Liberty Gold Corp (LGDTF)
0.2442
-0.01
(-3.40%)
USD |
OTCM |
Apr 30, 10:10
Liberty Gold Max Drawdown (5Y): 90.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.06% |
| February 29, 2024 | 90.06% |
| January 31, 2024 | 90.03% |
| December 31, 2023 | 89.93% |
| November 30, 2023 | 89.93% |
| October 31, 2023 | 89.46% |
| September 30, 2023 | 88.17% |
| August 31, 2023 | 86.51% |
| July 31, 2023 | 86.51% |
| June 30, 2023 | 86.51% |
| May 31, 2023 | 86.51% |
| April 30, 2023 | 86.51% |
| March 31, 2023 | 86.51% |
| February 28, 2023 | 86.51% |
| January 31, 2023 | 86.51% |
| December 31, 2022 | 86.51% |
| November 30, 2022 | 86.51% |
| October 31, 2022 | 85.91% |
| September 30, 2022 | 85.79% |
| August 31, 2022 | 85.79% |
| July 31, 2022 | 85.79% |
| June 30, 2022 | 85.79% |
| May 31, 2022 | 86.55% |
| April 30, 2022 | 88.44% |
| March 31, 2022 | 88.44% |
| Date | Value |
|---|---|
| February 28, 2022 | 88.44% |
| January 31, 2022 | 88.44% |
| December 31, 2021 | 88.44% |
| November 30, 2021 | 88.44% |
| October 31, 2021 | 88.44% |
| September 30, 2021 | 88.44% |
| August 31, 2021 | 88.44% |
| July 31, 2021 | 88.44% |
| June 30, 2021 | 88.44% |
| May 31, 2021 | 88.44% |
| April 30, 2021 | 88.44% |
| March 31, 2021 | 88.44% |
| February 28, 2021 | 88.44% |
| January 31, 2021 | 88.44% |
| December 31, 2020 | 90.27% |
| November 30, 2020 | 95.48% |
| October 31, 2020 | 95.62% |
| September 30, 2020 | 95.62% |
| August 31, 2020 | 95.62% |
| July 31, 2020 | 95.62% |
| June 30, 2020 | 95.62% |
| May 31, 2020 | 95.62% |
| April 30, 2020 | 95.62% |
| March 31, 2020 | 95.62% |
| February 29, 2020 | 95.62% |
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
85.79%
Minimum
Jun 2022
95.62%
Maximum
Apr 2019
90.43%
Average
88.44%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 88.40% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.43 |
| Beta (5Y) | 1.519 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.47% |
| Historical Sharpe Ratio (5Y) | -0.0644 |
| Historical Sortino (5Y) | -0.1483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.73% |