1911 Gold Corp (AUMBF)
0.069
+0.01
(+12.93%)
USD |
OTCM |
May 03, 16:00
1911 Gold Max Drawdown (5Y): 93.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.74% |
| March 31, 2024 | 93.74% |
| February 29, 2024 | 93.74% |
| January 31, 2024 | 93.48% |
| December 31, 2023 | 93.48% |
| November 30, 2023 | 93.17% |
| October 31, 2023 | 92.29% |
| September 30, 2023 | 92.03% |
| August 31, 2023 | 92.03% |
| July 31, 2023 | 91.28% |
| June 30, 2023 | 90.93% |
| May 31, 2023 | 90.93% |
| April 30, 2023 | 90.93% |
| March 31, 2023 | 90.93% |
| February 28, 2023 | 90.93% |
| January 31, 2023 | 90.93% |
| December 31, 2022 | 90.93% |
| November 30, 2022 | 90.93% |
| October 31, 2022 | 90.93% |
| September 30, 2022 | 88.96% |
| August 31, 2022 | 85.51% |
| July 31, 2022 | 85.51% |
| June 30, 2022 | 82.61% |
| May 31, 2022 | 74.78% |
| April 30, 2022 | 69.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.68% |
| February 28, 2022 | 69.68% |
| January 31, 2022 | 69.68% |
| December 31, 2021 | 69.68% |
| November 30, 2021 | 68.84% |
| October 31, 2021 | 66.80% |
| September 30, 2021 | 66.80% |
| August 31, 2021 | 63.43% |
| July 31, 2021 | 63.04% |
| June 30, 2021 | 55.07% |
| May 31, 2021 | 55.00% |
| April 30, 2021 | 55.00% |
| March 31, 2021 | 55.00% |
| February 28, 2021 | 55.00% |
| January 31, 2021 | 55.00% |
| December 31, 2020 | 55.00% |
| November 30, 2020 | 55.00% |
| October 31, 2020 | 55.00% |
| September 30, 2020 | 55.00% |
| August 31, 2020 | 55.00% |
| July 31, 2020 | 55.00% |
| June 30, 2020 | 55.00% |
| May 31, 2020 | 55.00% |
| April 30, 2020 | 55.00% |
| March 31, 2020 | 55.00% |
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
49.06%
Minimum
May 2019
93.74%
Maximum
Feb 2024
70.94%
Average
67.82%
Median
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) | -38.90 |
| Beta (5Y) | 1.416 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.45% |
| Historical Sharpe Ratio (5Y) | -0.3024 |
| Historical Sortino (5Y) | -0.7088 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.91% |