GoGold Resources Inc (GLGDF)
0.9820
-0.04
(-3.72%)
USD |
OTCM |
Jun 21, 16:00
GoGold Resources Max Drawdown (5Y): 82.17% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 82.17% |
April 30, 2024 | 82.17% |
March 31, 2024 | 82.38% |
February 29, 2024 | 83.83% |
January 31, 2024 | 86.68% |
December 31, 2023 | 88.20% |
November 30, 2023 | 88.44% |
October 31, 2023 | 88.44% |
September 30, 2023 | 91.12% |
August 31, 2023 | 91.12% |
July 31, 2023 | 91.12% |
June 30, 2023 | 91.12% |
May 31, 2023 | 91.12% |
April 30, 2023 | 91.12% |
March 31, 2023 | 91.12% |
February 28, 2023 | 91.12% |
January 31, 2023 | 91.12% |
December 31, 2022 | 91.12% |
November 30, 2022 | 91.12% |
October 31, 2022 | 91.12% |
September 30, 2022 | 91.12% |
August 31, 2022 | 91.12% |
July 31, 2022 | 91.12% |
June 30, 2022 | 91.12% |
May 31, 2022 | 91.12% |
Date | Value |
---|---|
April 30, 2022 | 91.12% |
March 31, 2022 | 91.12% |
February 28, 2022 | 91.12% |
January 31, 2022 | 91.12% |
December 31, 2021 | 91.12% |
November 30, 2021 | 91.12% |
October 31, 2021 | 91.12% |
September 30, 2021 | 91.12% |
August 31, 2021 | 91.12% |
July 31, 2021 | 91.12% |
June 30, 2021 | 91.12% |
May 31, 2021 | 91.12% |
April 30, 2021 | 91.12% |
March 31, 2021 | 91.12% |
February 28, 2021 | 91.12% |
January 31, 2021 | 91.12% |
December 31, 2020 | 91.12% |
November 30, 2020 | 91.12% |
October 31, 2020 | 91.12% |
September 30, 2020 | 91.12% |
August 31, 2020 | 91.12% |
July 31, 2020 | 91.12% |
June 30, 2020 | 91.12% |
May 31, 2020 | 91.12% |
April 30, 2020 | 91.12% |
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
82.17%
Minimum
Apr 2024
91.12%
Maximum
Jun 2019
90.34%
Average
91.12%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Nuinsco Resources Ltd | 93.62% |
CanXGold Mining Corp | 99.92% |
Stornoway Diamond Corp | 100.00% |
TMC The Metals Co Inc | -- |
Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.43 |
Beta (5Y) | 1.492 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.65% |
Historical Sharpe Ratio (5Y) | 0.4563 |
Historical Sortino (5Y) | 0.9712 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.22% |