Novagold Resources Inc (NG)
3.015
-0.02
(-0.50%)
USD |
NYAM |
May 02, 14:03
Novagold Resources Max Drawdown (5Y): 81.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.22% |
| March 31, 2024 | 81.22% |
| February 29, 2024 | 81.22% |
| January 31, 2024 | 78.91% |
| December 31, 2023 | 72.73% |
| November 30, 2023 | 71.91% |
| October 31, 2023 | 71.91% |
| September 30, 2023 | 68.37% |
| August 31, 2023 | 67.96% |
| July 31, 2023 | 67.96% |
| June 30, 2023 | 67.96% |
| May 31, 2023 | 66.31% |
| April 30, 2023 | 66.31% |
| March 31, 2023 | 66.31% |
| February 28, 2023 | 66.31% |
| January 31, 2023 | 66.31% |
| December 31, 2022 | 66.31% |
| November 30, 2022 | 66.31% |
| October 31, 2022 | 66.31% |
| September 30, 2022 | 66.31% |
| August 31, 2022 | 63.51% |
| July 31, 2022 | 63.51% |
| June 30, 2022 | 60.38% |
| May 31, 2022 | 55.52% |
| April 30, 2022 | 53.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.23% |
| February 28, 2022 | 53.23% |
| January 31, 2022 | 53.23% |
| December 31, 2021 | 53.23% |
| November 30, 2021 | 53.23% |
| October 31, 2021 | 53.23% |
| September 30, 2021 | 53.23% |
| August 31, 2021 | 53.23% |
| July 31, 2021 | 53.43% |
| June 30, 2021 | 53.43% |
| May 31, 2021 | 53.43% |
| April 30, 2021 | 53.43% |
| March 31, 2021 | 53.43% |
| February 28, 2021 | 53.43% |
| January 31, 2021 | 53.43% |
| December 31, 2020 | 53.43% |
| November 30, 2020 | 63.74% |
| October 31, 2020 | 68.53% |
| September 30, 2020 | 68.53% |
| August 31, 2020 | 72.92% |
| July 31, 2020 | 72.92% |
| June 30, 2020 | 74.11% |
| May 31, 2020 | 77.82% |
| April 30, 2020 | 79.71% |
| March 31, 2020 | 79.71% |
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
53.23%
Minimum
Aug 2021
81.45%
Maximum
May 2019
67.00%
Average
66.31%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Coeur Mining Inc | 83.98% |
| Royal Gold Inc | 49.55% |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 95.74% |
| Contango Ore Inc | 72.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.17 |
| Beta (5Y) | 1.067 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.52% |
| Historical Sharpe Ratio (5Y) | -0.1576 |
| Historical Sortino (5Y) | -0.2966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.85% |