1911 Gold Corp (AUMB.V)
0.13
0.00 (0.00%)
CAD |
TSXV |
Sep 27, 16:00
1911 Gold Max Drawdown (5Y): 93.55% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 93.55% |
| July 31, 2024 | 93.55% |
| June 30, 2024 | 93.55% |
| May 31, 2024 | 93.55% |
| April 30, 2024 | 93.55% |
| March 31, 2024 | 93.55% |
| February 29, 2024 | 93.55% |
| January 31, 2024 | 93.55% |
| December 31, 2023 | 93.55% |
| November 30, 2023 | 92.47% |
| October 31, 2023 | 91.94% |
| September 30, 2023 | 91.94% |
| August 31, 2023 | 91.40% |
| July 31, 2023 | 90.86% |
| June 30, 2023 | 90.86% |
| May 31, 2023 | 90.86% |
| April 30, 2023 | 90.86% |
| March 31, 2023 | 90.86% |
| February 28, 2023 | 90.86% |
| January 31, 2023 | 90.86% |
| December 31, 2022 | 90.86% |
| November 30, 2022 | 90.86% |
| October 31, 2022 | 90.86% |
| September 30, 2022 | 89.25% |
| August 31, 2022 | 86.56% |
| Date | Value |
|---|---|
| July 31, 2022 | 86.56% |
| June 30, 2022 | 83.33% |
| May 31, 2022 | 76.34% |
| April 30, 2022 | 70.97% |
| March 31, 2022 | 70.97% |
| February 28, 2022 | 70.97% |
| January 31, 2022 | 70.97% |
| December 31, 2021 | 70.97% |
| November 30, 2021 | 69.89% |
| October 31, 2021 | 67.74% |
| September 30, 2021 | 67.74% |
| August 31, 2021 | 65.87% |
| July 31, 2021 | 65.87% |
| June 30, 2021 | 65.87% |
| May 31, 2021 | 65.87% |
| April 30, 2021 | 65.87% |
| March 31, 2021 | 65.87% |
| February 28, 2021 | 65.87% |
| January 31, 2021 | 65.87% |
| December 31, 2020 | 65.87% |
| November 30, 2020 | 65.87% |
| October 31, 2020 | 65.87% |
| September 30, 2020 | 65.87% |
| August 31, 2020 | 65.87% |
| July 31, 2020 | 65.87% |
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
63.49%
Minimum
Sep 2019
93.55%
Maximum
Dec 2023
77.95%
Average
70.97%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| GoGold Resources Inc | 76.65% |
| TRU Precious Metals Corp | 95.83% |
| Gold Terra Resource Corp | 91.18% |
| Cassiar Gold Corp | 88.75% |
| Banyan Gold Corp | 76.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.61 |
| Beta (5Y) | 1.744 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.11% |
| Historical Sharpe Ratio (5Y) | -0.2066 |
| Historical Sortino (5Y) | -0.4707 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.33% |