China Gold International Resources Corp Ltd (CGG.TO)
9.05
-0.39
(-4.13%)
CAD |
TSX |
May 22, 16:00
China Gold International Resources Max Drawdown (5Y): 87.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.47% |
March 31, 2024 | 87.47% |
February 29, 2024 | 87.47% |
January 31, 2024 | 87.47% |
December 31, 2023 | 87.47% |
November 30, 2023 | 87.47% |
October 31, 2023 | 87.47% |
September 30, 2023 | 87.47% |
August 31, 2023 | 87.47% |
July 31, 2023 | 87.47% |
June 30, 2023 | 87.47% |
May 31, 2023 | 87.47% |
April 30, 2023 | 87.47% |
March 31, 2023 | 87.47% |
February 28, 2023 | 87.47% |
January 31, 2023 | 87.47% |
December 31, 2022 | 87.47% |
November 30, 2022 | 87.47% |
October 31, 2022 | 87.47% |
September 30, 2022 | 87.47% |
August 31, 2022 | 87.47% |
July 31, 2022 | 87.47% |
June 30, 2022 | 87.47% |
May 31, 2022 | 87.47% |
April 30, 2022 | 87.47% |
Date | Value |
---|---|
March 31, 2022 | 87.47% |
February 28, 2022 | 87.47% |
January 31, 2022 | 87.47% |
December 31, 2021 | 87.47% |
November 30, 2021 | 87.47% |
October 31, 2021 | 87.47% |
September 30, 2021 | 87.47% |
August 31, 2021 | 87.47% |
July 31, 2021 | 87.47% |
June 30, 2021 | 87.47% |
May 31, 2021 | 87.47% |
April 30, 2021 | 87.47% |
March 31, 2021 | 87.47% |
February 28, 2021 | 87.47% |
January 31, 2021 | 87.47% |
December 31, 2020 | 87.47% |
November 30, 2020 | 87.47% |
October 31, 2020 | 87.47% |
September 30, 2020 | 87.47% |
August 31, 2020 | 87.47% |
July 31, 2020 | 87.47% |
June 30, 2020 | 87.47% |
May 31, 2020 | 87.47% |
April 30, 2020 | 87.47% |
March 31, 2020 | 87.47% |
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
73.96%
Minimum
Jan 2020
87.47%
Maximum
Mar 2020
85.75%
Average
87.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 23.77 |
Beta (5Y) | 1.985 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.93% |
Historical Sharpe Ratio (5Y) | 0.5086 |
Historical Sortino (5Y) | 1.268 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.80% |