Paramount Gold Nevada Corp (PZG)
0.38
-0.02
(-5.92%)
USD |
NYAM |
Nov 04, 13:37
Paramount Gold Nevada Max Drawdown (5Y): 81.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.95% |
| September 30, 2024 | 81.95% |
| August 31, 2024 | 81.95% |
| July 31, 2024 | 81.95% |
| June 30, 2024 | 81.95% |
| May 31, 2024 | 81.95% |
| April 30, 2024 | 81.95% |
| March 31, 2024 | 81.95% |
| February 29, 2024 | 81.95% |
| January 31, 2024 | 81.95% |
| December 31, 2023 | 81.95% |
| November 30, 2023 | 81.95% |
| October 31, 2023 | 81.95% |
| September 30, 2023 | 81.95% |
| August 31, 2023 | 81.95% |
| July 31, 2023 | 81.95% |
| June 30, 2023 | 81.95% |
| May 31, 2023 | 81.95% |
| April 30, 2023 | 81.95% |
| March 31, 2023 | 81.95% |
| February 28, 2023 | 81.95% |
| January 31, 2023 | 81.95% |
| December 31, 2022 | 81.95% |
| November 30, 2022 | 81.95% |
| October 31, 2022 | 81.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.95% |
| August 31, 2022 | 80.52% |
| July 31, 2022 | 80.52% |
| June 30, 2022 | 80.52% |
| May 31, 2022 | 80.52% |
| April 30, 2022 | 80.52% |
| March 31, 2022 | 80.52% |
| February 28, 2022 | 80.52% |
| January 31, 2022 | 80.52% |
| December 31, 2021 | 80.52% |
| November 30, 2021 | 80.52% |
| October 31, 2021 | 80.52% |
| September 30, 2021 | 80.52% |
| August 31, 2021 | 80.52% |
| July 31, 2021 | 80.52% |
| June 30, 2021 | 80.52% |
| May 31, 2021 | 80.52% |
| April 30, 2021 | 80.52% |
| March 31, 2021 | 80.52% |
| February 28, 2021 | 80.52% |
| January 31, 2021 | 80.52% |
| December 31, 2020 | 80.52% |
| November 30, 2020 | 80.52% |
| October 31, 2020 | 80.52% |
| September 30, 2020 | 80.52% |
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
77.06%
Minimum
Nov 2019
81.95%
Maximum
Sep 2022
80.91%
Average
80.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| DynaResource Inc | 81.25% |
| Century Aluminum Co | 87.51% |
| Friedman Industries Inc | 65.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.22 |
| Beta (5Y) | 1.885 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.38% |
| Historical Sharpe Ratio (5Y) | -0.2368 |
| Historical Sortino (5Y) | -0.5149 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.74% |