New Gold Inc (NGD.TO)
2.41
+0.01
(+0.42%)
CAD |
TSX |
Apr 17, 16:00
New Gold Max Drawdown (5Y): 91.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 91.12% |
February 29, 2024 | 91.12% |
January 31, 2024 | 91.12% |
December 31, 2023 | 91.12% |
November 30, 2023 | 91.12% |
October 31, 2023 | 91.12% |
September 30, 2023 | 91.12% |
August 31, 2023 | 91.12% |
July 31, 2023 | 91.12% |
June 30, 2023 | 91.12% |
May 31, 2023 | 91.12% |
April 30, 2023 | 91.12% |
March 31, 2023 | 91.12% |
February 28, 2023 | 91.12% |
January 31, 2023 | 91.12% |
December 31, 2022 | 91.12% |
November 30, 2022 | 91.12% |
October 31, 2022 | 91.12% |
September 30, 2022 | 91.12% |
August 31, 2022 | 91.12% |
July 31, 2022 | 91.12% |
June 30, 2022 | 91.12% |
May 31, 2022 | 91.12% |
April 30, 2022 | 91.12% |
March 31, 2022 | 91.12% |
Date | Value |
---|---|
February 28, 2022 | 91.12% |
January 31, 2022 | 91.12% |
December 31, 2021 | 91.12% |
November 30, 2021 | 91.12% |
October 31, 2021 | 91.12% |
September 30, 2021 | 91.12% |
August 31, 2021 | 91.12% |
July 31, 2021 | 91.12% |
June 30, 2021 | 91.12% |
May 31, 2021 | 91.12% |
April 30, 2021 | 91.12% |
March 31, 2021 | 91.12% |
February 28, 2021 | 91.12% |
January 31, 2021 | 91.12% |
December 31, 2020 | 91.12% |
November 30, 2020 | 91.12% |
October 31, 2020 | 91.12% |
September 30, 2020 | 91.12% |
August 31, 2020 | 91.12% |
July 31, 2020 | 91.12% |
June 30, 2020 | 91.12% |
May 31, 2020 | 91.12% |
April 30, 2020 | 91.12% |
March 31, 2020 | 91.12% |
February 29, 2020 | 89.19% |
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
88.42%
Minimum
Apr 2019
91.12%
Maximum
Mar 2020
90.75%
Average
91.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Iamgold Corp | 83.52% |
Talisker Resources Ltd | -- |
Wheaton Precious Metals Corp | 46.39% |
Franco-Nevada Corp | 38.29% |
Triple Flag Precious Metals Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.4671 |
Beta (5Y) | 1.598 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.54% |
Historical Sharpe Ratio (5Y) | 0.1775 |
Historical Sortino (5Y) | 0.414 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.28% |