GoldQuest Mining Corp (GQC.V)
0.225
+0.02
(+12.50%)
CAD |
TSXV |
Jun 21, 16:00
GoldQuest Mining Max Drawdown (5Y): 86.36% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 86.36% |
April 30, 2024 | 86.36% |
March 31, 2024 | 86.36% |
February 29, 2024 | 86.36% |
January 31, 2024 | 87.12% |
December 31, 2023 | 87.12% |
November 30, 2023 | 87.12% |
October 31, 2023 | 87.12% |
September 30, 2023 | 87.12% |
August 31, 2023 | 87.12% |
July 31, 2023 | 87.12% |
June 30, 2023 | 87.12% |
May 31, 2023 | 87.12% |
April 30, 2023 | 87.12% |
March 31, 2023 | 87.12% |
February 28, 2023 | 87.12% |
January 31, 2023 | 87.12% |
December 31, 2022 | 87.12% |
November 30, 2022 | 87.12% |
October 31, 2022 | 87.12% |
September 30, 2022 | 87.12% |
August 31, 2022 | 87.12% |
July 31, 2022 | 87.12% |
June 30, 2022 | 87.12% |
May 31, 2022 | 87.12% |
Date | Value |
---|---|
April 30, 2022 | 87.12% |
March 31, 2022 | 87.12% |
February 28, 2022 | 87.12% |
January 31, 2022 | 87.12% |
December 31, 2021 | 87.12% |
November 30, 2021 | 87.12% |
October 31, 2021 | 87.12% |
September 30, 2021 | 88.89% |
August 31, 2021 | 88.89% |
July 31, 2021 | 88.89% |
June 30, 2021 | 88.89% |
May 31, 2021 | 88.89% |
April 30, 2021 | 88.89% |
March 31, 2021 | 88.89% |
February 28, 2021 | 88.89% |
January 31, 2021 | 88.89% |
December 31, 2020 | 90.40% |
November 30, 2020 | 93.43% |
October 31, 2020 | 93.94% |
September 30, 2020 | 93.94% |
August 31, 2020 | 93.94% |
July 31, 2020 | 94.19% |
June 30, 2020 | 95.20% |
May 31, 2020 | 95.20% |
April 30, 2020 | 95.20% |
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
86.36%
Minimum
Feb 2024
96.72%
Maximum
Jun 2019
89.90%
Average
87.12%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
St-Georges Eco-Mining Corp | 98.78% |
37 Capital Inc | 99.00% |
Renforth Resources Inc | 91.30% |
Winston Gold Corp | 94.59% |
Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.504 |
Beta (5Y) | 0.8886 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.36% |
Historical Sharpe Ratio (5Y) | 0.1339 |
Historical Sortino (5Y) | 0.3647 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.00% |