Osisko Gold Royalties Ltd (OR)
15.42
-0.18
(-1.15%)
USD |
NYSE |
May 03, 15:34
Osisko Gold Royalties Max Drawdown (5Y): 62.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.23% |
March 31, 2024 | 62.23% |
February 29, 2024 | 62.23% |
January 31, 2024 | 62.23% |
December 31, 2023 | 62.23% |
November 30, 2023 | 62.23% |
October 31, 2023 | 62.23% |
September 30, 2023 | 62.23% |
August 31, 2023 | 62.23% |
July 31, 2023 | 62.23% |
June 30, 2023 | 62.23% |
May 31, 2023 | 62.23% |
April 30, 2023 | 62.23% |
March 31, 2023 | 62.23% |
February 28, 2023 | 62.23% |
January 31, 2023 | 62.23% |
December 31, 2022 | 62.23% |
November 30, 2022 | 62.23% |
October 31, 2022 | 62.23% |
September 30, 2022 | 62.23% |
August 31, 2022 | 62.23% |
July 31, 2022 | 62.23% |
June 30, 2022 | 62.23% |
May 31, 2022 | 62.23% |
April 30, 2022 | 62.23% |
Date | Value |
---|---|
March 31, 2022 | 62.23% |
February 28, 2022 | 62.23% |
January 31, 2022 | 62.23% |
December 31, 2021 | 62.23% |
November 30, 2021 | 62.23% |
October 31, 2021 | 62.23% |
September 30, 2021 | 62.23% |
August 31, 2021 | 62.23% |
July 31, 2021 | 62.23% |
June 30, 2021 | 62.23% |
May 31, 2021 | 62.23% |
April 30, 2021 | 62.23% |
March 31, 2021 | 62.23% |
February 28, 2021 | 62.23% |
January 31, 2021 | 62.23% |
December 31, 2020 | 62.23% |
November 30, 2020 | 62.23% |
October 31, 2020 | 62.23% |
September 30, 2020 | 62.23% |
August 31, 2020 | 62.23% |
July 31, 2020 | 62.23% |
June 30, 2020 | 62.23% |
May 31, 2020 | 62.23% |
April 30, 2020 | 62.23% |
March 31, 2020 | 62.23% |
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
52.46%
Minimum
May 2019
62.23%
Maximum
Mar 2020
60.60%
Average
62.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Seabridge Gold Inc | 61.10% |
Gatos Silver Inc | -- |
McEwen Mining Inc | 88.40% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.368 |
Beta (5Y) | 1.005 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.15% |
Historical Sharpe Ratio (5Y) | 0.149 |
Historical Sortino (5Y) | 0.2612 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.60% |