Geomega Resources Inc (GOMRF)
0.0769
0.00 (0.00%)
USD |
OTCM |
May 08, 14:18
Geomega Resources Max Drawdown (5Y): 81.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.93% |
| March 31, 2024 | 81.70% |
| February 29, 2024 | 81.70% |
| January 31, 2024 | 81.70% |
| December 31, 2023 | 88.45% |
| November 30, 2023 | 88.45% |
| October 31, 2023 | 93.49% |
| September 30, 2023 | 93.66% |
| August 31, 2023 | 93.66% |
| July 31, 2023 | 93.66% |
| June 30, 2023 | 93.66% |
| May 31, 2023 | 93.66% |
| April 30, 2023 | 93.66% |
| March 31, 2023 | 93.66% |
| February 28, 2023 | 93.66% |
| January 31, 2023 | 93.66% |
| December 31, 2022 | 93.66% |
| November 30, 2022 | 93.66% |
| October 31, 2022 | 93.79% |
| September 30, 2022 | 93.79% |
| August 31, 2022 | 93.79% |
| July 31, 2022 | 93.79% |
| June 30, 2022 | 94.17% |
| May 31, 2022 | 94.17% |
| April 30, 2022 | 94.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.17% |
| February 28, 2022 | 94.17% |
| January 31, 2022 | 94.17% |
| December 31, 2021 | 94.17% |
| November 30, 2021 | 94.17% |
| October 31, 2021 | 94.17% |
| September 30, 2021 | 94.17% |
| August 31, 2021 | 94.17% |
| July 31, 2021 | 95.39% |
| June 30, 2021 | 95.39% |
| May 31, 2021 | 95.84% |
| April 30, 2021 | 96.31% |
| March 31, 2021 | 96.31% |
| February 28, 2021 | 96.33% |
| January 31, 2021 | 96.33% |
| December 31, 2020 | 97.45% |
| November 30, 2020 | 99.19% |
| October 31, 2020 | 99.19% |
| September 30, 2020 | 99.19% |
| August 31, 2020 | 99.19% |
| July 31, 2020 | 99.19% |
| June 30, 2020 | 99.19% |
| May 31, 2020 | 99.19% |
| April 30, 2020 | 99.19% |
| March 31, 2020 | 99.19% |
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
81.70%
Minimum
Jan 2024
99.19%
Maximum
May 2019
94.88%
Average
94.17%
Median
Aug 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) | -37.41 |
| Beta (5Y) | 2.499 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.37% |
| Historical Sharpe Ratio (5Y) | -0.1189 |
| Historical Sortino (5Y) | -0.2833 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.28% |