Osisko Gold Royalties Ltd (OR.TO)
22.31
+0.23
(+1.04%)
CAD |
TSX |
May 10, 16:00
Osisko Gold Royalties Max Drawdown (5Y): 57.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.66% |
March 31, 2024 | 57.66% |
February 29, 2024 | 57.66% |
January 31, 2024 | 57.66% |
December 31, 2023 | 57.66% |
November 30, 2023 | 57.66% |
October 31, 2023 | 57.66% |
September 30, 2023 | 57.66% |
August 31, 2023 | 57.66% |
July 31, 2023 | 57.66% |
June 30, 2023 | 57.66% |
May 31, 2023 | 57.66% |
April 30, 2023 | 57.66% |
March 31, 2023 | 57.66% |
February 28, 2023 | 57.66% |
January 31, 2023 | 57.66% |
December 31, 2022 | 57.66% |
November 30, 2022 | 57.66% |
October 31, 2022 | 57.66% |
September 30, 2022 | 57.66% |
August 31, 2022 | 57.66% |
July 31, 2022 | 57.66% |
June 30, 2022 | 57.66% |
May 31, 2022 | 57.66% |
April 30, 2022 | 57.66% |
Date | Value |
---|---|
March 31, 2022 | 57.66% |
February 28, 2022 | 57.66% |
January 31, 2022 | 57.66% |
December 31, 2021 | 57.66% |
November 30, 2021 | 57.66% |
October 31, 2021 | 57.66% |
September 30, 2021 | 57.66% |
August 31, 2021 | 57.66% |
July 31, 2021 | 57.66% |
June 30, 2021 | 57.66% |
May 31, 2021 | 57.66% |
April 30, 2021 | 57.66% |
March 31, 2021 | 57.66% |
February 28, 2021 | 57.66% |
January 31, 2021 | 57.66% |
December 31, 2020 | 57.66% |
November 30, 2020 | 57.66% |
October 31, 2020 | 57.66% |
September 30, 2020 | 57.66% |
August 31, 2020 | 57.66% |
July 31, 2020 | 57.66% |
June 30, 2020 | 57.66% |
May 31, 2020 | 57.66% |
April 30, 2020 | 57.66% |
March 31, 2020 | 57.66% |
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
48.11%
Minimum
May 2019
57.66%
Maximum
Mar 2020
56.07%
Average
57.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Wheaton Precious Metals Corp | 46.39% |
Barrick Gold Corp | 52.92% |
Kinross Gold Corp | 68.19% |
Pan American Silver Corp | 65.99% |
Agnico Eagle Mines Ltd | 54.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6038 |
Beta (5Y) | 0.8292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.07% |
Historical Sharpe Ratio (5Y) | 0.1722 |
Historical Sortino (5Y) | 0.3037 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.46% |