Newcore Gold Ltd (NCAU.V)
0.36
0.00 (0.00%)
CAD |
TSXV |
May 31, 16:00
Newcore Gold Max Drawdown (5Y): 89.13% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 89.13% |
| April 30, 2024 | 89.13% |
| March 31, 2024 | 89.13% |
| February 29, 2024 | 89.13% |
| January 31, 2024 | 88.59% |
| December 31, 2023 | 88.59% |
| November 30, 2023 | 88.59% |
| October 31, 2023 | 88.59% |
| September 30, 2023 | 88.59% |
| August 31, 2023 | 86.96% |
| July 31, 2023 | 85.33% |
| June 30, 2023 | 84.78% |
| May 31, 2023 | 83.70% |
| April 30, 2023 | 82.61% |
| March 31, 2023 | 81.52% |
| February 28, 2023 | 80.43% |
| January 31, 2023 | 80.43% |
| December 31, 2022 | 80.43% |
| November 30, 2022 | 80.43% |
| October 31, 2022 | 77.17% |
| September 30, 2022 | 76.63% |
| August 31, 2022 | 75.00% |
| July 31, 2022 | 75.00% |
| June 30, 2022 | 75.00% |
| May 31, 2022 | 75.00% |
| Date | Value |
|---|---|
| April 30, 2022 | 75.00% |
| March 31, 2022 | 75.00% |
| February 28, 2022 | 75.00% |
| January 31, 2022 | 75.00% |
| December 31, 2021 | 75.00% |
| November 30, 2021 | 77.00% |
| October 31, 2021 | 81.50% |
| September 30, 2021 | 84.62% |
| August 31, 2021 | 84.62% |
| July 31, 2021 | 84.62% |
| June 30, 2021 | 84.62% |
| May 31, 2021 | 84.62% |
| April 30, 2021 | 89.50% |
| March 31, 2021 | 92.00% |
| February 28, 2021 | 92.50% |
| January 31, 2021 | 95.00% |
| December 31, 2020 | 95.50% |
| November 30, 2020 | 98.25% |
| October 31, 2020 | 98.25% |
| September 30, 2020 | 98.25% |
| August 31, 2020 | 98.25% |
| July 31, 2020 | 98.25% |
| June 30, 2020 | 98.25% |
| May 31, 2020 | 98.25% |
| April 30, 2020 | 98.25% |
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
75.00%
Minimum
Dec 2021
98.25%
Maximum
Jun 2019
87.82%
Average
88.59%
Median
Sep 2023
Max Drawdown (5Y) Benchmarks
| Novo Resources Corp | 97.43% |
| Wallbridge Mining Co Ltd | 95.16% |
| Minera Alamos Inc | 66.03% |
| White Gold Corp | 86.96% |
| Global Atomic Corp | 73.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.109 |
| Beta (5Y) | 1.181 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.59% |
| Historical Sharpe Ratio (5Y) | 0.1604 |
| Historical Sortino (5Y) | 0.4699 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.95% |