Green River Gold Corp (CCR.CX)
0.005
0.00 (0.00%)
CAD |
CNSX |
Apr 22, 16:00
Green River Gold Max Drawdown (5Y): 95.00% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.14 |
| Beta (5Y) | -1.010 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.74% |
| Historical Sharpe Ratio (5Y) | -0.7436 |
| Historical Sortino (5Y) | -1.051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |