GoldMining Inc (GOLD.TO)
1.25
-0.02
(-1.57%)
CAD |
TSX |
Nov 04, 12:25
GoldMining Max Drawdown (5Y): 72.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 72.56% |
August 31, 2024 | 72.56% |
July 31, 2024 | 72.56% |
June 30, 2024 | 72.56% |
May 31, 2024 | 72.56% |
April 30, 2024 | 72.56% |
March 31, 2024 | 73.33% |
February 29, 2024 | 75.87% |
January 31, 2024 | 75.87% |
December 31, 2023 | 75.87% |
November 30, 2023 | 75.87% |
October 31, 2023 | 75.87% |
September 30, 2023 | 76.83% |
August 31, 2023 | 76.83% |
July 31, 2023 | 76.83% |
June 30, 2023 | 76.83% |
May 31, 2023 | 76.83% |
April 30, 2023 | 76.83% |
March 31, 2023 | 76.83% |
February 28, 2023 | 76.83% |
January 31, 2023 | 76.83% |
December 31, 2022 | 76.83% |
November 30, 2022 | 76.83% |
October 31, 2022 | 76.83% |
September 30, 2022 | 76.83% |
Date | Value |
---|---|
August 31, 2022 | 76.83% |
July 31, 2022 | 76.83% |
June 30, 2022 | 76.83% |
May 31, 2022 | 76.83% |
April 30, 2022 | 76.83% |
March 31, 2022 | 76.83% |
February 28, 2022 | 76.83% |
January 31, 2022 | 76.83% |
December 31, 2021 | 76.83% |
November 30, 2021 | 76.83% |
October 31, 2021 | 76.83% |
September 30, 2021 | 76.83% |
August 31, 2021 | 76.83% |
July 31, 2021 | 76.83% |
June 30, 2021 | 76.83% |
May 31, 2021 | 76.83% |
April 30, 2021 | 76.83% |
March 31, 2021 | 76.83% |
February 28, 2021 | 76.83% |
January 31, 2021 | 76.83% |
December 31, 2020 | 76.83% |
November 30, 2020 | 76.83% |
October 31, 2020 | 76.83% |
September 30, 2020 | 76.83% |
August 31, 2020 | 76.83% |
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
72.56%
Minimum
Apr 2024
76.83%
Maximum
Nov 2019
76.25%
Average
76.83%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Nevgold Corp | 98.02% |
OceanaGold Corp | 77.77% |
New Found Gold Corp | -- |
Rua Gold Inc | 90.85% |
Bee Vectoring Technologies International Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.72 |
Beta (5Y) | 1.404 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.56% |
Historical Sharpe Ratio (5Y) | -0.005 |
Historical Sortino (5Y) | -0.0119 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.86% |