Mexus Gold US (MXSG)
0.0001
0.00 (0.00%)
USD |
OTCM |
May 02, 10:38
Mexus Gold US Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.95% |
| September 30, 2023 | 99.95% |
| August 31, 2023 | 99.95% |
| July 31, 2023 | 99.95% |
| June 30, 2023 | 99.95% |
| May 31, 2023 | 99.95% |
| April 30, 2023 | 99.95% |
| March 31, 2023 | 99.95% |
| February 28, 2023 | 99.95% |
| January 31, 2023 | 99.95% |
| December 31, 2022 | 99.95% |
| November 30, 2022 | 99.95% |
| October 31, 2022 | 99.95% |
| September 30, 2022 | 99.94% |
| August 31, 2022 | 99.89% |
| July 31, 2022 | 99.88% |
| June 30, 2022 | 99.88% |
| May 31, 2022 | 99.84% |
| April 30, 2022 | 99.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.84% |
| February 28, 2022 | 99.84% |
| January 31, 2022 | 99.84% |
| December 31, 2021 | 99.84% |
| November 30, 2021 | 99.77% |
| October 31, 2021 | 99.69% |
| September 30, 2021 | 99.69% |
| August 31, 2021 | 99.66% |
| July 31, 2021 | 99.55% |
| June 30, 2021 | 99.55% |
| May 31, 2021 | 99.55% |
| April 30, 2021 | 99.52% |
| March 31, 2021 | 99.52% |
| February 28, 2021 | 99.52% |
| January 31, 2021 | 99.52% |
| December 31, 2020 | 99.39% |
| November 30, 2020 | 99.72% |
| October 31, 2020 | 99.72% |
| September 30, 2020 | 99.72% |
| August 31, 2020 | 99.72% |
| July 31, 2020 | 99.72% |
| June 30, 2020 | 99.72% |
| May 31, 2020 | 99.72% |
| April 30, 2020 | 99.72% |
| March 31, 2020 | 99.72% |
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
99.39%
Minimum
Dec 2020
100.00%
Maximum
Dec 2023
99.79%
Average
99.75%
Median
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) | -115.48 |
| Beta (5Y) | 3.301 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.94K% |
| Historical Sharpe Ratio (5Y) | -0.0406 |
| Historical Sortino (5Y) | -1.207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.32% |