Novagold Resources Inc (NG.TO)
4.96
+0.33
(+7.13%)
CAD |
TSX |
Nov 14, 11:52
Novagold Resources Max Drawdown (5Y): 82.24% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 82.24% |
| August 31, 2024 | 82.24% |
| July 31, 2024 | 82.24% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2022 | 66.86% |
| July 31, 2022 | 66.86% |
| June 30, 2022 | 64.31% |
| May 31, 2022 | 59.14% |
| April 30, 2022 | 54.56% |
| March 31, 2022 | 54.56% |
| February 28, 2022 | 54.56% |
| January 31, 2022 | 54.56% |
| December 31, 2021 | 54.04% |
| November 30, 2021 | 54.04% |
| October 31, 2021 | 54.04% |
| September 30, 2021 | 54.04% |
| August 31, 2021 | 54.04% |
| July 31, 2021 | 54.04% |
| June 30, 2021 | 54.04% |
| May 31, 2021 | 54.04% |
| April 30, 2021 | 54.04% |
| March 31, 2021 | 54.04% |
| February 28, 2021 | 54.04% |
| January 31, 2021 | 54.04% |
| December 31, 2020 | 54.04% |
| November 30, 2020 | 54.04% |
| October 31, 2020 | 54.04% |
| September 30, 2020 | 55.84% |
| August 31, 2020 | 63.91% |
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
54.04%
Minimum
Oct 2020
82.24%
Maximum
Feb 2024
66.27%
Average
68.83%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Aura Minerals Inc | 59.15% |
| Scandium International Mining Corp | 95.38% |
| SSR Mining Inc | 82.71% |
| Excelsior Mining Corp | 90.88% |
| Lion Copper and Gold Corp | 84.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.66 |
| Beta (5Y) | 1.046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.07% |
| Historical Sharpe Ratio (5Y) | -0.1807 |
| Historical Sortino (5Y) | -0.3416 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.40% |