Canagold Resources Ltd (CRCUF)
0.1771
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Canagold Resources Max Drawdown (5Y): 82.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 82.43% |
February 29, 2024 | 82.43% |
January 31, 2024 | 82.43% |
December 31, 2023 | 82.43% |
November 30, 2023 | 82.43% |
October 31, 2023 | 82.07% |
September 30, 2023 | 82.07% |
August 31, 2023 | 82.07% |
July 31, 2023 | 82.07% |
June 30, 2023 | 82.07% |
May 31, 2023 | 82.07% |
April 30, 2023 | 82.07% |
March 31, 2023 | 82.07% |
February 28, 2023 | 82.07% |
January 31, 2023 | 82.07% |
December 31, 2022 | 82.07% |
November 30, 2022 | 80.99% |
October 31, 2022 | 75.71% |
September 30, 2022 | 75.35% |
August 31, 2022 | 75.14% |
July 31, 2022 | 71.79% |
June 30, 2022 | 71.79% |
May 31, 2022 | 71.79% |
April 30, 2022 | 71.79% |
March 31, 2022 | 71.79% |
Date | Value |
---|---|
February 28, 2022 | 71.79% |
January 31, 2022 | 71.79% |
December 31, 2021 | 71.79% |
November 30, 2021 | 71.79% |
October 31, 2021 | 71.79% |
September 30, 2021 | 71.79% |
August 31, 2021 | 71.79% |
July 31, 2021 | 71.79% |
June 30, 2021 | 71.79% |
May 31, 2021 | 71.79% |
April 30, 2021 | 71.79% |
March 31, 2021 | 71.79% |
February 28, 2021 | 71.79% |
January 31, 2021 | 71.79% |
December 31, 2020 | 71.79% |
November 30, 2020 | 71.79% |
October 31, 2020 | 71.79% |
September 30, 2020 | 71.79% |
August 31, 2020 | 71.79% |
July 31, 2020 | 71.79% |
June 30, 2020 | 71.79% |
May 31, 2020 | 71.79% |
April 30, 2020 | 71.79% |
March 31, 2020 | 71.79% |
February 29, 2020 | 66.67% |
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
66.67%
Minimum
May 2019
82.43%
Maximum
Nov 2023
74.08%
Average
71.79%
Median
Mar 2020
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) | -21.46 |
Beta (5Y) | 1.289 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.16% |
Historical Sharpe Ratio (5Y) | -0.07 |
Historical Sortino (5Y) | -0.1565 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.20% |