Blackwolf Copper and Gold Ltd (BWCG.V)
0.12
0.00 (0.00%)
CAD |
TSXV |
Jun 26, 09:30
Blackwolf Copper and Gold Max Drawdown (5Y): 94.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 94.33% |
| April 30, 2024 | 94.33% |
| March 31, 2024 | 94.33% |
| February 29, 2024 | 94.33% |
| January 31, 2024 | 91.33% |
| December 31, 2023 | 90.43% |
| November 30, 2023 | 90.43% |
| October 31, 2023 | 90.43% |
| September 30, 2023 | 90.43% |
| August 31, 2023 | 90.43% |
| July 31, 2023 | 90.43% |
| June 30, 2023 | 90.43% |
| May 31, 2023 | 90.43% |
| April 30, 2023 | 90.43% |
| March 31, 2023 | 90.43% |
| February 28, 2023 | 90.43% |
| January 31, 2023 | 90.43% |
| December 31, 2022 | 90.43% |
| November 30, 2022 | 90.43% |
| October 31, 2022 | 90.43% |
| September 30, 2022 | 90.43% |
| August 31, 2022 | 90.43% |
| July 31, 2022 | 90.43% |
| June 30, 2022 | 90.43% |
| May 31, 2022 | 90.43% |
| Date | Value |
|---|---|
| April 30, 2022 | 90.43% |
| March 31, 2022 | 90.43% |
| February 28, 2022 | 90.43% |
| January 31, 2022 | 90.43% |
| December 31, 2021 | 90.43% |
| November 30, 2021 | 90.43% |
| October 31, 2021 | 90.43% |
| September 30, 2021 | 93.33% |
| August 31, 2021 | 93.48% |
| July 31, 2021 | 93.48% |
| June 30, 2021 | 93.48% |
| May 31, 2021 | 93.48% |
| April 30, 2021 | 93.85% |
| March 31, 2021 | 95.95% |
| February 28, 2021 | 96.91% |
| January 31, 2021 | 96.91% |
| December 31, 2020 | 97.19% |
| November 30, 2020 | 98.51% |
| October 31, 2020 | 99.01% |
| September 30, 2020 | 99.24% |
| August 31, 2020 | 99.25% |
| July 31, 2020 | 99.25% |
| June 30, 2020 | 99.25% |
| May 31, 2020 | 99.25% |
| April 30, 2020 | 99.25% |
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
90.43%
Minimum
Oct 2021
99.25%
Maximum
Jun 2019
94.07%
Average
93.48%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Treasury Metals Inc | 94.10% |
| First Mining Gold Corp | 87.50% |
| Bee Vectoring Technologies International Inc | 97.69% |
| Replenish Nutrients Holding Corp | 92.19% |
| Argo Living Soils Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.89 |
| Beta (5Y) | 2.548 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.73% |
| Historical Sharpe Ratio (5Y) | -0.335 |
| Historical Sortino (5Y) | -0.8027 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.41% |