Newlox Gold Ventures Corp (LUX.CX)
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Nov 01, 16:00
Newlox Gold Ventures Max Drawdown (5Y): 85.83% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 85.83% |
| August 31, 2024 | 85.83% |
| July 31, 2024 | 85.83% |
| June 30, 2024 | 85.83% |
| May 31, 2024 | 85.83% |
| April 30, 2024 | 85.83% |
| March 31, 2024 | 85.83% |
| February 29, 2024 | 85.83% |
| January 31, 2024 | 85.83% |
| December 31, 2023 | 85.83% |
| November 30, 2023 | 85.83% |
| October 31, 2023 | 85.83% |
| September 30, 2023 | 82.50% |
| August 31, 2023 | 82.50% |
| July 31, 2023 | 82.50% |
| June 30, 2023 | 82.50% |
| May 31, 2023 | 82.50% |
| April 30, 2023 | 82.50% |
| March 31, 2023 | 82.50% |
| February 28, 2023 | 82.50% |
| January 31, 2023 | 82.50% |
| December 31, 2022 | 82.50% |
| November 30, 2022 | 82.50% |
| October 31, 2022 | 82.50% |
| September 30, 2022 | 82.50% |
| Date | Value |
|---|---|
| August 31, 2022 | 79.17% |
| July 31, 2022 | 78.33% |
| June 30, 2022 | 76.67% |
| May 31, 2022 | 74.17% |
| April 30, 2022 | 70.59% |
| March 31, 2022 | 70.59% |
| February 28, 2022 | 70.59% |
| January 31, 2022 | 70.59% |
| December 31, 2021 | 70.59% |
| November 30, 2021 | 80.00% |
| October 31, 2021 | 80.00% |
| September 30, 2021 | 80.00% |
| August 31, 2021 | 80.00% |
| July 31, 2021 | 80.00% |
| June 30, 2021 | 80.00% |
| May 31, 2021 | 80.00% |
| April 30, 2021 | 80.00% |
| March 31, 2021 | 80.00% |
| February 28, 2021 | 80.00% |
| January 31, 2021 | 80.00% |
| December 31, 2020 | 80.00% |
| November 30, 2020 | 80.00% |
| October 31, 2020 | 80.00% |
| September 30, 2020 | 80.00% |
| August 31, 2020 | 80.00% |
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
70.59%
Minimum
Dec 2021
85.83%
Maximum
Oct 2023
80.74%
Average
80.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.742 |
| Beta (5Y) | 2.184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.0% |
| Historical Sharpe Ratio (5Y) | 0.1244 |
| Historical Sortino (5Y) | 0.3998 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.71% |