New Gold Inc (NGD)
1.825
-0.06
(-3.44%)
USD |
NYAM |
May 02, 16:00
1.825
0.00 (0.00%)
After-Hours: 20:00
New Gold Max Drawdown (5Y): 92.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.26% |
March 31, 2024 | 92.26% |
February 29, 2024 | 92.26% |
January 31, 2024 | 92.26% |
December 31, 2023 | 92.26% |
November 30, 2023 | 92.26% |
October 31, 2023 | 92.26% |
September 30, 2023 | 92.26% |
August 31, 2023 | 92.26% |
July 31, 2023 | 92.26% |
June 30, 2023 | 92.26% |
May 31, 2023 | 92.26% |
April 30, 2023 | 92.26% |
March 31, 2023 | 92.26% |
February 28, 2023 | 92.26% |
January 31, 2023 | 92.26% |
December 31, 2022 | 92.26% |
November 30, 2022 | 92.26% |
October 31, 2022 | 92.26% |
September 30, 2022 | 92.26% |
August 31, 2022 | 92.26% |
July 31, 2022 | 92.26% |
June 30, 2022 | 92.26% |
May 31, 2022 | 92.26% |
April 30, 2022 | 92.26% |
Date | Value |
---|---|
March 31, 2022 | 92.26% |
February 28, 2022 | 92.26% |
January 31, 2022 | 92.26% |
December 31, 2021 | 92.26% |
November 30, 2021 | 92.26% |
October 31, 2021 | 92.26% |
September 30, 2021 | 92.26% |
August 31, 2021 | 92.26% |
July 31, 2021 | 92.26% |
June 30, 2021 | 92.26% |
May 31, 2021 | 92.26% |
April 30, 2021 | 92.26% |
March 31, 2021 | 92.26% |
February 28, 2021 | 92.26% |
January 31, 2021 | 92.26% |
December 31, 2020 | 92.26% |
November 30, 2020 | 92.26% |
October 31, 2020 | 92.26% |
September 30, 2020 | 92.26% |
August 31, 2020 | 92.26% |
July 31, 2020 | 92.26% |
June 30, 2020 | 92.26% |
May 31, 2020 | 92.26% |
April 30, 2020 | 92.26% |
March 31, 2020 | 92.26% |
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
90.31%
Minimum
May 2019
92.26%
Maximum
Mar 2020
91.93%
Average
92.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gold Royalty Corp | -- |
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gatos Silver Inc | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.439 |
Beta (5Y) | 1.526 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.58% |
Historical Sharpe Ratio (5Y) | 0.1684 |
Historical Sortino (5Y) | 0.3824 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.29% |