Gold Reserve Ltd (GRZ.V)
2.20
0.00 (0.00%)
CAD |
TSXV |
Nov 28, 09:30
Gold Reserve Max Drawdown (5Y): 84.53% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 84.53% |
| August 31, 2024 | 84.53% |
| July 31, 2024 | 84.53% |
| June 30, 2024 | 84.53% |
| May 31, 2024 | 84.53% |
| April 30, 2024 | 84.53% |
| March 31, 2024 | 84.53% |
| February 29, 2024 | 84.53% |
| January 31, 2024 | 84.53% |
| December 31, 2023 | 84.53% |
| November 30, 2023 | 84.53% |
| October 31, 2023 | 84.53% |
| September 30, 2023 | 84.53% |
| August 31, 2023 | 84.53% |
| July 31, 2023 | 84.53% |
| June 30, 2023 | 84.53% |
| May 31, 2023 | 84.53% |
| April 30, 2023 | 84.53% |
| March 31, 2023 | 84.53% |
| February 28, 2023 | 84.53% |
| January 31, 2023 | 84.53% |
| December 31, 2022 | 84.53% |
| November 30, 2022 | 84.53% |
| October 31, 2022 | 84.53% |
| September 30, 2022 | 84.53% |
| Date | Value |
|---|---|
| August 31, 2022 | 84.53% |
| July 31, 2022 | 84.53% |
| June 30, 2022 | 84.53% |
| May 31, 2022 | 84.53% |
| April 30, 2022 | 84.53% |
| March 31, 2022 | 84.15% |
| February 28, 2022 | 78.54% |
| January 31, 2022 | 78.54% |
| December 31, 2021 | 78.54% |
| November 30, 2021 | 78.54% |
| October 31, 2021 | 78.54% |
| September 30, 2021 | 78.54% |
| August 31, 2021 | 78.54% |
| July 31, 2021 | 78.54% |
| June 30, 2021 | 78.54% |
| May 31, 2021 | 78.54% |
| April 30, 2021 | 78.54% |
| March 31, 2021 | 78.54% |
| February 28, 2021 | 78.54% |
| January 31, 2021 | 78.54% |
| December 31, 2020 | 78.54% |
| November 30, 2020 | 78.54% |
| October 31, 2020 | 74.68% |
| September 30, 2020 | 72.68% |
| August 31, 2020 | 72.68% |
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
70.89%
Minimum
Nov 2019
84.53%
Maximum
Apr 2022
80.49%
Average
84.53%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Aura Minerals Inc | 59.15% |
| Novagold Resources Inc | 82.24% |
| SSR Mining Inc | 82.71% |
| Gunnison Copper Corp | 90.88% |
| Lion Copper and Gold Corp | 84.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.544 |
| Beta (5Y) | 0.1758 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.24% |
| Historical Sharpe Ratio (5Y) | -0.0779 |
| Historical Sortino (5Y) | -0.137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |