Western Copper & Gold Corp (WRN)
1.49
+0.01
(+0.68%)
USD |
NYAM |
May 06, 16:00
1.49
0.00 (0.00%)
After-Hours: 18:03
Western Copper & Gold Max Drawdown (5Y): 80.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.15% |
March 31, 2024 | 80.15% |
February 29, 2024 | 80.15% |
January 31, 2024 | 80.15% |
December 31, 2023 | 80.15% |
November 30, 2023 | 80.15% |
October 31, 2023 | 80.15% |
September 30, 2023 | 80.15% |
August 31, 2023 | 80.15% |
July 31, 2023 | 80.15% |
June 30, 2023 | 80.15% |
May 31, 2023 | 80.15% |
April 30, 2023 | 80.15% |
March 31, 2023 | 80.15% |
February 28, 2023 | 80.15% |
January 31, 2023 | 80.15% |
December 31, 2022 | 80.15% |
November 30, 2022 | 80.15% |
October 31, 2022 | 80.15% |
September 30, 2022 | 80.15% |
August 31, 2022 | 80.15% |
July 31, 2022 | 80.15% |
June 30, 2022 | 80.15% |
May 31, 2022 | 80.15% |
April 30, 2022 | 80.15% |
Date | Value |
---|---|
March 31, 2022 | 80.15% |
February 28, 2022 | 80.15% |
January 31, 2022 | 80.15% |
December 31, 2021 | 80.15% |
November 30, 2021 | 80.15% |
October 31, 2021 | 80.15% |
September 30, 2021 | 80.15% |
August 31, 2021 | 80.15% |
July 31, 2021 | 80.15% |
June 30, 2021 | 80.15% |
May 31, 2021 | 80.15% |
April 30, 2021 | 80.15% |
March 31, 2021 | 82.08% |
February 28, 2021 | 85.29% |
January 31, 2021 | 85.76% |
December 31, 2020 | 88.95% |
November 30, 2020 | 94.58% |
October 31, 2020 | 95.24% |
September 30, 2020 | 95.24% |
August 31, 2020 | 95.24% |
July 31, 2020 | 95.24% |
June 30, 2020 | 95.24% |
May 31, 2020 | 95.24% |
April 30, 2020 | 95.24% |
March 31, 2020 | 95.24% |
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
80.15%
Minimum
Apr 2021
95.24%
Maximum
May 2019
85.27%
Average
80.15%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
TMC The Metals Co Inc | -- |
Nuinsco Resources Ltd | 93.62% |
CanXGold Mining Corp | 99.92% |
Stornoway Diamond Corp | 100.00% |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0891 |
Beta (5Y) | 1.939 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.88% |
Historical Sharpe Ratio (5Y) | 0.3244 |
Historical Sortino (5Y) | 0.7545 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.02% |