Victoria Gold Corp (VITFF)
5.02
+0.07
(+1.41%)
USD |
OTCM |
May 06, 15:56
Victoria Gold Max Drawdown (5Y): 77.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.59% |
| March 31, 2024 | 77.59% |
| February 29, 2024 | 77.59% |
| January 31, 2024 | 76.73% |
| December 31, 2023 | 76.73% |
| November 30, 2023 | 76.73% |
| October 31, 2023 | 76.59% |
| September 30, 2023 | 75.28% |
| August 31, 2023 | 71.66% |
| July 31, 2023 | 71.66% |
| June 30, 2023 | 71.66% |
| May 31, 2023 | 71.66% |
| April 30, 2023 | 71.66% |
| March 31, 2023 | 71.66% |
| February 28, 2023 | 71.66% |
| January 31, 2023 | 71.66% |
| December 31, 2022 | 71.66% |
| November 30, 2022 | 71.66% |
| October 31, 2022 | 70.92% |
| September 30, 2022 | 70.92% |
| August 31, 2022 | 65.06% |
| July 31, 2022 | 61.59% |
| June 30, 2022 | 60.26% |
| May 31, 2022 | 60.26% |
| April 30, 2022 | 60.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 60.26% |
| February 28, 2022 | 60.26% |
| January 31, 2022 | 60.26% |
| December 31, 2021 | 60.26% |
| November 30, 2021 | 60.26% |
| October 31, 2021 | 60.26% |
| September 30, 2021 | 60.26% |
| August 31, 2021 | 60.26% |
| July 31, 2021 | 60.26% |
| June 30, 2021 | 60.26% |
| May 31, 2021 | 60.26% |
| April 30, 2021 | 60.26% |
| March 31, 2021 | 60.26% |
| February 28, 2021 | 65.58% |
| January 31, 2021 | 75.32% |
| December 31, 2020 | 80.31% |
| November 30, 2020 | 87.38% |
| October 31, 2020 | 89.24% |
| September 30, 2020 | 91.21% |
| August 31, 2020 | 91.21% |
| July 31, 2020 | 91.63% |
| June 30, 2020 | 94.00% |
| May 31, 2020 | 94.21% |
| April 30, 2020 | 94.28% |
| March 31, 2020 | 94.28% |
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
60.26%
Minimum
Mar 2021
94.82%
Maximum
May 2019
75.95%
Average
71.66%
Median
Nov 2022
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) | -18.91 |
| Beta (5Y) | 1.517 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.10% |
| Historical Sharpe Ratio (5Y) | -0.0309 |
| Historical Sortino (5Y) | -0.0664 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.54% |