Wallbridge Mining Co Ltd (WM.TO)
0.105
0.00 (0.00%)
CAD |
TSX |
May 03, 15:59
Wallbridge Mining Max Drawdown (5Y): 95.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.16% |
March 31, 2024 | 95.16% |
February 29, 2024 | 95.16% |
January 31, 2024 | 94.04% |
December 31, 2023 | 94.04% |
November 30, 2023 | 94.04% |
October 31, 2023 | 93.11% |
September 30, 2023 | 91.43% |
August 31, 2023 | 91.06% |
July 31, 2023 | 91.06% |
June 30, 2023 | 91.06% |
May 31, 2023 | 91.06% |
April 30, 2023 | 91.06% |
March 31, 2023 | 91.06% |
February 28, 2023 | 90.37% |
January 31, 2023 | 90.37% |
December 31, 2022 | 90.37% |
November 30, 2022 | 90.37% |
October 31, 2022 | 90.37% |
September 30, 2022 | 90.37% |
August 31, 2022 | 90.37% |
July 31, 2022 | 90.37% |
June 30, 2022 | 85.93% |
May 31, 2022 | 83.33% |
April 30, 2022 | 77.78% |
Date | Value |
---|---|
March 31, 2022 | 77.41% |
February 28, 2022 | 77.41% |
January 31, 2022 | 75.93% |
December 31, 2021 | 73.70% |
November 30, 2021 | 68.52% |
October 31, 2021 | 73.81% |
September 30, 2021 | 76.19% |
August 31, 2021 | 81.40% |
July 31, 2021 | 81.40% |
June 30, 2021 | 81.40% |
May 31, 2021 | 81.40% |
April 30, 2021 | 81.40% |
March 31, 2021 | 81.40% |
February 28, 2021 | 81.40% |
January 31, 2021 | 82.00% |
December 31, 2020 | 84.00% |
November 30, 2020 | 86.79% |
October 31, 2020 | 90.91% |
September 30, 2020 | 92.73% |
August 31, 2020 | 92.73% |
July 31, 2020 | 92.73% |
June 30, 2020 | 92.73% |
May 31, 2020 | 92.73% |
April 30, 2020 | 92.73% |
March 31, 2020 | 92.73% |
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
68.52%
Minimum
Nov 2021
95.16%
Maximum
Feb 2024
88.02%
Average
91.06%
Median
Mar 2023
Max Drawdown (5Y) Benchmarks
Novo Resources Corp | 97.43% |
Agnico Eagle Mines Ltd | 54.78% |
Minera Alamos Inc | 66.03% |
Global Atomic Corp | 73.10% |
Allied Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.48 |
Beta (5Y) | 1.470 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.74% |
Historical Sharpe Ratio (5Y) | -0.3289 |
Historical Sortino (5Y) | -0.7471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.50% |