Outcrop Silver & Gold Corp (OCGSF)
0.206
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Outcrop Silver & Gold Max Drawdown (5Y): 95.30% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 95.30% |
April 30, 2024 | 95.30% |
March 31, 2024 | 95.30% |
February 29, 2024 | 95.30% |
January 31, 2024 | 95.30% |
December 31, 2023 | 95.30% |
November 30, 2023 | 95.30% |
October 31, 2023 | 95.30% |
September 30, 2023 | 95.30% |
August 31, 2023 | 95.30% |
July 31, 2023 | 95.30% |
June 30, 2023 | 95.30% |
May 31, 2023 | 95.30% |
April 30, 2023 | 95.30% |
March 31, 2023 | 95.30% |
February 28, 2023 | 95.30% |
January 31, 2023 | 95.30% |
December 31, 2022 | 95.30% |
November 30, 2022 | 95.30% |
October 31, 2022 | 95.30% |
September 30, 2022 | 95.30% |
August 31, 2022 | 95.30% |
July 31, 2022 | 95.30% |
June 30, 2022 | 95.30% |
May 31, 2022 | 95.30% |
Date | Value |
---|---|
April 30, 2022 | 95.30% |
March 31, 2022 | 95.30% |
February 28, 2022 | 95.30% |
January 31, 2022 | 95.30% |
December 31, 2021 | 95.30% |
November 30, 2021 | 95.30% |
October 31, 2021 | 95.30% |
September 30, 2021 | 95.30% |
August 31, 2021 | 95.30% |
July 31, 2021 | 95.30% |
June 30, 2021 | 95.30% |
May 31, 2021 | 95.30% |
April 30, 2021 | 95.30% |
March 31, 2021 | 95.30% |
February 28, 2021 | 95.30% |
January 31, 2021 | 95.30% |
December 31, 2020 | 95.30% |
November 30, 2020 | 95.30% |
October 31, 2020 | 95.30% |
September 30, 2020 | 95.30% |
August 31, 2020 | 95.30% |
July 31, 2020 | 95.30% |
June 30, 2020 | 95.30% |
May 31, 2020 | 95.30% |
April 30, 2020 | 95.30% |
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
94.35%
Minimum
Jun 2019
95.30%
Maximum
Oct 2019
95.23%
Average
95.30%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
Endeavour Silver Corp | 81.13% |
Seabridge Gold Inc | 61.10% |
Gold Royalty Corp | -- |
TMC The Metals Co Inc | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.65 |
Beta (5Y) | 1.690 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.1% |
Historical Sharpe Ratio (5Y) | -0.023 |
Historical Sortino (5Y) | -0.0584 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.37% |