Green River Gold Corp (CCR.CX)
0.015
0.00 (0.00%)
CAD |
CNSX |
Nov 13, 16:00
Green River Gold Max Drawdown (5Y): 85.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 85.00% |
| August 31, 2024 | 75.00% |
| July 31, 2024 | 70.00% |
| June 30, 2024 | 70.00% |
| May 31, 2024 | 65.00% |
| April 30, 2024 | 65.00% |
| March 31, 2024 | 65.00% |
| February 29, 2024 | 60.00% |
| January 31, 2024 | 60.00% |
| December 31, 2023 | 60.00% |
| November 30, 2023 | 60.00% |
| October 31, 2023 | 60.00% |
| September 30, 2023 | 60.00% |
| August 31, 2023 | 60.00% |
| July 31, 2023 | 55.56% |
| June 30, 2023 | 55.56% |
| May 31, 2023 | 55.56% |
| April 30, 2023 | 55.56% |
| March 31, 2023 | 55.56% |
| February 28, 2023 | 55.56% |
| January 31, 2023 | 72.22% |
| December 31, 2022 | 72.22% |
| November 30, 2022 | 72.22% |
| October 31, 2022 | 72.22% |
| September 30, 2022 | 72.22% |
| Date | Value |
|---|---|
| August 31, 2022 | 72.22% |
| July 31, 2022 | 72.22% |
| June 30, 2022 | 72.22% |
| May 31, 2022 | 72.22% |
| April 30, 2022 | 72.22% |
| March 31, 2022 | 80.00% |
| February 28, 2022 | 80.00% |
| January 31, 2022 | 95.00% |
| December 31, 2021 | 95.00% |
| November 30, 2021 | 95.00% |
| October 31, 2021 | 95.00% |
| September 30, 2021 | 95.00% |
| August 31, 2021 | 95.00% |
| July 31, 2021 | 95.00% |
| June 30, 2021 | 95.00% |
| May 31, 2021 | 95.00% |
| April 30, 2021 | 95.00% |
| March 31, 2021 | 95.00% |
| February 28, 2021 | 95.00% |
| January 31, 2021 | 95.00% |
| December 31, 2020 | 95.00% |
| November 30, 2020 | 95.00% |
| October 31, 2020 | 95.00% |
| September 30, 2020 | 95.00% |
| August 31, 2020 | 95.00% |
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
55.56%
Minimum
Feb 2023
98.75%
Maximum
Nov 2019
80.06%
Average
80.00%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Aether Catalyst Solutions Inc | 93.33% |
| JIVA Technologies Inc | 100.00% |
| Nextech3d AI Corp | 99.33% |
| Tuga Innovations Inc | -- |
| Kings Entertainment Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.60 |
| Beta (5Y) | -1.462 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.02% |
| Historical Sharpe Ratio (5Y) | -0.4652 |
| Historical Sortino (5Y) | -0.8727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |