76.93% |
| November 30, 2022 | 76.93% |
| October 31, 2022 | 76.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.93% |
| August 31, 2022 | 76.93% |
| July 31, 2022 | 76.93% |
| June 30, 2022 | 76.93% |
| May 31, 2022 | 76.93% |
| April 30, 2022 | 76.93% |
| March 31, 2022 | 76.93% |
| February 28, 2022 | 76.93% |
| January 31, 2022 | 76.93% |
| December 31, 2021 | 76.93% |
| November 30, 2021 | 76.93% |
| October 31, 2021 | 76.93% |
| September 30, 2021 | 76.93% |
| August 31, 2021 | 76.93% |
| July 31, 2021 | 76.93% |
| June 30, 2021 | 76.93% |
| May 31, 2021 | 76.93% |
| April 30, 2021 | 76.93% |
| March 31, 2021 | 76.93% |
| February 28, 2021 | 76.93% |
| January 31, 2021 | 79.56% |
| December 31, 2020 | 79.56% |
| November 30, 2020 | 89.98% |
| October 31, 2020 | 92.16% |
| September 30, 2020 | 92.16% |
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
76.93%
Minimum
Feb 2021
92.16%
Maximum
Nov 2019
80.28%
Average
76.93%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Ivanhoe Mines Ltd | 61.25% |
| Filo Corp | 67.11% |
| Altius Minerals Corp | 56.55% |
| Foran Mining Corp | 86.67% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.19 |
| Beta (5Y) | 1.404 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.31% |
| Historical Sharpe Ratio (5Y) | 0.5779 |
| Historical Sortino (5Y) | 0.8192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.20% |