Signal Gold Inc (SGNL.TO)
0.095
0.00 (0.00%)
CAD |
TSX |
Jun 14, 13:03
Signal Gold Max Drawdown (5Y): 92.23% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 92.23% |
April 30, 2024 | 92.23% |
March 31, 2024 | 92.23% |
February 29, 2024 | 91.75% |
January 31, 2024 | 90.29% |
December 31, 2023 | 88.35% |
November 30, 2023 | 87.86% |
October 31, 2023 | 83.50% |
September 30, 2023 | 81.55% |
August 31, 2023 | 80.58% |
July 31, 2023 | 80.10% |
June 30, 2023 | 80.10% |
May 31, 2023 | 79.09% |
April 30, 2023 | 79.09% |
March 31, 2023 | 79.09% |
February 28, 2023 | 79.09% |
January 31, 2023 | 79.09% |
December 31, 2022 | 79.09% |
November 30, 2022 | 79.09% |
October 31, 2022 | 79.09% |
September 30, 2022 | 79.09% |
August 31, 2022 | 79.09% |
July 31, 2022 | 79.09% |
June 30, 2022 | 79.09% |
May 31, 2022 | 79.09% |
Date | Value |
---|---|
April 30, 2022 | 79.09% |
March 31, 2022 | 79.09% |
February 28, 2022 | 79.09% |
January 31, 2022 | 79.09% |
December 31, 2021 | 79.09% |
November 30, 2021 | 79.09% |
October 31, 2021 | 79.09% |
September 30, 2021 | 79.09% |
August 31, 2021 | 79.09% |
July 31, 2021 | 79.09% |
June 30, 2021 | 79.09% |
May 31, 2021 | 79.09% |
April 30, 2021 | 79.09% |
March 31, 2021 | 79.09% |
February 28, 2021 | 79.09% |
January 31, 2021 | 79.09% |
December 31, 2020 | 79.09% |
November 30, 2020 | 79.09% |
October 31, 2020 | 79.09% |
September 30, 2020 | 79.09% |
August 31, 2020 | 79.09% |
July 31, 2020 | 79.09% |
June 30, 2020 | 84.09% |
May 31, 2020 | 85.71% |
April 30, 2020 | 85.71% |
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
79.09%
Minimum
Jul 2020
92.23%
Maximum
Mar 2024
82.42%
Average
79.09%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.27 |
Beta (5Y) | 1.555 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.56% |
Historical Sharpe Ratio (5Y) | -0.3099 |
Historical Sortino (5Y) | -0.7392 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.93% |