Lumina Gold Corp (LMGDF)
0.415
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Lumina Gold Max Drawdown (5Y): 79.70% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 79.70% |
| April 30, 2024 | 79.70% |
| March 31, 2024 | 79.70% |
| February 29, 2024 | 79.70% |
| January 31, 2024 | 79.70% |
| December 31, 2023 | 79.70% |
| November 30, 2023 | 79.70% |
| October 31, 2023 | 79.70% |
| September 30, 2023 | 79.70% |
| August 31, 2023 | 79.70% |
| July 31, 2023 | 79.70% |
| June 30, 2023 | 79.70% |
| May 31, 2023 | 79.70% |
| April 30, 2023 | 79.70% |
| March 31, 2023 | 79.70% |
| February 28, 2023 | 79.70% |
| January 31, 2023 | 79.70% |
| December 31, 2022 | 79.70% |
| November 30, 2022 | 79.70% |
| October 31, 2022 | 79.70% |
| September 30, 2022 | 79.70% |
| August 31, 2022 | 71.59% |
| July 31, 2022 | 69.62% |
| June 30, 2022 | 67.43% |
| May 31, 2022 | 55.44% |
| Date | Value |
|---|---|
| April 30, 2022 | 54.15% |
| March 31, 2022 | 54.15% |
| February 28, 2022 | 54.15% |
| January 31, 2022 | 54.15% |
| December 31, 2021 | 51.22% |
| November 30, 2021 | 49.83% |
| October 31, 2021 | 49.83% |
| September 30, 2021 | 49.83% |
| August 31, 2021 | 44.67% |
| July 31, 2021 | 44.67% |
| June 30, 2021 | 44.67% |
| May 31, 2021 | 44.67% |
| April 30, 2021 | 44.67% |
| March 31, 2021 | 44.67% |
| February 28, 2021 | 44.67% |
| January 31, 2021 | 44.67% |
| December 31, 2020 | 44.67% |
| November 30, 2020 | 44.67% |
| October 31, 2020 | 44.67% |
| September 30, 2020 | 44.67% |
| August 31, 2020 | 44.67% |
| July 31, 2020 | 44.67% |
| June 30, 2020 | 44.67% |
| May 31, 2020 | 44.67% |
| April 30, 2020 | 44.67% |
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
36.29%
Minimum
Jun 2019
79.70%
Maximum
Sep 2022
58.09%
Average
50.52%
Median
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) | -25.67 |
| Beta (5Y) | 1.759 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.90% |
| Historical Sharpe Ratio (5Y) | -0.0314 |
| Historical Sortino (5Y) | -0.0554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.64% |