Newlox Gold Ventures Corp (LUX.CX)
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Mar 21, 16:00
Newlox Gold Ventures Max Drawdown (5Y): 85.83% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.16 |
| Beta (5Y) | 2.219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.14% |
| Historical Sharpe Ratio (5Y) | 0.1243 |
| Historical Sortino (5Y) | 0.4079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.09% |