Newcore Gold Ltd (NCAUF)
0.2183
-0.01
(-3.32%)
USD |
OTCM |
Jun 28, 16:00
Newcore Gold Max Drawdown (5Y): 93.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 93.33% |
April 30, 2024 | 93.33% |
March 31, 2024 | 93.33% |
February 29, 2024 | 93.33% |
January 31, 2024 | 93.33% |
December 31, 2023 | 93.33% |
November 30, 2023 | 93.33% |
October 31, 2023 | 93.33% |
September 30, 2023 | 93.33% |
August 31, 2023 | 93.33% |
July 31, 2023 | 93.33% |
June 30, 2023 | 93.33% |
May 31, 2023 | 93.33% |
April 30, 2023 | 93.33% |
March 31, 2023 | 93.33% |
February 28, 2023 | 93.33% |
January 31, 2023 | 93.33% |
December 31, 2022 | 93.33% |
November 30, 2022 | 93.33% |
October 31, 2022 | 93.33% |
September 30, 2022 | 93.33% |
August 31, 2022 | 93.33% |
July 31, 2022 | 93.33% |
June 30, 2022 | 93.33% |
May 31, 2022 | 93.33% |
Date | Value |
---|---|
April 30, 2022 | 93.33% |
March 31, 2022 | 93.33% |
February 28, 2022 | 93.33% |
January 31, 2022 | 93.33% |
December 31, 2021 | 93.33% |
November 30, 2021 | 93.33% |
October 31, 2021 | 93.33% |
September 30, 2021 | 93.33% |
August 31, 2021 | 93.33% |
July 31, 2021 | 93.33% |
June 30, 2021 | 93.33% |
May 31, 2021 | 93.33% |
April 30, 2021 | 93.33% |
March 31, 2021 | 93.33% |
February 28, 2021 | 93.33% |
January 31, 2021 | 93.33% |
December 31, 2020 | 93.33% |
November 30, 2020 | 93.33% |
October 31, 2020 | 93.33% |
September 30, 2020 | 93.33% |
August 31, 2020 | 93.33% |
July 31, 2020 | 93.33% |
June 30, 2020 | 93.33% |
May 31, 2020 | 93.33% |
April 30, 2020 | 93.33% |
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
89.78%
Minimum
Jun 2019
93.33%
Maximum
Mar 2020
92.91%
Average
93.33%
Median
Mar 2020
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) | -11.59 |
Beta (5Y) | 1.385 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.59% |
Historical Sharpe Ratio (5Y) | 0.0825 |
Historical Sortino (5Y) | 0.2422 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.22% |