Orezone Gold Corp (ORE.TO)
0.75
-0.01
(-1.32%)
CAD |
TSX |
Nov 01, 16:00
Orezone Gold Max Drawdown (5Y): 81.35% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 81.35% |
August 31, 2024 | 81.35% |
July 31, 2024 | 81.35% |
June 30, 2024 | 81.35% |
May 31, 2024 | 81.35% |
April 30, 2024 | 81.35% |
March 31, 2024 | 81.35% |
February 29, 2024 | 81.35% |
January 31, 2024 | 81.35% |
December 31, 2023 | 81.35% |
November 30, 2023 | 81.35% |
October 31, 2023 | 81.35% |
September 30, 2023 | 81.35% |
August 31, 2023 | 81.35% |
July 31, 2023 | 81.35% |
June 30, 2023 | 81.35% |
May 31, 2023 | 81.35% |
April 30, 2023 | 81.35% |
March 31, 2023 | 81.35% |
February 28, 2023 | 81.35% |
January 31, 2023 | 81.35% |
December 31, 2022 | 81.35% |
November 30, 2022 | 81.35% |
October 31, 2022 | 81.35% |
September 30, 2022 | 81.35% |
Date | Value |
---|---|
August 31, 2022 | 81.35% |
July 31, 2022 | 81.35% |
June 30, 2022 | 81.35% |
May 31, 2022 | 81.35% |
April 30, 2022 | 81.35% |
March 31, 2022 | 81.35% |
February 28, 2022 | 81.35% |
January 31, 2022 | 81.35% |
December 31, 2021 | 81.35% |
November 30, 2021 | 81.35% |
October 31, 2021 | 81.35% |
September 30, 2021 | 85.74% |
August 31, 2021 | 85.74% |
July 31, 2021 | 85.74% |
June 30, 2021 | 85.74% |
May 31, 2021 | 86.29% |
April 30, 2021 | 86.29% |
March 31, 2021 | 86.29% |
February 28, 2021 | 86.29% |
January 31, 2021 | 88.66% |
December 31, 2020 | 89.77% |
November 30, 2020 | 94.84% |
October 31, 2020 | 95.44% |
September 30, 2020 | 95.44% |
August 31, 2020 | 95.63% |
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
81.35%
Minimum
Oct 2021
95.63%
Maximum
Nov 2019
85.38%
Average
81.35%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.093 |
Beta (5Y) | 1.116 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.34% |
Historical Sharpe Ratio (5Y) | 0.0138 |
Historical Sortino (5Y) | 0.0299 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.92% |