Probe Gold Inc (PRB.TO)
1.36
0.00 (0.00%)
CAD |
TSX |
May 17, 16:00
Probe Gold Max Drawdown (5Y): 94.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.17% |
| March 31, 2024 | 94.17% |
| February 29, 2024 | 94.17% |
| January 31, 2024 | 94.23% |
| December 31, 2023 | 94.23% |
| November 30, 2023 | 94.23% |
| October 31, 2023 | 94.23% |
| September 30, 2023 | 94.35% |
| August 31, 2023 | 94.35% |
| July 31, 2023 | 94.35% |
| June 30, 2023 | 94.35% |
| May 31, 2023 | 94.35% |
| April 30, 2023 | 94.35% |
| March 31, 2023 | 94.35% |
| February 28, 2023 | 94.35% |
| January 31, 2023 | 94.35% |
| December 31, 2022 | 94.35% |
| November 30, 2022 | 94.35% |
| October 31, 2022 | 94.35% |
| September 30, 2022 | 94.35% |
| August 31, 2022 | 94.35% |
| July 31, 2022 | 94.35% |
| June 30, 2022 | 94.35% |
| May 31, 2022 | 94.35% |
| April 30, 2022 | 94.35% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.35% |
| February 28, 2022 | 94.35% |
| January 31, 2022 | 94.35% |
| December 31, 2021 | 94.35% |
| November 30, 2021 | 94.35% |
| October 31, 2021 | 94.35% |
| September 30, 2021 | 94.35% |
| August 31, 2021 | 94.35% |
| July 31, 2021 | 94.35% |
| June 30, 2021 | 94.35% |
| May 31, 2021 | 94.35% |
| April 30, 2021 | 94.35% |
| March 31, 2021 | 95.03% |
| February 28, 2021 | 95.27% |
| January 31, 2021 | 95.95% |
| December 31, 2020 | 97.05% |
| November 30, 2020 | 97.88% |
| October 31, 2020 | 97.88% |
| September 30, 2020 | 97.88% |
| August 31, 2020 | 97.88% |
| July 31, 2020 | 97.88% |
| June 30, 2020 | 97.94% |
| May 31, 2020 | 97.94% |
| April 30, 2020 | 97.94% |
| March 31, 2020 | 97.94% |
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
94.17%
Minimum
Feb 2024
97.94%
Maximum
May 2019
95.57%
Average
94.35%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Liberty Gold Corp | 90.04% |
| Osisko Mining Inc | 67.62% |
| Ascot Resources Ltd | 84.42% |
| Troilus Gold Corp | 84.67% |
| Rupert Resources Ltd | 58.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.043 |
| Beta (5Y) | 1.684 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.35% |
| Historical Sharpe Ratio (5Y) | 0.1277 |
| Historical Sortino (5Y) | 0.2508 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.82% |