Trilogy Metals Inc (TMQ.TO)
0.57
0.00 (0.00%)
CAD |
TSX |
May 02, 09:46
Trilogy Metals Max Drawdown (5Y): 87.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.47% |
| March 31, 2024 | 87.22% |
| February 29, 2024 | 87.22% |
| January 31, 2024 | 87.22% |
| December 31, 2023 | 87.22% |
| November 30, 2023 | 86.24% |
| October 31, 2023 | 85.01% |
| September 30, 2023 | 85.01% |
| August 31, 2023 | 85.01% |
| July 31, 2023 | 84.28% |
| June 30, 2023 | 84.28% |
| May 31, 2023 | 84.28% |
| April 30, 2023 | 83.05% |
| March 31, 2023 | 83.05% |
| February 28, 2023 | 83.05% |
| January 31, 2023 | 83.05% |
| December 31, 2022 | 83.05% |
| November 30, 2022 | 82.31% |
| October 31, 2022 | 81.57% |
| September 30, 2022 | 81.08% |
| August 31, 2022 | 80.59% |
| July 31, 2022 | 80.59% |
| June 30, 2022 | 75.18% |
| May 31, 2022 | 72.73% |
| April 30, 2022 | 72.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.10% |
| February 28, 2022 | 73.10% |
| January 31, 2022 | 75.17% |
| December 31, 2021 | 82.06% |
| November 30, 2021 | 87.40% |
| October 31, 2021 | 87.98% |
| September 30, 2021 | 88.37% |
| August 31, 2021 | 88.37% |
| July 31, 2021 | 88.37% |
| June 30, 2021 | 88.37% |
| May 31, 2021 | 88.37% |
| April 30, 2021 | 88.37% |
| March 31, 2021 | 88.37% |
| February 28, 2021 | 88.37% |
| January 31, 2021 | 91.47% |
| December 31, 2020 | 91.47% |
| November 30, 2020 | 93.80% |
| October 31, 2020 | 95.45% |
| September 30, 2020 | 95.45% |
| August 31, 2020 | 95.45% |
| July 31, 2020 | 95.45% |
| June 30, 2020 | 95.45% |
| May 31, 2020 | 95.45% |
| April 30, 2020 | 95.45% |
| March 31, 2020 | 95.45% |
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
72.41%
Minimum
Apr 2022
95.45%
Maximum
May 2019
87.55%
Average
87.73%
Median
Max Drawdown (5Y) Benchmarks
| Valhalla Metals Inc | -- |
| St-Georges Eco-Mining Corp | 98.78% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.40 |
| Beta (5Y) | 1.224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.08% |
| Historical Sharpe Ratio (5Y) | -0.6362 |
| Historical Sortino (5Y) | -0.9974 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.19% |