Centerra Gold Inc (CGAU)
6.385
+0.26
(+4.16%)
USD |
NYSE |
May 06, 16:00
6.385
0.00 (0.00%)
After-Hours: 20:00
Centerra Gold Max Drawdown (5Y): 72.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.20% |
| March 31, 2024 | 72.20% |
| February 29, 2024 | 72.20% |
| January 31, 2024 | 72.20% |
| December 31, 2023 | 72.20% |
| November 30, 2023 | 72.20% |
| October 31, 2023 | 72.20% |
| September 30, 2023 | 72.20% |
| August 31, 2023 | 72.20% |
| July 31, 2023 | 72.20% |
| June 30, 2023 | 72.20% |
| May 31, 2023 | 72.20% |
| April 30, 2023 | 72.20% |
| March 31, 2023 | 72.20% |
| February 28, 2023 | 72.20% |
| January 31, 2023 | 72.20% |
| December 31, 2022 | 72.20% |
| November 30, 2022 | 72.20% |
| October 31, 2022 | 72.20% |
| September 30, 2022 | 72.20% |
| August 31, 2022 | 67.53% |
| July 31, 2022 | 57.45% |
| June 30, 2022 | 52.93% |
| May 31, 2022 | 55.83% |
| April 30, 2022 | 58.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.01% |
| February 28, 2022 | 59.11% |
| January 31, 2022 | 59.45% |
| December 31, 2021 | 63.45% |
| November 30, 2021 | 63.51% |
| October 31, 2021 | 71.31% |
| September 30, 2021 | 79.27% |
| August 31, 2021 | 79.27% |
| July 31, 2021 | 79.27% |
| June 30, 2021 | 79.27% |
| May 31, 2021 | 79.27% |
| April 30, 2021 | 79.27% |
| March 31, 2021 | 79.27% |
| February 28, 2021 | 79.27% |
| January 31, 2021 | 79.27% |
| December 31, 2020 | 79.86% |
| November 30, 2020 | 79.86% |
| October 31, 2020 | 80.38% |
| September 30, 2020 | 80.38% |
| August 31, 2020 | 80.38% |
| July 31, 2020 | 80.38% |
| June 30, 2020 | 80.38% |
| May 31, 2020 | 80.38% |
| April 30, 2020 | 80.81% |
| March 31, 2020 | 80.81% |
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
52.93%
Minimum
Jun 2022
82.01%
Maximum
May 2019
74.06%
Average
72.20%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 88.40% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.673 |
| Beta (5Y) | 1.230 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.64% |
| Historical Sharpe Ratio (5Y) | 0.0846 |
| Historical Sortino (5Y) | 0.1637 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.82% |