Novagold Resources Inc (NG)
3.65
+0.05
(+1.39%)
USD |
NYAM |
Nov 22, 16:00
3.645
0.00 (0.00%)
After-Hours: 20:00
Novagold Resources Max Drawdown (5Y): 81.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.22% |
| September 30, 2024 | 81.22% |
| August 31, 2024 | 81.22% |
| July 31, 2024 | 81.22% |
| June 30, 2024 | 81.22% |
| May 31, 2024 | 81.22% |
| April 30, 2024 | 81.22% |
| March 31, 2024 | 81.22% |
| February 29, 2024 | 81.22% |
| January 31, 2024 | 78.91% |
| December 31, 2023 | 72.73% |
| November 30, 2023 | 71.91% |
| October 31, 2023 | 71.91% |
| September 30, 2023 | 68.37% |
| August 31, 2023 | 67.96% |
| July 31, 2023 | 67.96% |
| June 30, 2023 | 67.96% |
| May 31, 2023 | 66.31% |
| April 30, 2023 | 66.31% |
| March 31, 2023 | 66.31% |
| February 28, 2023 | 66.31% |
| January 31, 2023 | 66.31% |
| December 31, 2022 | 66.31% |
| November 30, 2022 | 66.31% |
| October 31, 2022 | 66.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.31% |
| August 31, 2022 | 63.51% |
| July 31, 2022 | 63.51% |
| June 30, 2022 | 60.38% |
| May 31, 2022 | 55.52% |
| April 30, 2022 | 53.23% |
| March 31, 2022 | 53.23% |
| February 28, 2022 | 53.23% |
| January 31, 2022 | 53.23% |
| December 31, 2021 | 53.23% |
| November 30, 2021 | 55.73% |
| October 31, 2021 | 55.73% |
| September 30, 2021 | 56.79% |
| August 31, 2021 | 56.79% |
| July 31, 2021 | 56.79% |
| June 30, 2021 | 56.79% |
| May 31, 2021 | 56.79% |
| April 30, 2021 | 56.79% |
| March 31, 2021 | 56.79% |
| February 28, 2021 | 58.30% |
| January 31, 2021 | 66.29% |
| December 31, 2020 | 70.68% |
| November 30, 2020 | 70.68% |
| October 31, 2020 | 75.24% |
| September 30, 2020 | 75.24% |
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
53.23%
Minimum
Dec 2021
81.22%
Maximum
Feb 2024
68.68%
Average
67.96%
Median
Jun 2023
Max Drawdown (5Y) Benchmarks
| Coeur Mining Inc | 83.98% |
| U.S. Gold Corp | 98.85% |
| Hycroft Mining Holding Corp | -- |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 97.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.89 |
| Beta (5Y) | 1.062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.74% |
| Historical Sharpe Ratio (5Y) | -0.3069 |
| Historical Sortino (5Y) | -0.5936 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.85% |