Teck Resources Ltd (TECK)
47.27
+0.62
(+1.33%)
USD |
NYSE |
Nov 21, 15:57
Teck Resources Max Drawdown (5Y): 79.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.56% |
| September 30, 2024 | 79.56% |
| August 31, 2024 | 79.56% |
| July 31, 2024 | 79.56% |
| June 30, 2024 | 79.56% |
| May 31, 2024 | 79.56% |
| April 30, 2024 | 79.56% |
| March 31, 2024 | 79.56% |
| February 29, 2024 | 79.56% |
| January 31, 2024 | 79.56% |
| December 31, 2023 | 79.56% |
| November 30, 2023 | 79.56% |
| October 31, 2023 | 79.56% |
| September 30, 2023 | 79.56% |
| August 31, 2023 | 79.56% |
| July 31, 2023 | 79.56% |
| June 30, 2023 | 79.56% |
| May 31, 2023 | 79.56% |
| April 30, 2023 | 79.56% |
| March 31, 2023 | 79.56% |
| February 28, 2023 | 79.56% |
| January 31, 2023 | 79.56% |
| December 31, 2022 | 79.56% |
| November 30, 2022 | 79.56% |
| October 31, 2022 | 79.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.56% |
| August 31, 2022 | 79.56% |
| July 31, 2022 | 79.56% |
| June 30, 2022 | 79.56% |
| May 31, 2022 | 79.56% |
| April 30, 2022 | 79.56% |
| March 31, 2022 | 79.56% |
| February 28, 2022 | 79.56% |
| January 31, 2022 | 79.56% |
| December 31, 2021 | 79.56% |
| November 30, 2021 | 79.56% |
| October 31, 2021 | 79.56% |
| September 30, 2021 | 79.56% |
| August 31, 2021 | 79.56% |
| July 31, 2021 | 79.56% |
| June 30, 2021 | 79.56% |
| May 31, 2021 | 79.56% |
| April 30, 2021 | 79.98% |
| March 31, 2021 | 85.72% |
| February 28, 2021 | 88.47% |
| January 31, 2021 | 93.66% |
| December 31, 2020 | 95.19% |
| November 30, 2020 | 95.19% |
| October 31, 2020 | 95.19% |
| September 30, 2020 | 95.19% |
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
79.56%
Minimum
May 2021
95.19%
Maximum
Nov 2019
83.70%
Average
79.56%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 95.04% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Freeport-McMoRan Inc | 76.54% |
| Southern Copper Corp | 55.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.16 |
| Beta (5Y) | 1.039 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.50% |
| Historical Sharpe Ratio (5Y) | 0.5068 |
| Historical Sortino (5Y) | 0.7299 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.22% |