Graphene Manufacturing Group Ltd (GMG.V)
0.56
-0.01
(-1.75%)
CAD |
TSXV |
Nov 13, 16:00
Graphene Manufacturing Group Max Drawdown (5Y): 94.28% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 94.28% |
August 31, 2024 | 94.28% |
July 31, 2024 | 94.28% |
June 30, 2024 | 94.28% |
May 31, 2024 | 94.28% |
April 30, 2024 | 93.20% |
March 31, 2024 | 88.87% |
February 29, 2024 | 82.69% |
January 31, 2024 | 82.69% |
December 31, 2023 | 82.43% |
November 30, 2023 | 82.43% |
October 31, 2023 | 82.43% |
September 30, 2023 | 82.43% |
August 31, 2023 | 82.43% |
July 31, 2023 | 82.43% |
June 30, 2023 | 82.43% |
May 31, 2023 | 82.43% |
April 30, 2023 | 82.43% |
March 31, 2023 | 82.43% |
February 28, 2023 | 82.43% |
January 31, 2023 | 82.43% |
December 31, 2022 | 82.43% |
November 30, 2022 | 82.43% |
October 31, 2022 | 82.43% |
September 30, 2022 | 82.43% |
Date | Value |
---|---|
August 31, 2022 | 82.43% |
July 31, 2022 | 82.43% |
June 30, 2022 | 82.43% |
May 31, 2022 | 82.43% |
April 30, 2022 | 82.43% |
March 31, 2022 | 82.43% |
February 28, 2022 | 82.43% |
January 31, 2022 | 82.43% |
December 31, 2021 | 82.43% |
November 30, 2021 | 82.43% |
October 31, 2021 | 82.43% |
September 30, 2021 | 82.43% |
August 31, 2021 | 82.43% |
July 31, 2021 | 82.43% |
June 30, 2021 | 82.43% |
May 31, 2021 | 82.43% |
April 30, 2021 | 82.43% |
March 31, 2021 | 82.43% |
February 28, 2021 | 82.43% |
January 31, 2021 | 82.43% |
December 31, 2020 | 82.43% |
November 30, 2020 | 82.43% |
October 31, 2020 | 82.43% |
September 30, 2020 | 82.43% |
August 31, 2020 | 82.43% |
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
67.57%
Minimum
Nov 2019
94.28%
Maximum
May 2024
82.82%
Average
82.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Perseus Mining Ltd | 48.21% |
RTG Mining Inc | 95.33% |
Champion Iron Ltd | 62.30% |
Xanadu Mines Ltd | 94.12% |
Westgold Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.10 |
Beta (5Y) | 1.447 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 364.8% |
Historical Sharpe Ratio (5Y) | 0.0628 |
Historical Sortino (5Y) | 0.5505 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.58% |