NovaGold Resources, Inc. (NG.TO)
13.49
+0.54
(+4.17%)
CAD |
TSX |
Aug 25, 16:00
NovaGold Resources Max Drawdown (5Y) : 82.24% 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 | 82.24% |
| June 30, 2026 | 82.24% |
| May 31, 2026 | 82.24% |
| April 30, 2026 | 82.24% |
| March 31, 2026 | 82.24% |
| February 28, 2026 | 82.24% |
| January 31, 2026 | 82.24% |
| December 31, 2025 | 82.24% |
| November 30, 2025 | 82.24% |
| October 31, 2025 | 82.24% |
| September 30, 2025 | 82.24% |
| August 31, 2025 | 82.24% |
| July 31, 2025 | 82.24% |
| June 30, 2025 | 82.24% |
| May 31, 2025 | 82.24% |
| April 30, 2025 | 82.24% |
| March 31, 2025 | 82.24% |
| February 28, 2025 | 82.24% |
| January 31, 2025 | 82.24% |
| December 31, 2024 | 82.24% |
| November 30, 2024 | 82.24% |
| October 31, 2024 | 82.24% |
| September 30, 2024 | 82.24% |
| August 31, 2024 | 82.24% |
| July 31, 2024 | 82.24% |
| Date | Value |
|---|---|
| June 30, 2024 | 82.24% |
| May 31, 2024 | 82.24% |
| April 30, 2024 | 82.24% |
| March 31, 2024 | 82.24% |
| February 29, 2024 | 82.24% |
| January 31, 2024 | 80.09% |
| December 31, 2023 | 74.00% |
| November 30, 2023 | 72.78% |
| October 31, 2023 | 72.78% |
| September 30, 2023 | 70.23% |
| August 31, 2023 | 70.23% |
| July 31, 2023 | 70.23% |
| June 30, 2023 | 70.23% |
| May 31, 2023 | 68.83% |
| April 30, 2023 | 68.83% |
| March 31, 2023 | 68.83% |
| February 28, 2023 | 68.83% |
| January 31, 2023 | 68.83% |
| December 31, 2022 | 68.83% |
| November 30, 2022 | 68.83% |
| October 31, 2022 | 68.83% |
| September 30, 2022 | 68.83% |
| August 31, 2022 | 66.86% |
| July 31, 2022 | 66.86% |
| June 30, 2022 | 64.31% |
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
| Perpetua Resources Corp. | 88.13% |
| SSR Mining, Inc. | 82.71% |
| Silver Predator Corp. | 86.84% |
| King Global Ventures, Inc. | 97.60% |
| TriStar Gold, Inc. | 84.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.03 |
| Beta (5Y) | 1.955 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.05% |
| Historical Sharpe Ratio (5Y) | -0.131 |
| Historical Sortino (5Y) | -0.2491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.30% |