Lundin Gold Inc (LUG.TO)
20.07
+0.14
(+0.70%)
CAD |
TSX |
May 17, 16:00
Lundin Gold Max Drawdown (5Y): 41.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.84% |
| March 31, 2024 | 41.84% |
| February 29, 2024 | 41.84% |
| January 31, 2024 | 41.84% |
| December 31, 2023 | 41.84% |
| November 30, 2023 | 41.84% |
| October 31, 2023 | 41.84% |
| September 30, 2023 | 41.84% |
| August 31, 2023 | 41.84% |
| July 31, 2023 | 41.84% |
| June 30, 2023 | 41.84% |
| May 31, 2023 | 41.84% |
| April 30, 2023 | 41.84% |
| March 31, 2023 | 41.84% |
| February 28, 2023 | 41.84% |
| January 31, 2023 | 41.84% |
| December 31, 2022 | 41.84% |
| November 30, 2022 | 41.84% |
| October 31, 2022 | 41.84% |
| September 30, 2022 | 41.84% |
| August 31, 2022 | 41.84% |
| July 31, 2022 | 41.84% |
| June 30, 2022 | 41.84% |
| May 31, 2022 | 41.84% |
| April 30, 2022 | 41.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.84% |
| February 28, 2022 | 41.84% |
| January 31, 2022 | 41.84% |
| December 31, 2021 | 41.84% |
| November 30, 2021 | 41.84% |
| October 31, 2021 | 41.84% |
| September 30, 2021 | 41.84% |
| August 31, 2021 | 41.84% |
| July 31, 2021 | 41.84% |
| June 30, 2021 | 41.84% |
| May 31, 2021 | 41.84% |
| April 30, 2021 | 41.84% |
| March 31, 2021 | 41.84% |
| February 28, 2021 | 41.84% |
| January 31, 2021 | 41.84% |
| December 31, 2020 | 41.84% |
| November 30, 2020 | 41.84% |
| October 31, 2020 | 41.84% |
| September 30, 2020 | 41.84% |
| August 31, 2020 | 41.84% |
| July 31, 2020 | 41.84% |
| June 30, 2020 | 41.84% |
| May 31, 2020 | 43.11% |
| April 30, 2020 | 43.11% |
| March 31, 2020 | 43.11% |
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
41.84%
Minimum
Jun 2020
50.48%
Maximum
May 2019
42.80%
Average
41.84%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Signature Resources Ltd | 98.64% |
| Beauce Gold Fields Inc | 92.50% |
| Silver Sands Resources Corp | -- |
| Mongoose Mining Ltd | -- |
| Torrent Gold Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.92 |
| Beta (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.12% |
| Historical Sharpe Ratio (5Y) | 0.6668 |
| Historical Sortino (5Y) | 1.254 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.99% |