G2 Energy Corp (GTOO.CX)
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CNSX |
May 02, 16:00
G2 Energy Max Drawdown (5Y): 99.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.71% |
March 31, 2024 | 99.71% |
February 29, 2024 | 99.71% |
January 31, 2024 | 99.71% |
December 31, 2023 | 99.71% |
November 30, 2023 | 99.71% |
October 31, 2023 | 99.71% |
September 30, 2023 | 99.71% |
August 31, 2023 | 99.71% |
July 31, 2023 | 99.71% |
June 30, 2023 | 99.71% |
May 31, 2023 | 99.71% |
April 30, 2023 | 99.71% |
March 31, 2023 | 99.71% |
February 28, 2023 | 99.71% |
January 31, 2023 | 99.51% |
December 31, 2022 | 99.46% |
November 30, 2022 | 99.46% |
October 31, 2022 | 99.40% |
September 30, 2022 | 99.40% |
August 31, 2022 | 99.40% |
July 31, 2022 | 99.17% |
June 30, 2022 | 99.17% |
May 31, 2022 | 99.17% |
April 30, 2022 | 99.17% |
Date | Value |
---|---|
March 31, 2022 | 99.17% |
February 28, 2022 | 99.17% |
January 31, 2022 | 99.17% |
December 31, 2021 | 99.17% |
November 30, 2021 | 99.17% |
October 31, 2021 | 99.17% |
September 30, 2021 | 99.17% |
August 31, 2021 | 99.17% |
July 31, 2021 | 99.05% |
June 30, 2021 | 99.05% |
May 31, 2021 | 98.81% |
April 30, 2021 | 98.81% |
March 31, 2021 | 98.81% |
February 28, 2021 | 98.81% |
January 31, 2021 | 98.81% |
December 31, 2020 | 98.81% |
November 30, 2020 | 98.81% |
October 31, 2020 | 98.81% |
September 30, 2020 | 98.81% |
August 31, 2020 | 98.81% |
July 31, 2020 | 98.81% |
June 30, 2020 | 98.81% |
May 31, 2020 | 98.81% |
April 30, 2020 | 98.81% |
March 31, 2020 | 98.81% |
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
95.24%
Minimum
May 2019
99.71%
Maximum
Jun 2023
98.86%
Average
99.17%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Shoal Point Energy Ltd | 97.62% |
Bird River Resources Inc | 98.94% |
Canadian Overseas Petroleum Ltd | 99.67% |
James Bay Resources Ltd | 91.94% |
Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -58.47 |
Beta (5Y) | -0.9864 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.0% |
Historical Sharpe Ratio (5Y) | -0.6164 |
Historical Sortino (5Y) | -1.044 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |