Centerra Gold Inc (CG.TO)
8.29
-0.15
(-1.78%)
CAD |
TSX |
May 02, 14:14
Centerra Gold Max Drawdown (5Y): 71.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.24% |
March 31, 2024 | 71.24% |
February 29, 2024 | 71.24% |
January 31, 2024 | 71.24% |
December 31, 2023 | 71.24% |
November 30, 2023 | 71.24% |
October 31, 2023 | 71.24% |
September 30, 2023 | 71.24% |
August 31, 2023 | 71.24% |
July 31, 2023 | 71.24% |
June 30, 2023 | 71.24% |
May 31, 2023 | 71.24% |
April 30, 2023 | 71.24% |
March 31, 2023 | 71.24% |
February 28, 2023 | 71.24% |
January 31, 2023 | 71.24% |
December 31, 2022 | 71.24% |
November 30, 2022 | 71.24% |
October 31, 2022 | 71.24% |
September 30, 2022 | 71.24% |
August 31, 2022 | 68.16% |
July 31, 2022 | 58.61% |
June 30, 2022 | 56.46% |
May 31, 2022 | 56.46% |
April 30, 2022 | 56.46% |
Date | Value |
---|---|
March 31, 2022 | 56.46% |
February 28, 2022 | 56.46% |
January 31, 2022 | 56.46% |
December 31, 2021 | 56.46% |
November 30, 2021 | 56.46% |
October 31, 2021 | 60.11% |
September 30, 2021 | 70.26% |
August 31, 2021 | 70.26% |
July 31, 2021 | 70.26% |
June 30, 2021 | 70.26% |
May 31, 2021 | 70.26% |
April 30, 2021 | 70.26% |
March 31, 2021 | 70.26% |
February 28, 2021 | 70.26% |
January 31, 2021 | 70.96% |
December 31, 2020 | 72.08% |
November 30, 2020 | 72.08% |
October 31, 2020 | 72.08% |
September 30, 2020 | 72.08% |
August 31, 2020 | 72.08% |
July 31, 2020 | 72.08% |
June 30, 2020 | 72.08% |
May 31, 2020 | 72.08% |
April 30, 2020 | 73.34% |
March 31, 2020 | 73.34% |
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
56.46%
Minimum
Nov 2021
79.52%
Maximum
May 2019
69.81%
Average
71.24%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Red Lake Gold Inc | 94.00% |
Organic Potash Corp | 94.12% |
Bee Vectoring Technologies International Inc | 96.15% |
Replenish Nutrients Holding Corp | 92.86% |
Argo Living Soils Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.032 |
Beta (5Y) | 1.243 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.74% |
Historical Sharpe Ratio (5Y) | 0.1012 |
Historical Sortino (5Y) | 0.1903 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.35% |