Goldcrest Co Ltd (CDCTF)
12.72
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Goldcrest Max Drawdown (5Y): 38.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.06% |
| September 30, 2024 | 38.06% |
| August 31, 2024 | 38.06% |
| July 31, 2024 | 38.06% |
| June 30, 2024 | 38.06% |
| May 31, 2024 | 38.06% |
| April 30, 2024 | 41.89% |
| March 31, 2024 | 41.89% |
| February 29, 2024 | 41.89% |
| January 31, 2024 | 41.89% |
| December 31, 2023 | 43.17% |
| November 30, 2023 | 43.17% |
| October 31, 2023 | 43.17% |
| September 30, 2023 | 43.17% |
| August 31, 2023 | 43.17% |
| July 31, 2023 | 43.17% |
| June 30, 2023 | 43.17% |
| May 31, 2023 | 43.17% |
| April 30, 2023 | 43.17% |
| March 31, 2023 | 43.17% |
| February 28, 2023 | 43.17% |
| January 31, 2023 | 43.17% |
| December 31, 2022 | 43.17% |
| November 30, 2022 | 43.17% |
| October 31, 2022 | 43.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.17% |
| August 31, 2022 | 43.17% |
| July 31, 2022 | 43.17% |
| June 30, 2022 | 43.17% |
| May 31, 2022 | 43.17% |
| April 30, 2022 | 43.17% |
| March 31, 2022 | 43.17% |
| February 28, 2022 | 43.17% |
| January 31, 2022 | 43.17% |
| December 31, 2021 | 43.17% |
| November 30, 2021 | 46.44% |
| October 31, 2021 | 46.44% |
| September 30, 2021 | 48.35% |
| August 31, 2021 | 48.35% |
| July 31, 2021 | 48.35% |
| June 30, 2021 | 48.35% |
| May 31, 2021 | 48.35% |
| April 30, 2021 | 48.35% |
| March 31, 2021 | 49.88% |
| February 28, 2021 | 51.56% |
| January 31, 2021 | 59.72% |
| December 31, 2020 | 59.72% |
| November 30, 2020 | 59.72% |
| October 31, 2020 | 59.72% |
| September 30, 2020 | 59.72% |
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
38.06%
Minimum
May 2024
59.72%
Maximum
Nov 2019
47.59%
Average
43.17%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.220 |
| Beta (5Y) | -0.0587 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.76% |
| Historical Sharpe Ratio (5Y) | -0.5083 |
| Historical Sortino (5Y) | -0.4893 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.84% |