Velocity Minerals Ltd (VLC.V)
0.105
0.00 (0.00%)
CAD |
TSXV |
May 03, 16:00
Velocity Minerals Max Drawdown (5Y): 84.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.48% |
| March 31, 2024 | 84.48% |
| February 29, 2024 | 83.62% |
| January 31, 2024 | 83.62% |
| December 31, 2023 | 83.62% |
| November 30, 2023 | 82.76% |
| October 31, 2023 | 83.18% |
| September 30, 2023 | 85.45% |
| August 31, 2023 | 86.36% |
| July 31, 2023 | 86.36% |
| June 30, 2023 | 87.27% |
| May 31, 2023 | 88.18% |
| April 30, 2023 | 88.18% |
| March 31, 2023 | 88.18% |
| February 28, 2023 | 88.18% |
| January 31, 2023 | 88.18% |
| December 31, 2022 | 88.18% |
| November 30, 2022 | 88.18% |
| October 31, 2022 | 88.18% |
| September 30, 2022 | 88.18% |
| August 31, 2022 | 88.18% |
| July 31, 2022 | 88.18% |
| June 30, 2022 | 88.18% |
| May 31, 2022 | 89.64% |
| April 30, 2022 | 92.06% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.90% |
| February 28, 2022 | 96.54% |
| January 31, 2022 | 96.54% |
| December 31, 2021 | 96.54% |
| November 30, 2021 | 97.39% |
| October 31, 2021 | 97.66% |
| September 30, 2021 | 97.66% |
| August 31, 2021 | 97.66% |
| July 31, 2021 | 98.09% |
| June 30, 2021 | 98.35% |
| May 31, 2021 | 98.35% |
| April 30, 2021 | 99.17% |
| March 31, 2021 | 99.17% |
| February 28, 2021 | 99.17% |
| January 31, 2021 | 99.31% |
| December 31, 2020 | 99.31% |
| November 30, 2020 | 99.49% |
| October 31, 2020 | 99.49% |
| September 30, 2020 | 99.49% |
| August 31, 2020 | 99.49% |
| July 31, 2020 | 99.54% |
| June 30, 2020 | 99.54% |
| May 31, 2020 | 99.54% |
| April 30, 2020 | 99.54% |
| March 31, 2020 | 99.54% |
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
82.76%
Minimum
Nov 2023
99.54%
Maximum
May 2019
93.78%
Average
97.53%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.30 |
| Beta (5Y) | 0.8956 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.57% |
| Historical Sharpe Ratio (5Y) | -0.4403 |
| Historical Sortino (5Y) | -0.7626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |