Allegiant Gold Ltd (AUXXF)
0.1255
+0.01
(+13.05%)
USD |
OTCM |
May 17, 14:01
Allegiant Gold Max Drawdown (5Y): 90.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.27% |
March 31, 2024 | 90.27% |
February 29, 2024 | 90.27% |
January 31, 2024 | 90.27% |
December 31, 2023 | 90.27% |
November 30, 2023 | 90.27% |
October 31, 2023 | 90.27% |
September 30, 2023 | 90.27% |
August 31, 2023 | 90.27% |
July 31, 2023 | 90.27% |
June 30, 2023 | 90.27% |
May 31, 2023 | 90.27% |
April 30, 2023 | 90.27% |
March 31, 2023 | 90.27% |
February 28, 2023 | 90.27% |
January 31, 2023 | 90.27% |
December 31, 2022 | 90.27% |
November 30, 2022 | 90.27% |
October 31, 2022 | 90.27% |
September 30, 2022 | 90.27% |
August 31, 2022 | 90.27% |
July 31, 2022 | 90.27% |
June 30, 2022 | 90.27% |
May 31, 2022 | 90.27% |
April 30, 2022 | 90.27% |
Date | Value |
---|---|
March 31, 2022 | 90.27% |
February 28, 2022 | 90.27% |
January 31, 2022 | 90.27% |
December 31, 2021 | 90.27% |
November 30, 2021 | 90.27% |
October 31, 2021 | 90.27% |
September 30, 2021 | 90.27% |
August 31, 2021 | 90.27% |
July 31, 2021 | 90.27% |
June 30, 2021 | 90.27% |
May 31, 2021 | 90.27% |
April 30, 2021 | 90.27% |
March 31, 2021 | 90.27% |
February 28, 2021 | 90.27% |
January 31, 2021 | 90.27% |
December 31, 2020 | 90.27% |
November 30, 2020 | 90.27% |
October 31, 2020 | 90.27% |
September 30, 2020 | 90.27% |
August 31, 2020 | 90.27% |
July 31, 2020 | 90.27% |
June 30, 2020 | 90.27% |
May 31, 2020 | 90.27% |
April 30, 2020 | 90.27% |
March 31, 2020 | 90.27% |
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
83.02%
Minimum
May 2019
90.27%
Maximum
Nov 2019
90.04%
Average
90.27%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gatos Silver Inc | -- |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.46 |
Beta (5Y) | 1.639 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.00% |
Historical Sharpe Ratio (5Y) | -0.0219 |
Historical Sortino (5Y) | -0.0703 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.56% |