Gold Reserve Inc (GDRZF)
3.28
+0.02
(+0.61%)
USD |
OTCM |
May 03, 16:00
Gold Reserve Max Drawdown (5Y): 84.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.65% |
| March 31, 2024 | 84.65% |
| February 29, 2024 | 84.65% |
| January 31, 2024 | 84.65% |
| December 31, 2023 | 84.65% |
| November 30, 2023 | 84.65% |
| October 31, 2023 | 84.65% |
| September 30, 2023 | 84.65% |
| August 31, 2023 | 84.65% |
| July 31, 2023 | 84.65% |
| June 30, 2023 | 84.65% |
| May 31, 2023 | 84.65% |
| April 30, 2023 | 84.65% |
| March 31, 2023 | 84.65% |
| February 28, 2023 | 84.65% |
| January 31, 2023 | 84.65% |
| December 31, 2022 | 84.65% |
| November 30, 2022 | 84.65% |
| October 31, 2022 | 84.65% |
| September 30, 2022 | 84.65% |
| August 31, 2022 | 84.65% |
| July 31, 2022 | 84.65% |
| June 30, 2022 | 84.65% |
| May 31, 2022 | 84.65% |
| April 30, 2022 | 84.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 84.05% |
| February 28, 2022 | 77.76% |
| January 31, 2022 | 76.56% |
| December 31, 2021 | 76.56% |
| November 30, 2021 | 76.56% |
| October 31, 2021 | 76.56% |
| September 30, 2021 | 76.56% |
| August 31, 2021 | 76.56% |
| July 31, 2021 | 76.56% |
| June 30, 2021 | 76.56% |
| May 31, 2021 | 76.56% |
| April 30, 2021 | 76.37% |
| March 31, 2021 | 76.19% |
| February 28, 2021 | 76.19% |
| January 31, 2021 | 76.19% |
| December 31, 2020 | 76.19% |
| November 30, 2020 | 76.19% |
| October 31, 2020 | 75.44% |
| September 30, 2020 | 74.10% |
| August 31, 2020 | 74.10% |
| July 31, 2020 | 74.10% |
| June 30, 2020 | 74.10% |
| May 31, 2020 | 74.10% |
| April 30, 2020 | 74.10% |
| March 31, 2020 | 74.10% |
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
65.77%
Minimum
May 2019
84.65%
Maximum
Apr 2022
78.83%
Average
76.56%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 95.74% |
| Contango Ore Inc | 72.87% |
| Idaho Strategic Resources Inc | 62.42% |
| Dakota Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.207 |
| Beta (5Y) | 0.5624 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.10% |
| Historical Sharpe Ratio (5Y) | 0.0411 |
| Historical Sortino (5Y) | 0.0744 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.66% |