New Gold Inc (NGD)
2.835
-0.04
(-1.56%)
USD |
NYAM |
Nov 22, 13:27
New Gold Max Drawdown (5Y): 92.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.26% |
| September 30, 2024 | 92.26% |
| August 31, 2024 | 92.26% |
| July 31, 2024 | 92.26% |
| June 30, 2024 | 92.26% |
| May 31, 2024 | 92.26% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
90.50%
Minimum
Nov 2019
92.26%
Maximum
Mar 2020
92.14%
Average
92.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Gatos Silver Inc | -- |
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 89.67% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.968 |
| Beta (5Y) | 1.310 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.70% |
| Historical Sharpe Ratio (5Y) | 0.2788 |
| Historical Sortino (5Y) | 0.5573 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.23% |