Gabriel Resources Ltd (GBRRF)
0.0100
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Gabriel Resources Max Drawdown (5Y): 99.23% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 99.23% |
| April 30, 2024 | 98.38% |
| March 31, 2024 | 98.32% |
| February 29, 2024 | 75.36% |
| January 31, 2024 | 75.36% |
| December 31, 2023 | 75.36% |
| November 30, 2023 | 75.36% |
| October 31, 2023 | 78.12% |
| September 30, 2023 | 81.81% |
| August 31, 2023 | 81.81% |
| July 31, 2023 | 81.81% |
| June 30, 2023 | 81.81% |
| May 31, 2023 | 81.81% |
| April 30, 2023 | 84.40% |
| March 31, 2023 | 86.95% |
| February 28, 2023 | 86.95% |
| January 31, 2023 | 86.95% |
| December 31, 2022 | 86.95% |
| November 30, 2022 | 87.32% |
| October 31, 2022 | 89.81% |
| September 30, 2022 | 90.77% |
| August 31, 2022 | 91.62% |
| July 31, 2022 | 91.93% |
| June 30, 2022 | 91.93% |
| May 31, 2022 | 92.53% |
| Date | Value |
|---|---|
| April 30, 2022 | 92.85% |
| March 31, 2022 | 92.85% |
| February 28, 2022 | 92.85% |
| January 31, 2022 | 92.85% |
| December 31, 2021 | 92.85% |
| November 30, 2021 | 92.85% |
| October 31, 2021 | 93.40% |
| September 30, 2021 | 95.50% |
| August 31, 2021 | 95.50% |
| July 31, 2021 | 95.50% |
| June 30, 2021 | 95.50% |
| May 31, 2021 | 95.50% |
| April 30, 2021 | 95.50% |
| March 31, 2021 | 97.52% |
| February 28, 2021 | 98.29% |
| January 31, 2021 | 98.35% |
| December 31, 2020 | 98.35% |
| November 30, 2020 | 98.35% |
| October 31, 2020 | 98.88% |
| September 30, 2020 | 99.05% |
| August 31, 2020 | 99.05% |
| July 31, 2020 | 99.05% |
| June 30, 2020 | 99.05% |
| May 31, 2020 | 99.05% |
| April 30, 2020 | 99.05% |
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
75.36%
Minimum
Nov 2023
99.23%
Maximum
May 2024
92.51%
Average
95.50%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Rare Element Resources Ltd | 96.21% |
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.91 |
| Beta (5Y) | 0.0012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.93% |
| Historical Sharpe Ratio (5Y) | -0.6068 |
| Historical Sortino (5Y) | -0.7451 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.40% |