GoldON Resources Ltd (NCMBF)
0.05
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
GoldON Resources Max Drawdown (5Y): 98.51% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 98.51% |
| April 30, 2024 | 98.51% |
| March 31, 2024 | 98.51% |
| February 29, 2024 | 98.51% |
| January 31, 2024 | 98.51% |
| December 31, 2023 | 98.51% |
| November 30, 2023 | 98.51% |
| October 31, 2023 | 98.51% |
| September 30, 2023 | 98.51% |
| August 31, 2023 | 98.24% |
| July 31, 2023 | 98.24% |
| June 30, 2023 | 98.24% |
| May 31, 2023 | 98.24% |
| April 30, 2023 | 98.24% |
| March 31, 2023 | 98.24% |
| February 28, 2023 | 98.24% |
| January 31, 2023 | 98.24% |
| December 31, 2022 | 98.24% |
| November 30, 2022 | 98.24% |
| October 31, 2022 | 98.24% |
| September 30, 2022 | 98.24% |
| August 31, 2022 | 98.24% |
| July 31, 2022 | 98.24% |
| June 30, 2022 | 98.24% |
| May 31, 2022 | 98.24% |
| Date | Value |
|---|---|
| April 30, 2022 | 98.24% |
| March 31, 2022 | 98.24% |
| February 28, 2022 | 98.24% |
| January 31, 2022 | 98.24% |
| December 31, 2021 | 98.24% |
| November 30, 2021 | 98.24% |
| October 31, 2021 | 98.24% |
| September 30, 2021 | 83.47% |
| August 31, 2021 | 82.48% |
| July 31, 2021 | 82.48% |
| June 30, 2021 | 82.48% |
| May 31, 2021 | 82.48% |
| April 30, 2021 | 82.48% |
| March 31, 2021 | 82.48% |
| February 28, 2021 | 82.48% |
| January 31, 2021 | 82.48% |
| December 31, 2020 | 84.72% |
| November 30, 2020 | 89.10% |
| October 31, 2020 | 90.22% |
| September 30, 2020 | 95.12% |
| August 31, 2020 | 95.12% |
| July 31, 2020 | 98.16% |
| June 30, 2020 | 98.16% |
| May 31, 2020 | 98.16% |
| April 30, 2020 | 98.16% |
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
82.48%
Minimum
Jan 2021
98.51%
Maximum
Sep 2023
95.30%
Average
98.24%
Median
Oct 2021
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) | -25.78 |
| Beta (5Y) | -0.3673 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 157.8% |
| Historical Sharpe Ratio (5Y) | -0.1953 |
| Historical Sortino (5Y) | -0.5874 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.30% |