Talon Metals Corp (TLOFF)
0.12
0.00 (0.00%)
USD |
OTCM |
May 09, 10:47
Talon Metals Max Drawdown (5Y): 86.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.49% |
| March 31, 2024 | 85.88% |
| February 29, 2024 | 85.78% |
| January 31, 2024 | 87.57% |
| December 31, 2023 | 87.57% |
| November 30, 2023 | 88.78% |
| October 31, 2023 | 91.22% |
| September 30, 2023 | 91.22% |
| August 31, 2023 | 91.22% |
| July 31, 2023 | 91.22% |
| June 30, 2023 | 91.22% |
| May 31, 2023 | 91.22% |
| April 30, 2023 | 91.22% |
| March 31, 2023 | 91.22% |
| February 28, 2023 | 91.53% |
| January 31, 2023 | 93.08% |
| December 31, 2022 | 93.08% |
| November 30, 2022 | 93.08% |
| October 31, 2022 | 93.08% |
| September 30, 2022 | 93.68% |
| August 31, 2022 | 93.68% |
| July 31, 2022 | 93.68% |
| June 30, 2022 | 93.68% |
| May 31, 2022 | 93.68% |
| April 30, 2022 | 93.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.68% |
| February 28, 2022 | 93.68% |
| January 31, 2022 | 93.68% |
| December 31, 2021 | 93.68% |
| November 30, 2021 | 93.68% |
| October 31, 2021 | 93.68% |
| September 30, 2021 | 93.68% |
| August 31, 2021 | 93.68% |
| July 31, 2021 | 93.68% |
| June 30, 2021 | 93.68% |
| May 31, 2021 | 93.68% |
| April 30, 2021 | 93.68% |
| March 31, 2021 | 94.06% |
| February 28, 2021 | 95.96% |
| January 31, 2021 | 96.36% |
| December 31, 2020 | 96.36% |
| November 30, 2020 | 96.36% |
| October 31, 2020 | 97.28% |
| September 30, 2020 | 97.35% |
| August 31, 2020 | 97.35% |
| July 31, 2020 | 97.80% |
| June 30, 2020 | 97.80% |
| May 31, 2020 | 98.16% |
| April 30, 2020 | 98.16% |
| March 31, 2020 | 98.16% |
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
85.78%
Minimum
Feb 2024
98.16%
Maximum
May 2019
94.08%
Average
93.68%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Labrador Iron Mines Holdings Ltd | 99.98% |
| Critical Metals Corp | -- |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 95.74% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.628 |
| Beta (5Y) | 0.818 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.98% |
| Historical Sharpe Ratio (5Y) | 0.0999 |
| Historical Sortino (5Y) | 0.2593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.20% |