Geodrill Ltd (GEO.TO)
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CAD |
TSX |
May 02, 15:50
Geodrill Max Drawdown (5Y): 61.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.68% |
March 31, 2024 | 61.68% |
February 29, 2024 | 61.68% |
January 31, 2024 | 61.68% |
December 31, 2023 | 61.68% |
November 30, 2023 | 61.68% |
October 31, 2023 | 61.68% |
September 30, 2023 | 61.68% |
August 31, 2023 | 61.68% |
July 31, 2023 | 61.68% |
June 30, 2023 | 61.68% |
May 31, 2023 | 61.68% |
April 30, 2023 | 61.68% |
March 31, 2023 | 61.68% |
February 28, 2023 | 61.68% |
January 31, 2023 | 61.68% |
December 31, 2022 | 61.68% |
November 30, 2022 | 61.68% |
October 31, 2022 | 61.68% |
September 30, 2022 | 61.68% |
August 31, 2022 | 61.68% |
July 31, 2022 | 61.68% |
June 30, 2022 | 61.68% |
May 31, 2022 | 61.68% |
April 30, 2022 | 61.68% |
Date | Value |
---|---|
March 31, 2022 | 61.68% |
February 28, 2022 | 61.68% |
January 31, 2022 | 61.68% |
December 31, 2021 | 61.68% |
November 30, 2021 | 61.68% |
October 31, 2021 | 61.68% |
September 30, 2021 | 61.68% |
August 31, 2021 | 61.68% |
July 31, 2021 | 61.68% |
June 30, 2021 | 61.68% |
May 31, 2021 | 61.68% |
April 30, 2021 | 61.68% |
March 31, 2021 | 64.29% |
February 28, 2021 | 70.88% |
January 31, 2021 | 78.02% |
December 31, 2020 | 80.49% |
November 30, 2020 | 83.24% |
October 31, 2020 | 84.27% |
September 30, 2020 | 86.67% |
August 31, 2020 | 86.67% |
July 31, 2020 | 86.67% |
June 30, 2020 | 86.67% |
May 31, 2020 | 86.67% |
April 30, 2020 | 86.67% |
March 31, 2020 | 86.67% |
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
61.68%
Minimum
Apr 2021
87.73%
Maximum
May 2019
70.44%
Average
61.68%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8165 |
Beta (5Y) | 0.9049 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.23% |
Historical Sharpe Ratio (5Y) | 0.161 |
Historical Sortino (5Y) | 0.272 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.74% |