Taseko Mines Ltd (TKO.TO)
2.78
-0.05
(-1.77%)
CAD |
TSX |
Nov 15, 16:00
Taseko Mines Max Drawdown (5Y): 89.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 89.56% |
August 31, 2024 | 89.56% |
July 31, 2024 | 89.56% |
June 30, 2024 | 89.56% |
May 31, 2024 | 89.56% |
April 30, 2024 | 89.56% |
March 31, 2024 | 89.56% |
February 29, 2024 | 89.56% |
January 31, 2024 | 89.56% |
December 31, 2023 | 89.56% |
November 30, 2023 | 89.56% |
October 31, 2023 | 89.56% |
September 30, 2023 | 89.56% |
August 31, 2023 | 89.56% |
July 31, 2023 | 89.56% |
June 30, 2023 | 89.56% |
May 31, 2023 | 89.56% |
April 30, 2023 | 89.56% |
March 31, 2023 | 89.56% |
February 28, 2023 | 89.56% |
January 31, 2023 | 89.56% |
December 31, 2022 | 89.56% |
November 30, 2022 | 89.56% |
October 31, 2022 | 89.56% |
September 30, 2022 | 89.56% |
Date | Value |
---|---|
August 31, 2022 | 89.56% |
July 31, 2022 | 89.56% |
June 30, 2022 | 89.56% |
May 31, 2022 | 89.56% |
April 30, 2022 | 89.56% |
March 31, 2022 | 89.56% |
February 28, 2022 | 89.56% |
January 31, 2022 | 89.56% |
December 31, 2021 | 89.56% |
November 30, 2021 | 89.56% |
October 31, 2021 | 89.56% |
September 30, 2021 | 89.56% |
August 31, 2021 | 89.56% |
July 31, 2021 | 89.56% |
June 30, 2021 | 89.56% |
May 31, 2021 | 89.56% |
April 30, 2021 | 89.56% |
March 31, 2021 | 89.56% |
February 28, 2021 | 89.56% |
January 31, 2021 | 89.56% |
December 31, 2020 | 89.56% |
November 30, 2020 | 91.67% |
October 31, 2020 | 93.79% |
September 30, 2020 | 93.79% |
August 31, 2020 | 93.79% |
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
89.56%
Minimum
Dec 2020
93.79%
Maximum
Nov 2019
90.46%
Average
89.56%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Hudbay Minerals Inc | 84.00% |
Teck Resources Ltd | 76.93% |
Ero Copper Corp | 62.77% |
First Quantum Minerals Ltd | 78.27% |
Lundin Mining Corp | 57.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 23.86 |
Beta (5Y) | 1.982 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.54% |
Historical Sharpe Ratio (5Y) | 0.6512 |
Historical Sortino (5Y) | 1.298 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.15% |