Mongoose Mining Ltd (MNG.CX)
0.02
0.00 (0.00%)
CAD |
CNSX |
Mar 25, 16:00
Mongoose Mining Max Drawdown (5Y): 97.61% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Lundin Gold Inc | 41.84% |
| Signature Resources Ltd | 98.64% |
| Beauce Gold Fields Inc | 93.75% |
| Silver Sands Resources Corp | 99.38% |
| Torrent Gold Inc | 97.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.61 |
| Beta (5Y) | 0.6703 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.0% |
| Historical Sharpe Ratio (5Y) | -0.3295 |
| Historical Sortino (5Y) | -0.6994 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.22% |