International Tower Hill Mines Ltd (THM)
0.62
-0.02
(-2.44%)
USD |
NYAM |
Apr 30, 16:00
0.62
0.00 (0.00%)
After-Hours: 20:00
International Tower Hill Mines Max Drawdown (5Y): 84.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.16% |
| February 29, 2024 | 84.16% |
| January 31, 2024 | 84.16% |
| December 31, 2023 | 84.16% |
| November 30, 2023 | 84.16% |
| October 31, 2023 | 84.16% |
| September 30, 2023 | 83.50% |
| August 31, 2023 | 82.85% |
| July 31, 2023 | 82.23% |
| June 30, 2023 | 82.23% |
| May 31, 2023 | 81.41% |
| April 30, 2023 | 81.41% |
| March 31, 2023 | 81.41% |
| February 28, 2023 | 81.41% |
| January 31, 2023 | 81.41% |
| December 31, 2022 | 81.41% |
| November 30, 2022 | 79.67% |
| October 31, 2022 | 79.46% |
| September 30, 2022 | 85.57% |
| August 31, 2022 | 85.57% |
| July 31, 2022 | 85.57% |
| June 30, 2022 | 85.57% |
| May 31, 2022 | 85.57% |
| April 30, 2022 | 85.57% |
| March 31, 2022 | 85.57% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.62% |
| January 31, 2022 | 85.62% |
| December 31, 2021 | 86.68% |
| November 30, 2021 | 86.80% |
| October 31, 2021 | 87.77% |
| September 30, 2021 | 91.96% |
| August 31, 2021 | 91.96% |
| July 31, 2021 | 91.96% |
| June 30, 2021 | 91.96% |
| May 31, 2021 | 91.96% |
| April 30, 2021 | 91.96% |
| March 31, 2021 | 94.74% |
| February 28, 2021 | 94.74% |
| January 31, 2021 | 96.29% |
| December 31, 2020 | 96.55% |
| November 30, 2020 | 97.90% |
| October 31, 2020 | 98.18% |
| September 30, 2020 | 98.18% |
| August 31, 2020 | 98.18% |
| July 31, 2020 | 98.18% |
| June 30, 2020 | 98.18% |
| May 31, 2020 | 98.18% |
| April 30, 2020 | 98.18% |
| March 31, 2020 | 98.18% |
| February 29, 2020 | 98.18% |
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
79.46%
Minimum
Oct 2022
98.18%
Maximum
May 2019
90.07%
Average
87.77%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 88.40% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.52 |
| Beta (5Y) | 1.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.65% |
| Historical Sharpe Ratio (5Y) | 0.0409 |
| Historical Sortino (5Y) | 0.1237 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.31% |