Treasury Metals Inc (TML.TO)
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Jun 26, 09:42
Treasury Metals Max Drawdown (5Y): 94.10% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 94.10% |
| April 30, 2024 | 94.10% |
| March 31, 2024 | 94.10% |
| February 29, 2024 | 94.10% |
| January 31, 2024 | 93.33% |
| December 31, 2023 | 93.33% |
| November 30, 2023 | 93.33% |
| October 31, 2023 | 93.08% |
| September 30, 2023 | 91.54% |
| August 31, 2023 | 87.69% |
| July 31, 2023 | 87.69% |
| June 30, 2023 | 87.69% |
| May 31, 2023 | 87.18% |
| April 30, 2023 | 87.18% |
| March 31, 2023 | 87.18% |
| February 28, 2023 | 87.18% |
| January 31, 2023 | 87.18% |
| December 31, 2022 | 87.18% |
| November 30, 2022 | 87.18% |
| October 31, 2022 | 87.18% |
| September 30, 2022 | 87.18% |
| August 31, 2022 | 84.95% |
| July 31, 2022 | 84.95% |
| June 30, 2022 | 83.55% |
| May 31, 2022 | 83.33% |
| Date | Value |
|---|---|
| April 30, 2022 | 83.33% |
| March 31, 2022 | 83.33% |
| February 28, 2022 | 83.33% |
| January 31, 2022 | 83.33% |
| December 31, 2021 | 83.33% |
| November 30, 2021 | 83.33% |
| October 31, 2021 | 83.33% |
| September 30, 2021 | 83.33% |
| August 31, 2021 | 83.33% |
| July 31, 2021 | 83.33% |
| June 30, 2021 | 83.33% |
| May 31, 2021 | 83.33% |
| April 30, 2021 | 83.33% |
| March 31, 2021 | 83.33% |
| February 28, 2021 | 83.33% |
| January 31, 2021 | 83.33% |
| December 31, 2020 | 83.33% |
| November 30, 2020 | 83.33% |
| October 31, 2020 | 83.33% |
| September 30, 2020 | 83.33% |
| August 31, 2020 | 83.33% |
| July 31, 2020 | 83.33% |
| June 30, 2020 | 83.33% |
| May 31, 2020 | 83.33% |
| April 30, 2020 | 83.33% |
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
82.25%
Minimum
Feb 2020
94.10%
Maximum
Feb 2024
85.77%
Average
83.79%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.97 |
| Beta (5Y) | 1.527 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.99% |
| Historical Sharpe Ratio (5Y) | -0.341 |
| Historical Sortino (5Y) | -0.7185 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.60% |