Liberty Gold Corp (LGD.TO)
0.33
0.00 (0.00%)
CAD |
TSX |
Nov 04, 15:53
Liberty Gold Max Drawdown (5Y): 90.04% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 90.04% |
| August 31, 2024 | 90.04% |
| July 31, 2024 | 90.04% |
| June 30, 2024 | 90.04% |
| May 31, 2024 | 90.04% |
| April 30, 2024 | 90.04% |
| March 31, 2024 | 90.04% |
| February 29, 2024 | 90.04% |
| January 31, 2024 | 90.04% |
| December 31, 2023 | 89.61% |
| November 30, 2023 | 89.61% |
| October 31, 2023 | 89.39% |
| September 30, 2023 | 88.53% |
| August 31, 2023 | 86.15% |
| July 31, 2023 | 85.93% |
| June 30, 2023 | 85.93% |
| May 31, 2023 | 85.93% |
| April 30, 2023 | 85.93% |
| March 31, 2023 | 85.93% |
| February 28, 2023 | 85.93% |
| January 31, 2023 | 85.93% |
| December 31, 2022 | 85.93% |
| November 30, 2022 | 85.93% |
| October 31, 2022 | 85.50% |
| September 30, 2022 | 85.06% |
| Date | Value |
|---|---|
| August 31, 2022 | 81.60% |
| July 31, 2022 | 79.87% |
| June 30, 2022 | 76.62% |
| May 31, 2022 | 76.62% |
| April 30, 2022 | 70.35% |
| March 31, 2022 | 62.77% |
| February 28, 2022 | 62.77% |
| January 31, 2022 | 62.77% |
| December 31, 2021 | 62.34% |
| November 30, 2021 | 62.34% |
| October 31, 2021 | 62.34% |
| September 30, 2021 | 62.34% |
| August 31, 2021 | 58.01% |
| July 31, 2021 | 52.90% |
| June 30, 2021 | 52.90% |
| May 31, 2021 | 52.90% |
| April 30, 2021 | 52.90% |
| March 31, 2021 | 52.90% |
| February 28, 2021 | 52.90% |
| January 31, 2021 | 52.90% |
| December 31, 2020 | 52.90% |
| November 30, 2020 | 52.90% |
| October 31, 2020 | 52.90% |
| September 30, 2020 | 52.90% |
| August 31, 2020 | 52.90% |
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
43.14%
Minimum
Nov 2019
90.04%
Maximum
Jan 2024
70.34%
Average
70.35%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Imperial Metals Corp | 89.96% |
| GreenFirst Forest Products Inc | 97.55% |
| Calibre Mining Corp | 80.71% |
| Titan Mining Corp | 91.20% |
| i-80 Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.94 |
| Beta (5Y) | 1.491 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.60% |
| Historical Sharpe Ratio (5Y) | -0.2402 |
| Historical Sortino (5Y) | -0.5395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.39% |