Orogen Royalties Inc (OGN.V)
1.42
-0.05
(-3.40%)
CAD |
TSXV |
Nov 01, 16:00
Orogen Royalties Max Drawdown (5Y): 86.25% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.25% |
| August 31, 2024 | 86.25% |
| July 31, 2024 | 86.25% |
| June 30, 2024 | 86.25% |
| May 31, 2024 | 86.25% |
| April 30, 2024 | 86.25% |
| March 31, 2024 | 86.25% |
| February 29, 2024 | 86.25% |
| January 31, 2024 | 86.25% |
| December 31, 2023 | 86.25% |
| November 30, 2023 | 86.25% |
| October 31, 2023 | 86.25% |
| September 30, 2023 | 86.25% |
| August 31, 2023 | 86.25% |
| July 31, 2023 | 86.25% |
| June 30, 2023 | 86.25% |
| May 31, 2023 | 86.25% |
| April 30, 2023 | 86.25% |
| March 31, 2023 | 86.25% |
| February 28, 2023 | 86.25% |
| January 31, 2023 | 86.25% |
| December 31, 2022 | 86.25% |
| November 30, 2022 | 86.25% |
| October 31, 2022 | 86.25% |
| September 30, 2022 | 86.25% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.25% |
| July 31, 2022 | 86.25% |
| June 30, 2022 | 86.25% |
| May 31, 2022 | 86.25% |
| April 30, 2022 | 86.25% |
| March 31, 2022 | 86.25% |
| February 28, 2022 | 86.25% |
| January 31, 2022 | 86.25% |
| December 31, 2021 | 86.25% |
| November 30, 2021 | 86.25% |
| October 31, 2021 | 86.25% |
| September 30, 2021 | 86.25% |
| August 31, 2021 | 86.25% |
| July 31, 2021 | 86.25% |
| June 30, 2021 | 86.25% |
| May 31, 2021 | 86.25% |
| April 30, 2021 | 86.25% |
| March 31, 2021 | 86.25% |
| February 28, 2021 | 86.25% |
| January 31, 2021 | 86.25% |
| December 31, 2020 | 86.25% |
| November 30, 2020 | 86.25% |
| October 31, 2020 | 87.50% |
| September 30, 2020 | 90.87% |
| August 31, 2020 | 91.30% |
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
86.25%
Minimum
Nov 2020
91.74%
Maximum
Nov 2019
87.27%
Average
86.25%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Altius Minerals Corp | 56.55% |
| Silvercorp Metals Inc | 75.00% |
| Avino Silver & Gold Mines Ltd | 89.82% |
| Aldebaran Resources Inc | 74.00% |
| Churchill Resources Inc | 92.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 24.45 |
| Beta (5Y) | 0.9276 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.65% |
| Historical Sharpe Ratio (5Y) | 0.7153 |
| Historical Sortino (5Y) | 1.317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |