Chesapeake Gold Corp (CHPGF)
1.72
-0.06
(-3.53%)
USD |
OTCM |
May 03, 16:00
Chesapeake Gold Max Drawdown (5Y): 84.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.11% |
| March 31, 2024 | 84.11% |
| February 29, 2024 | 84.11% |
| January 31, 2024 | 84.11% |
| December 31, 2023 | 84.11% |
| November 30, 2023 | 84.11% |
| October 31, 2023 | 84.11% |
| September 30, 2023 | 84.11% |
| August 31, 2023 | 84.11% |
| July 31, 2023 | 84.11% |
| June 30, 2023 | 84.11% |
| May 31, 2023 | 78.15% |
| April 30, 2023 | 78.00% |
| March 31, 2023 | 78.00% |
| February 28, 2023 | 78.00% |
| January 31, 2023 | 78.00% |
| December 31, 2022 | 78.00% |
| November 30, 2022 | 78.00% |
| October 31, 2022 | 78.00% |
| September 30, 2022 | 78.00% |
| August 31, 2022 | 78.00% |
| July 31, 2022 | 78.00% |
| June 30, 2022 | 78.00% |
| May 31, 2022 | 78.00% |
| April 30, 2022 | 78.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.00% |
| February 28, 2022 | 78.00% |
| January 31, 2022 | 78.00% |
| December 31, 2021 | 78.00% |
| November 30, 2021 | 78.00% |
| October 31, 2021 | 78.57% |
| September 30, 2021 | 82.15% |
| August 31, 2021 | 82.15% |
| July 31, 2021 | 82.15% |
| June 30, 2021 | 82.15% |
| May 31, 2021 | 82.15% |
| April 30, 2021 | 82.15% |
| March 31, 2021 | 86.94% |
| February 28, 2021 | 86.94% |
| January 31, 2021 | 90.02% |
| December 31, 2020 | 91.27% |
| November 30, 2020 | 91.96% |
| October 31, 2020 | 92.87% |
| September 30, 2020 | 92.87% |
| August 31, 2020 | 92.87% |
| July 31, 2020 | 93.55% |
| June 30, 2020 | 93.90% |
| May 31, 2020 | 93.90% |
| April 30, 2020 | 93.90% |
| March 31, 2020 | 93.90% |
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
78.00%
Minimum
Nov 2021
93.90%
Maximum
May 2019
85.21%
Average
84.11%
Median
Jun 2023
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) | -7.067 |
| Beta (5Y) | 1.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.29% |
| Historical Sharpe Ratio (5Y) | 0.0579 |
| Historical Sortino (5Y) | 0.1459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.41% |