Troilus Gold Corp (CHXMF)
0.495
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Troilus Gold Max Drawdown (5Y): 84.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.14% |
| March 31, 2024 | 84.14% |
| February 29, 2024 | 84.14% |
| January 31, 2024 | 84.14% |
| December 31, 2023 | 84.14% |
| November 30, 2023 | 84.14% |
| October 31, 2023 | 84.14% |
| September 30, 2023 | 84.14% |
| August 31, 2023 | 84.14% |
| July 31, 2023 | 84.14% |
| June 30, 2023 | 84.14% |
| May 31, 2023 | 84.14% |
| April 30, 2023 | 84.14% |
| March 31, 2023 | 84.14% |
| February 28, 2023 | 84.14% |
| January 31, 2023 | 84.14% |
| December 31, 2022 | 84.14% |
| November 30, 2022 | 84.14% |
| October 31, 2022 | 84.14% |
| September 30, 2022 | 82.56% |
| August 31, 2022 | 79.86% |
| July 31, 2022 | 79.86% |
| June 30, 2022 | 79.86% |
| May 31, 2022 | 79.86% |
| April 30, 2022 | 79.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.78% |
| February 28, 2022 | 81.78% |
| January 31, 2022 | 84.22% |
| December 31, 2021 | 91.59% |
| November 30, 2021 | 96.61% |
| October 31, 2021 | 97.74% |
| September 30, 2021 | 97.90% |
| August 31, 2021 | 97.90% |
| July 31, 2021 | 97.90% |
| June 30, 2021 | 97.90% |
| May 31, 2021 | 97.90% |
| April 30, 2021 | 97.90% |
| March 31, 2021 | 97.90% |
| February 28, 2021 | 98.42% |
| January 31, 2021 | 98.86% |
| December 31, 2020 | 98.96% |
| November 30, 2020 | 98.96% |
| October 31, 2020 | 99.19% |
| September 30, 2020 | 99.41% |
| August 31, 2020 | 99.45% |
| July 31, 2020 | 99.45% |
| June 30, 2020 | 99.98% |
| May 31, 2020 | 99.98% |
| April 30, 2020 | 99.98% |
| March 31, 2020 | 99.98% |
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
79.86%
Minimum
Apr 2022
99.98%
Maximum
May 2019
91.53%
Average
97.17%
Median
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.67 |
| Beta (5Y) | 1.959 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.41% |
| Historical Sharpe Ratio (5Y) | -0.0829 |
| Historical Sortino (5Y) | -0.2106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.38% |