Centerra Gold Inc (CG.TO)
9.10
-0.74
(-7.52%)
CAD |
TSX |
Nov 01, 16:00
Centerra Gold Max Drawdown (5Y): 71.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.24% |
| September 30, 2024 | 71.24% |
| August 31, 2024 | 71.24% |
| July 31, 2024 | 71.24% |
| June 30, 2024 | 71.24% |
| May 31, 2024 | 71.24% |
| April 30, 2024 | 71.24% |
| March 31, 2024 | 71.24% |
| February 29, 2024 | 71.24% |
| January 31, 2024 | 71.24% |
| December 31, 2023 | 71.24% |
| November 30, 2023 | 71.24% |
| October 31, 2023 | 71.24% |
| September 30, 2023 | 71.24% |
| August 31, 2023 | 71.24% |
| July 31, 2023 | 71.24% |
| June 30, 2023 | 71.24% |
| May 31, 2023 | 71.24% |
| April 30, 2023 | 71.24% |
| March 31, 2023 | 71.24% |
| February 28, 2023 | 71.24% |
| January 31, 2023 | 71.24% |
| December 31, 2022 | 71.24% |
| November 30, 2022 | 71.24% |
| October 31, 2022 | 71.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.24% |
| August 31, 2022 | 68.16% |
| July 31, 2022 | 58.61% |
| June 30, 2022 | 56.46% |
| May 31, 2022 | 56.46% |
| April 30, 2022 | 56.46% |
| March 31, 2022 | 56.46% |
| February 28, 2022 | 56.46% |
| January 31, 2022 | 56.46% |
| December 31, 2021 | 56.46% |
| November 30, 2021 | 56.46% |
| October 31, 2021 | 60.11% |
| September 30, 2021 | 70.26% |
| August 31, 2021 | 70.26% |
| July 31, 2021 | 70.26% |
| June 30, 2021 | 70.26% |
| May 31, 2021 | 70.26% |
| April 30, 2021 | 70.26% |
| March 31, 2021 | 70.26% |
| February 28, 2021 | 70.26% |
| January 31, 2021 | 70.96% |
| December 31, 2020 | 72.08% |
| November 30, 2020 | 72.08% |
| October 31, 2020 | 72.08% |
| September 30, 2020 | 72.08% |
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
56.46%
Minimum
Nov 2021
75.80%
Maximum
Nov 2019
69.09%
Average
71.24%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Chemtrade Logistics Income Fund | 77.56% |
| Agnico Eagle Mines Ltd | 54.78% |
| Calibre Mining Corp | 80.71% |
| Dundee Precious Metals Inc | 46.57% |
| Franco-Nevada Corp | 38.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.17 |
| Beta (5Y) | 1.290 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.94% |
| Historical Sharpe Ratio (5Y) | -0.0539 |
| Historical Sortino (5Y) | -0.0943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.17% |