Generation Mining Ltd (GENMF)
0.2086
+0.02
(+11.55%)
USD |
OTCM |
May 20, 10:59
Generation Mining Max Drawdown (5Y): 87.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.38% |
| March 31, 2024 | 87.38% |
| February 29, 2024 | 87.38% |
| January 31, 2024 | 87.38% |
| December 31, 2023 | 86.40% |
| November 30, 2023 | 83.99% |
| October 31, 2023 | 81.39% |
| September 30, 2023 | 74.05% |
| August 31, 2023 | 73.14% |
| July 31, 2023 | 71.21% |
| June 30, 2023 | 70.53% |
| May 31, 2023 | 70.53% |
| April 30, 2023 | 70.53% |
| March 31, 2023 | 70.53% |
| February 28, 2023 | 70.53% |
| January 31, 2023 | 70.53% |
| December 31, 2022 | 70.53% |
| November 30, 2022 | 70.53% |
| October 31, 2022 | 70.53% |
| September 30, 2022 | 70.53% |
| August 31, 2022 | 70.53% |
| July 31, 2022 | 70.53% |
| June 30, 2022 | 70.53% |
| May 31, 2022 | 70.53% |
| April 30, 2022 | 70.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.53% |
| February 28, 2022 | 70.53% |
| January 31, 2022 | 70.53% |
| December 31, 2021 | 70.53% |
| November 30, 2021 | 70.53% |
| October 31, 2021 | 70.53% |
| September 30, 2021 | 70.53% |
| August 31, 2021 | 70.53% |
| July 31, 2021 | 70.53% |
| June 30, 2021 | 70.53% |
| May 31, 2021 | 70.53% |
| April 30, 2021 | 70.53% |
| March 31, 2021 | 70.53% |
| February 28, 2021 | 70.53% |
| January 31, 2021 | 70.53% |
| December 31, 2020 | 70.53% |
| November 30, 2020 | 70.53% |
| October 31, 2020 | 70.53% |
| September 30, 2020 | 70.53% |
| August 31, 2020 | 70.53% |
| July 31, 2020 | 70.53% |
| June 30, 2020 | 70.53% |
| May 31, 2020 | 70.53% |
| April 30, 2020 | 70.53% |
| March 31, 2020 | 70.53% |
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
70.16%
Minimum
May 2019
87.38%
Maximum
Jan 2024
72.38%
Average
70.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Enertopia Corp | 97.25% |
| Loop Industries Inc | 89.43% |
| NioCorp Developments Ltd | 85.07% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.17 |
| Beta (5Y) | 1.477 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.00% |
| Historical Sharpe Ratio (5Y) | -0.008 |
| Historical Sortino (5Y) | -0.02 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.09% |