Touchstone Exploration Inc (TXP.TO)
0.68
0.00 (0.00%)
CAD |
TSX |
May 06, 16:00
Touchstone Exploration Max Drawdown (5Y): 77.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.15% |
| March 31, 2024 | 77.15% |
| February 29, 2024 | 77.15% |
| January 31, 2024 | 77.67% |
| December 31, 2023 | 80.58% |
| November 30, 2023 | 80.58% |
| October 31, 2023 | 80.58% |
| September 30, 2023 | 81.55% |
| August 31, 2023 | 81.55% |
| July 31, 2023 | 81.55% |
| June 30, 2023 | 81.55% |
| May 31, 2023 | 81.55% |
| April 30, 2023 | 81.55% |
| March 31, 2023 | 81.55% |
| February 28, 2023 | 81.55% |
| January 31, 2023 | 82.66% |
| December 31, 2022 | 83.87% |
| November 30, 2022 | 86.59% |
| October 31, 2022 | 86.59% |
| September 30, 2022 | 89.29% |
| August 31, 2022 | 89.67% |
| July 31, 2022 | 99.40% |
| June 30, 2022 | 99.46% |
| May 31, 2022 | 99.49% |
| April 30, 2022 | 99.51% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.51% |
| February 28, 2022 | 99.51% |
| January 31, 2022 | 99.51% |
| December 31, 2021 | 99.54% |
| November 30, 2021 | 99.54% |
| October 31, 2021 | 99.57% |
| September 30, 2021 | 99.57% |
| August 31, 2021 | 99.57% |
| July 31, 2021 | 99.57% |
| June 30, 2021 | 99.57% |
| May 31, 2021 | 99.57% |
| April 30, 2021 | 99.57% |
| March 31, 2021 | 99.57% |
| February 28, 2021 | 99.57% |
| January 31, 2021 | 99.57% |
| December 31, 2020 | 99.57% |
| November 30, 2020 | 99.65% |
| October 31, 2020 | 99.76% |
| September 30, 2020 | 99.76% |
| August 31, 2020 | 99.76% |
| July 31, 2020 | 99.76% |
| June 30, 2020 | 99.76% |
| May 31, 2020 | 99.76% |
| April 30, 2020 | 99.76% |
| March 31, 2020 | 99.76% |
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
77.15%
Minimum
Feb 2024
99.76%
Maximum
May 2019
93.47%
Average
99.56%
Median
Max Drawdown (5Y) Benchmarks
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| Canadian Overseas Petroleum Ltd | 99.67% |
| James Bay Resources Ltd | 91.94% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.47 |
| Beta (5Y) | 0.6726 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.85% |
| Historical Sharpe Ratio (5Y) | 0.2096 |
| Historical Sortino (5Y) | 0.5251 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.14% |