ASA Gold And Precious Metals Ltd (ASA)
20.01
+0.25
(+1.27%)
USD |
NYSE |
Nov 26, 16:00
20.01
0.00 (0.00%)
After-Hours: 17:23
ASA Max Drawdown (5Y): 51.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.66% |
| September 30, 2024 | 51.66% |
| August 31, 2024 | 51.66% |
| July 31, 2024 | 51.66% |
| June 30, 2024 | 51.66% |
| May 31, 2024 | 51.66% |
| April 30, 2024 | 51.66% |
| March 31, 2024 | 51.66% |
| February 29, 2024 | 51.66% |
| January 31, 2024 | 51.66% |
| December 31, 2023 | 51.66% |
| November 30, 2023 | 51.66% |
| October 31, 2023 | 51.66% |
| September 30, 2023 | 51.66% |
| August 31, 2023 | 51.66% |
| July 31, 2023 | 51.66% |
| June 30, 2023 | 51.66% |
| May 31, 2023 | 51.66% |
| April 30, 2023 | 51.66% |
| March 31, 2023 | 51.66% |
| February 28, 2023 | 51.66% |
| January 31, 2023 | 51.66% |
| December 31, 2022 | 51.66% |
| November 30, 2022 | 51.66% |
| October 31, 2022 | 51.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.66% |
| August 31, 2022 | 51.34% |
| July 31, 2022 | 53.92% |
| June 30, 2022 | 55.09% |
| May 31, 2022 | 55.09% |
| April 30, 2022 | 55.09% |
| March 31, 2022 | 55.09% |
| February 28, 2022 | 57.12% |
| January 31, 2022 | 57.12% |
| December 31, 2021 | 59.53% |
| November 30, 2021 | 64.54% |
| October 31, 2021 | 64.54% |
| September 30, 2021 | 64.54% |
| August 31, 2021 | 64.54% |
| July 31, 2021 | 64.54% |
| June 30, 2021 | 64.54% |
| May 31, 2021 | 64.54% |
| April 30, 2021 | 64.54% |
| March 31, 2021 | 68.71% |
| February 28, 2021 | 70.70% |
| January 31, 2021 | 76.11% |
| December 31, 2020 | 79.07% |
| November 30, 2020 | 79.23% |
| October 31, 2020 | 80.02% |
| September 30, 2020 | 80.02% |
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
51.34%
Minimum
Aug 2022
80.02%
Maximum
Nov 2019
61.55%
Average
55.09%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Sprott Junior Gold Miners ETF | 59.26% |
| Sprott Gold Miners ETF | 49.68% |
| VanEck Gold Miners ETF | 49.79% |
| US Global GO GOLD and Prec Mtl Mnrs ETF | 52.94% |
| iShares MSCI Global Silver&Mtls Mnrs ETF | 62.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.580 |
| Beta (5Y) | 1.231 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.962 |
| Beta (vs YCharts Benchmark) (5Y) | 1.184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.06% |
| Historical Sharpe Ratio (5Y) | 0.2447 |
| Historical Sortino (5Y) | 0.4582 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.58% |