Freegold Ventures Ltd (FGOVF)
0.2998
-0.01
(-3.91%)
USD |
OTCM |
May 22, 15:59
Freegold Ventures Max Drawdown (5Y): 86.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.74% |
| March 31, 2024 | 86.74% |
| February 29, 2024 | 86.74% |
| January 31, 2024 | 86.74% |
| December 31, 2023 | 86.74% |
| November 30, 2023 | 86.74% |
| October 31, 2023 | 86.74% |
| September 30, 2023 | 86.74% |
| August 31, 2023 | 86.74% |
| July 31, 2023 | 86.74% |
| June 30, 2023 | 86.74% |
| May 31, 2023 | 87.62% |
| April 30, 2023 | 87.62% |
| March 31, 2023 | 87.62% |
| February 28, 2023 | 87.62% |
| January 31, 2023 | 87.62% |
| December 31, 2022 | 87.62% |
| November 30, 2022 | 87.74% |
| October 31, 2022 | 88.01% |
| September 30, 2022 | 91.07% |
| August 31, 2022 | 91.07% |
| July 31, 2022 | 91.07% |
| June 30, 2022 | 91.66% |
| May 31, 2022 | 91.74% |
| April 30, 2022 | 91.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.74% |
| February 28, 2022 | 91.74% |
| January 31, 2022 | 91.74% |
| December 31, 2021 | 91.74% |
| November 30, 2021 | 92.10% |
| October 31, 2021 | 92.10% |
| September 30, 2021 | 93.98% |
| August 31, 2021 | 93.98% |
| July 31, 2021 | 93.98% |
| June 30, 2021 | 93.98% |
| May 31, 2021 | 93.98% |
| April 30, 2021 | 93.98% |
| March 31, 2021 | 93.98% |
| February 28, 2021 | 93.98% |
| January 31, 2021 | 94.67% |
| December 31, 2020 | 94.67% |
| November 30, 2020 | 96.14% |
| October 31, 2020 | 96.47% |
| September 30, 2020 | 97.44% |
| August 31, 2020 | 97.44% |
| July 31, 2020 | 97.44% |
| June 30, 2020 | 97.44% |
| May 31, 2020 | 97.44% |
| April 30, 2020 | 97.44% |
| March 31, 2020 | 97.44% |
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
86.74%
Minimum
Jun 2023
97.44%
Maximum
May 2019
92.43%
Average
92.10%
Median
Oct 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) | 15.59 |
| Beta (5Y) | 2.935 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 245.1% |
| Historical Sharpe Ratio (5Y) | 0.1971 |
| Historical Sortino (5Y) | 1.501 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.28% |