Talon Metals Corp (TLO.TO)
0.095
0.00 (0.00%)
CAD |
TSX |
Sep 27, 16:00
Talon Metals Max Drawdown (5Y): 88.95% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 88.95% |
| July 31, 2024 | 86.05% |
| June 30, 2024 | 86.05% |
| May 31, 2024 | 86.05% |
| April 30, 2024 | 86.05% |
| March 31, 2024 | 85.47% |
| February 29, 2024 | 84.30% |
| January 31, 2024 | 83.14% |
| December 31, 2023 | 85.96% |
| November 30, 2023 | 85.96% |
| October 31, 2023 | 87.72% |
| September 30, 2023 | 87.72% |
| August 31, 2023 | 87.72% |
| July 31, 2023 | 87.72% |
| June 30, 2023 | 87.72% |
| May 31, 2023 | 87.72% |
| April 30, 2023 | 87.72% |
| March 31, 2023 | 87.72% |
| February 28, 2023 | 87.72% |
| January 31, 2023 | 90.35% |
| December 31, 2022 | 91.23% |
| November 30, 2022 | 91.23% |
| October 31, 2022 | 91.23% |
| September 30, 2022 | 91.23% |
| August 31, 2022 | 91.23% |
| Date | Value |
|---|---|
| July 31, 2022 | 91.23% |
| June 30, 2022 | 91.23% |
| May 31, 2022 | 91.23% |
| April 30, 2022 | 91.23% |
| March 31, 2022 | 91.23% |
| February 28, 2022 | 91.23% |
| January 31, 2022 | 91.23% |
| December 31, 2021 | 91.23% |
| November 30, 2021 | 91.23% |
| October 31, 2021 | 91.23% |
| September 30, 2021 | 91.76% |
| August 31, 2021 | 92.94% |
| July 31, 2021 | 93.53% |
| June 30, 2021 | 93.53% |
| May 31, 2021 | 93.53% |
| April 30, 2021 | 93.53% |
| March 31, 2021 | 93.53% |
| February 28, 2021 | 94.81% |
| January 31, 2021 | 95.16% |
| December 31, 2020 | 95.79% |
| November 30, 2020 | 96.71% |
| October 31, 2020 | 96.71% |
| September 30, 2020 | 96.71% |
| August 31, 2020 | 96.71% |
| July 31, 2020 | 96.92% |
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
83.14%
Minimum
Jan 2024
97.26%
Maximum
Sep 2019
91.68%
Average
91.23%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Labrador Iron Ore Royalty Corp | 57.80% |
| Rockex Mining Corp | 97.00% |
| Black Iron Inc | 93.75% |
| Oceanic Iron Ore Corp | 88.41% |
| Ares Strategic Mining Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.12 |
| Beta (5Y) | 1.081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.64% |
| Historical Sharpe Ratio (5Y) | -0.212 |
| Historical Sortino (5Y) | -0.5355 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.81% |