Canagold Resources Ltd (CCM.TO)
0.25
0.00 (0.00%)
CAD |
TSX |
Jun 21, 16:00
Canagold Resources Max Drawdown (5Y): 78.57% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 78.57% |
April 30, 2024 | 78.57% |
March 31, 2024 | 78.57% |
February 29, 2024 | 78.57% |
January 31, 2024 | 78.57% |
December 31, 2023 | 78.57% |
November 30, 2023 | 78.57% |
October 31, 2023 | 78.57% |
September 30, 2023 | 78.57% |
August 31, 2023 | 78.57% |
July 31, 2023 | 78.57% |
June 30, 2023 | 78.57% |
May 31, 2023 | 78.57% |
April 30, 2023 | 78.57% |
March 31, 2023 | 78.57% |
February 28, 2023 | 78.57% |
January 31, 2023 | 78.57% |
December 31, 2022 | 78.57% |
November 30, 2022 | 78.57% |
October 31, 2022 | 78.57% |
September 30, 2022 | 78.57% |
August 31, 2022 | 78.57% |
July 31, 2022 | 78.57% |
June 30, 2022 | 78.57% |
May 31, 2022 | 78.57% |
Date | Value |
---|---|
April 30, 2022 | 78.57% |
March 31, 2022 | 78.57% |
February 28, 2022 | 78.57% |
January 31, 2022 | 78.57% |
December 31, 2021 | 78.57% |
November 30, 2021 | 78.57% |
October 31, 2021 | 78.57% |
September 30, 2021 | 78.57% |
August 31, 2021 | 78.57% |
July 31, 2021 | 78.57% |
June 30, 2021 | 78.57% |
May 31, 2021 | 78.57% |
April 30, 2021 | 78.57% |
March 31, 2021 | 78.57% |
February 28, 2021 | 78.57% |
January 31, 2021 | 78.57% |
December 31, 2020 | 78.57% |
November 30, 2020 | 78.57% |
October 31, 2020 | 78.72% |
September 30, 2020 | 80.85% |
August 31, 2020 | 80.85% |
July 31, 2020 | 80.85% |
June 30, 2020 | 82.46% |
May 31, 2020 | 82.46% |
April 30, 2020 | 84.21% |
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
78.57%
Minimum
Nov 2020
91.23%
Maximum
Jun 2019
80.82%
Average
78.57%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.810 |
Beta (5Y) | 0.8033 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.16% |
Historical Sharpe Ratio (5Y) | 0.0292 |
Historical Sortino (5Y) | 0.061 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.92% |