New Pacific Metals Corp (NUAG.TO)
2.68
-0.04
(-1.47%)
CAD |
TSX |
May 03, 16:00
New Pacific Metals Max Drawdown (5Y): 86.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.09% |
| March 31, 2024 | 86.09% |
| February 29, 2024 | 86.09% |
| January 31, 2024 | 81.49% |
| December 31, 2023 | 77.70% |
| November 30, 2023 | 77.70% |
| October 31, 2023 | 76.32% |
| September 30, 2023 | 73.10% |
| August 31, 2023 | 71.15% |
| July 31, 2023 | 71.15% |
| June 30, 2023 | 71.15% |
| May 31, 2023 | 69.66% |
| April 30, 2023 | 69.66% |
| March 31, 2023 | 69.66% |
| February 28, 2023 | 69.66% |
| January 31, 2023 | 69.66% |
| December 31, 2022 | 69.66% |
| November 30, 2022 | 69.66% |
| October 31, 2022 | 68.85% |
| September 30, 2022 | 68.85% |
| August 31, 2022 | 64.14% |
| July 31, 2022 | 64.14% |
| June 30, 2022 | 63.56% |
| May 31, 2022 | 63.56% |
| April 30, 2022 | 63.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.56% |
| February 28, 2022 | 63.56% |
| January 31, 2022 | 63.56% |
| December 31, 2021 | 63.56% |
| November 30, 2021 | 60.43% |
| October 31, 2021 | 60.43% |
| September 30, 2021 | 60.43% |
| August 31, 2021 | 60.43% |
| July 31, 2021 | 62.79% |
| June 30, 2021 | 62.79% |
| May 31, 2021 | 65.12% |
| April 30, 2021 | 80.50% |
| March 31, 2021 | 84.40% |
| February 28, 2021 | 84.86% |
| January 31, 2021 | 87.16% |
| December 31, 2020 | 88.99% |
| November 30, 2020 | 91.74% |
| October 31, 2020 | 91.74% |
| September 30, 2020 | 91.82% |
| August 31, 2020 | 91.82% |
| July 31, 2020 | 93.75% |
| June 30, 2020 | 93.75% |
| May 31, 2020 | 93.75% |
| April 30, 2020 | 93.75% |
| March 31, 2020 | 93.75% |
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
60.43%
Minimum
Aug 2021
93.97%
Maximum
May 2019
78.17%
Average
77.01%
Median
Max Drawdown (5Y) Benchmarks
| Liberty Gold Corp | 90.04% |
| Osisko Mining Inc | 67.62% |
| Ascot Resources Ltd | 84.42% |
| Probe Gold Inc | 94.17% |
| Rupert Resources Ltd | 58.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.686 |
| Beta (5Y) | 1.177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.50% |
| Historical Sharpe Ratio (5Y) | 0.0357 |
| Historical Sortino (5Y) | 0.0799 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.65% |