Graphite One Inc (GPHOF)
0.5223
+0.02
(+2.98%)
USD |
OTCM |
May 07, 15:30
Graphite One Max Drawdown (5Y): 93.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.09% |
March 31, 2024 | 93.09% |
February 29, 2024 | 93.09% |
January 31, 2024 | 93.09% |
December 31, 2023 | 93.09% |
November 30, 2023 | 93.09% |
October 31, 2023 | 93.09% |
September 30, 2023 | 93.09% |
August 31, 2023 | 93.09% |
July 31, 2023 | 93.09% |
June 30, 2023 | 93.09% |
May 31, 2023 | 93.09% |
April 30, 2023 | 93.09% |
March 31, 2023 | 93.09% |
February 28, 2023 | 93.09% |
January 31, 2023 | 93.09% |
December 31, 2022 | 93.09% |
November 30, 2022 | 93.09% |
October 31, 2022 | 93.09% |
September 30, 2022 | 93.09% |
August 31, 2022 | 93.09% |
July 31, 2022 | 93.09% |
June 30, 2022 | 93.09% |
May 31, 2022 | 93.09% |
April 30, 2022 | 93.09% |
Date | Value |
---|---|
March 31, 2022 | 93.09% |
February 28, 2022 | 93.09% |
January 31, 2022 | 93.09% |
December 31, 2021 | 93.09% |
November 30, 2021 | 93.09% |
October 31, 2021 | 93.09% |
September 30, 2021 | 93.09% |
August 31, 2021 | 93.09% |
July 31, 2021 | 93.09% |
June 30, 2021 | 93.09% |
May 31, 2021 | 93.09% |
April 30, 2021 | 93.09% |
March 31, 2021 | 93.09% |
February 28, 2021 | 93.09% |
January 31, 2021 | 93.09% |
December 31, 2020 | 93.09% |
November 30, 2020 | 93.09% |
October 31, 2020 | 93.09% |
September 30, 2020 | 93.09% |
August 31, 2020 | 93.09% |
July 31, 2020 | 93.09% |
June 30, 2020 | 93.09% |
May 31, 2020 | 93.09% |
April 30, 2020 | 93.09% |
March 31, 2020 | 93.09% |
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
88.57%
Minimum
May 2019
93.09%
Maximum
Aug 2019
92.87%
Average
93.09%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
Flexible Solutions International Inc | 75.75% |
Solitario Resources Corp | 83.21% |
Paramount Gold Nevada Corp | 81.95% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.774 |
Beta (5Y) | 0.9692 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 139.1% |
Historical Sharpe Ratio (5Y) | 0.112 |
Historical Sortino (5Y) | 0.4664 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.75% |