New Found Gold Corp. (NFG.V)
2.60
-0.21
(-7.47%)
CAD |
TSXV |
Aug 26, 16:00
New Found Gold Max Drawdown (5Y) : 89.47% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 89.47% |
| June 30, 2026 | 89.47% |
| May 31, 2026 | 89.47% |
| April 30, 2026 | 89.47% |
| March 31, 2026 | 89.47% |
| February 28, 2026 | 89.47% |
| January 31, 2026 | 89.47% |
| December 31, 2025 | 89.47% |
| November 30, 2025 | 89.47% |
| October 31, 2025 | 89.47% |
| September 30, 2025 | 89.47% |
| August 31, 2025 | 89.47% |
| July 31, 2025 | 89.47% |
| June 30, 2025 | 89.47% |
| May 31, 2025 | 89.47% |
| April 30, 2025 | 89.47% |
| March 31, 2025 | 88.79% |
| February 28, 2025 | 83.07% |
| January 31, 2025 | 83.07% |
| December 31, 2024 | 83.07% |
| November 30, 2024 | 82.61% |
| October 31, 2024 | 76.35% |
| September 30, 2024 | 75.13% |
| August 31, 2024 | 75.13% |
| July 31, 2024 | 72.16% |
| Date | Value |
|---|---|
| June 30, 2024 | 70.63% |
| May 31, 2024 | 68.57% |
| April 30, 2024 | 68.57% |
| March 31, 2024 | 68.57% |
| February 29, 2024 | 68.57% |
| January 31, 2024 | 68.57% |
| December 31, 2023 | 67.35% |
| November 30, 2023 | 67.35% |
| October 31, 2023 | 67.35% |
| September 30, 2023 | 67.35% |
| August 31, 2023 | 67.35% |
| July 31, 2023 | 67.35% |
| June 30, 2023 | 67.35% |
| May 31, 2023 | 67.35% |
| April 30, 2023 | 67.35% |
| March 31, 2023 | 67.35% |
| February 28, 2023 | 67.35% |
| January 31, 2023 | 67.35% |
| December 31, 2022 | 67.35% |
| November 30, 2022 | 67.35% |
| October 31, 2022 | 67.35% |
| September 30, 2022 | 67.35% |
| August 31, 2022 | 63.92% |
| July 31, 2022 | 63.39% |
| June 30, 2022 | 55.99% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Heliostar Metals Ltd. | 91.11% |
| Allied Gold Corp. (Canada) | -- |
| Peloton Minerals Corp. | 76.67% |
| Novo Resources Corp. | 98.29% |
| Integra Resources Corp. | 93.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.44 |
| Beta (5Y) | 1.559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.78% |
| Historical Sharpe Ratio (5Y) | -0.5848 |
| Historical Sortino (5Y) | -1.018 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.13% |