Minaurum Gold Inc (MMRGF)
0.249
+0.03
(+13.59%)
USD |
OTCM |
May 20, 15:56
Minaurum Gold Max Drawdown (5Y): 85.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.82% |
| March 31, 2024 | 85.82% |
| February 29, 2024 | 85.82% |
| January 31, 2024 | 85.82% |
| December 31, 2023 | 85.82% |
| November 30, 2023 | 85.82% |
| October 31, 2023 | 85.82% |
| September 30, 2023 | 85.82% |
| August 31, 2023 | 85.82% |
| July 31, 2023 | 84.80% |
| June 30, 2023 | 84.80% |
| May 31, 2023 | 81.36% |
| April 30, 2023 | 81.36% |
| March 31, 2023 | 81.36% |
| February 28, 2023 | 81.36% |
| January 31, 2023 | 81.36% |
| December 31, 2022 | 81.36% |
| November 30, 2022 | 81.36% |
| October 31, 2022 | 81.20% |
| September 30, 2022 | 78.78% |
| August 31, 2022 | 76.22% |
| July 31, 2022 | 76.22% |
| June 30, 2022 | 72.19% |
| May 31, 2022 | 72.19% |
| April 30, 2022 | 69.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.65% |
| February 28, 2022 | 69.65% |
| January 31, 2022 | 69.65% |
| December 31, 2021 | 69.65% |
| November 30, 2021 | 69.65% |
| October 31, 2021 | 70.23% |
| September 30, 2021 | 77.34% |
| August 31, 2021 | 79.69% |
| July 31, 2021 | 81.58% |
| June 30, 2021 | 81.58% |
| May 31, 2021 | 81.58% |
| April 30, 2021 | 81.58% |
| March 31, 2021 | 88.34% |
| February 28, 2021 | 89.99% |
| January 31, 2021 | 89.99% |
| December 31, 2020 | 94.06% |
| November 30, 2020 | 95.35% |
| October 31, 2020 | 97.22% |
| September 30, 2020 | 97.22% |
| August 31, 2020 | 97.22% |
| July 31, 2020 | 97.22% |
| June 30, 2020 | 97.22% |
| May 31, 2020 | 97.22% |
| April 30, 2020 | 97.22% |
| March 31, 2020 | 97.22% |
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
69.65%
Minimum
Nov 2021
97.22%
Maximum
May 2019
85.79%
Average
85.82%
Median
Aug 2023
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) | -36.37 |
| Beta (5Y) | 2.257 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.42% |
| Historical Sharpe Ratio (5Y) | -0.1413 |
| Historical Sortino (5Y) | -0.3172 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |