BrightRock Gold Corp (BRGC)
0.2557
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
BrightRock Gold Max Drawdown (5Y): 85.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.14% |
| March 31, 2024 | 85.14% |
| February 29, 2024 | 85.14% |
| January 31, 2024 | 85.14% |
| December 31, 2023 | 85.14% |
| November 30, 2023 | 85.14% |
| October 31, 2023 | 85.14% |
| September 30, 2023 | 85.14% |
| August 31, 2023 | 85.14% |
| July 31, 2023 | 88.46% |
| June 30, 2023 | 92.06% |
| May 31, 2023 | 92.06% |
| April 30, 2023 | 92.06% |
| March 31, 2023 | 96.40% |
| February 28, 2023 | 96.40% |
| January 31, 2023 | 96.53% |
| December 31, 2022 | 97.68% |
| November 30, 2022 | 97.68% |
| October 31, 2022 | 98.21% |
| September 30, 2022 | 98.21% |
| August 31, 2022 | 99.69% |
| July 31, 2022 | 99.74% |
| June 30, 2022 | 99.78% |
| May 31, 2022 | 99.78% |
| April 30, 2022 | 99.88% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.88% |
| February 28, 2022 | 99.99% |
| January 31, 2022 | 99.99% |
| December 31, 2021 | 99.99% |
| November 30, 2021 | 99.99% |
| October 31, 2021 | 99.99% |
| September 30, 2021 | 99.99% |
| August 31, 2021 | 99.99% |
| July 31, 2021 | 99.99% |
| June 30, 2021 | 99.99% |
| May 31, 2021 | 99.99% |
| April 30, 2021 | 99.99% |
| March 31, 2021 | 99.99% |
| February 28, 2021 | 99.99% |
| January 31, 2021 | 99.99% |
| December 31, 2020 | 100.00% |
| November 30, 2020 | 100.00% |
| October 31, 2020 | 100.00% |
| September 30, 2020 | 100.00% |
| August 31, 2020 | 100.00% |
| July 31, 2020 | 100.00% |
| June 30, 2020 | 100.00% |
| May 31, 2020 | 100.00% |
| April 30, 2020 | 100.00% |
| March 31, 2020 | 100.00% |
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
85.14%
Minimum
Aug 2023
100.00%
Maximum
May 2019
96.84%
Average
99.99%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Rare Element Resources Ltd | 96.21% |
| Azteca Gold Corp | 100.00% |
| Premium Exploration Inc | 100.00% |
| Tamerlane Ventures Inc | 100.00% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 176.41 |
| Beta (5Y) | -1.934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 297.3% |
| Historical Sharpe Ratio (5Y) | 0.5208 |
| Historical Sortino (5Y) | 3.530 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.67% |