Amerigo Resources Ltd (ARREF)
1.264
-0.01
(-0.47%)
USD |
OTCM |
May 03, 14:49
Amerigo Resources Max Drawdown (5Y): 91.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.52% |
March 31, 2024 | 91.52% |
February 29, 2024 | 91.52% |
January 31, 2024 | 91.52% |
December 31, 2023 | 91.52% |
November 30, 2023 | 91.52% |
October 31, 2023 | 91.52% |
September 30, 2023 | 91.52% |
August 31, 2023 | 91.52% |
July 31, 2023 | 91.52% |
June 30, 2023 | 91.52% |
May 31, 2023 | 91.52% |
April 30, 2023 | 91.52% |
March 31, 2023 | 91.52% |
February 28, 2023 | 91.52% |
January 31, 2023 | 91.52% |
December 31, 2022 | 91.52% |
November 30, 2022 | 91.52% |
October 31, 2022 | 91.52% |
September 30, 2022 | 91.52% |
August 31, 2022 | 91.52% |
July 31, 2022 | 91.52% |
June 30, 2022 | 91.52% |
May 31, 2022 | 91.52% |
April 30, 2022 | 91.52% |
Date | Value |
---|---|
March 31, 2022 | 91.52% |
February 28, 2022 | 91.52% |
January 31, 2022 | 91.52% |
December 31, 2021 | 91.52% |
November 30, 2021 | 91.52% |
October 31, 2021 | 91.52% |
September 30, 2021 | 91.52% |
August 31, 2021 | 91.52% |
July 31, 2021 | 91.52% |
June 30, 2021 | 91.52% |
May 31, 2021 | 91.52% |
April 30, 2021 | 91.52% |
March 31, 2021 | 91.52% |
February 28, 2021 | 91.52% |
January 31, 2021 | 92.16% |
December 31, 2020 | 92.16% |
November 30, 2020 | 92.84% |
October 31, 2020 | 93.74% |
September 30, 2020 | 93.74% |
August 31, 2020 | 93.74% |
July 31, 2020 | 93.74% |
June 30, 2020 | 93.74% |
May 31, 2020 | 93.74% |
April 30, 2020 | 93.74% |
March 31, 2020 | 93.74% |
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
91.52%
Minimum
Feb 2021
93.74%
Maximum
May 2019
92.23%
Average
91.52%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Endeavour Silver Corp | 81.13% |
Seabridge Gold Inc | 61.10% |
Gold Royalty Corp | -- |
TMC The Metals Co Inc | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.09 |
Beta (5Y) | 3.137 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.20% |
Historical Sharpe Ratio (5Y) | 0.2256 |
Historical Sortino (5Y) | 0.3861 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.61% |