Western Magnesium Corp (WMG.H.V)
0.11
0.00 (0.00%)
CAD |
TSXV |
May 16, 16:00
Western Magnesium Max Drawdown (5Y): 89.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 89.66% |
| March 31, 2024 | 89.66% |
| February 29, 2024 | 89.66% |
| January 31, 2024 | 89.66% |
| December 31, 2023 | 89.66% |
| November 30, 2023 | 89.66% |
| October 31, 2023 | 89.66% |
| September 30, 2023 | 89.66% |
| August 31, 2023 | 89.66% |
| July 31, 2023 | 89.66% |
| June 30, 2023 | 89.66% |
| May 31, 2023 | 89.66% |
| April 30, 2023 | 89.66% |
| March 31, 2023 | 89.66% |
| February 28, 2023 | 89.66% |
| January 31, 2023 | 89.66% |
| December 31, 2022 | 89.66% |
| November 30, 2022 | 89.66% |
| October 31, 2022 | 89.66% |
| September 30, 2022 | 89.08% |
| August 31, 2022 | 83.91% |
| July 31, 2022 | 82.18% |
| June 30, 2022 | 80.00% |
| May 31, 2022 | 80.00% |
| April 30, 2022 | 80.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.00% |
| February 28, 2022 | 80.00% |
| January 31, 2022 | 80.00% |
| December 31, 2021 | 80.00% |
| November 30, 2021 | 80.00% |
| October 31, 2021 | 80.00% |
| September 30, 2021 | 80.00% |
| August 31, 2021 | 80.00% |
| July 31, 2021 | 80.00% |
| June 30, 2021 | 80.00% |
| May 31, 2021 | 84.00% |
| April 30, 2021 | 84.00% |
| March 31, 2021 | 84.00% |
| February 28, 2021 | 84.00% |
| January 31, 2021 | 84.00% |
| December 31, 2020 | 84.00% |
| November 30, 2020 | 84.00% |
| October 31, 2020 | 84.00% |
| September 30, 2020 | 84.00% |
| August 31, 2020 | 84.00% |
| July 31, 2020 | 84.00% |
| June 30, 2020 | 84.00% |
| May 31, 2020 | 84.00% |
| April 30, 2020 | 84.00% |
| March 31, 2020 | 84.00% |
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
80.00%
Minimum
Jun 2021
89.66%
Maximum
Oct 2022
84.98%
Average
84.00%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Scandium International Mining Corp | 93.85% |
| Running Fox Resource Corp | 90.91% |
| Lion Copper and Gold Corp | 84.75% |
| Taranis Resources Inc | 73.33% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.22 |
| Beta (5Y) | 0.4033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.4% |
| Historical Sharpe Ratio (5Y) | 0.1426 |
| Historical Sortino (5Y) | 0.4186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.12% |