Endurance Gold Corp (ENDGF)
0.1524
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Endurance Gold Max Drawdown (5Y): 77.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.93% |
| March 31, 2024 | 77.93% |
| February 29, 2024 | 76.82% |
| January 31, 2024 | 73.84% |
| December 31, 2023 | 73.84% |
| November 30, 2023 | 73.84% |
| October 31, 2023 | 73.84% |
| September 30, 2023 | 73.84% |
| August 31, 2023 | 73.84% |
| July 31, 2023 | 73.84% |
| June 30, 2023 | 73.84% |
| May 31, 2023 | 73.84% |
| April 30, 2023 | 73.84% |
| March 31, 2023 | 73.84% |
| February 28, 2023 | 73.84% |
| January 31, 2023 | 73.84% |
| December 31, 2022 | 73.84% |
| November 30, 2022 | 73.84% |
| October 31, 2022 | 73.84% |
| September 30, 2022 | 73.84% |
| August 31, 2022 | 73.84% |
| July 31, 2022 | 73.84% |
| June 30, 2022 | 73.84% |
| May 31, 2022 | 73.84% |
| April 30, 2022 | 73.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.84% |
| February 28, 2022 | 73.84% |
| January 31, 2022 | 73.84% |
| December 31, 2021 | 73.84% |
| November 30, 2021 | 73.84% |
| October 31, 2021 | 73.84% |
| September 30, 2021 | 73.84% |
| August 31, 2021 | 73.84% |
| July 31, 2021 | 73.84% |
| June 30, 2021 | 73.84% |
| May 31, 2021 | 73.84% |
| April 30, 2021 | 73.84% |
| March 31, 2021 | 73.84% |
| February 28, 2021 | 73.84% |
| January 31, 2021 | 73.84% |
| December 31, 2020 | 92.22% |
| November 30, 2020 | 92.22% |
| October 31, 2020 | 92.22% |
| September 30, 2020 | 92.22% |
| August 31, 2020 | 94.04% |
| July 31, 2020 | 94.04% |
| June 30, 2020 | 96.52% |
| May 31, 2020 | 96.52% |
| April 30, 2020 | 96.52% |
| March 31, 2020 | 96.52% |
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
73.84%
Minimum
Jan 2021
96.52%
Maximum
May 2019
81.21%
Average
73.84%
Median
Jan 2021
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) | 25.58 |
| Beta (5Y) | 1.232 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.62% |
| Historical Sharpe Ratio (5Y) | 0.4539 |
| Historical Sortino (5Y) | 1.180 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.75% |