Royal Gold Inc (RGLD)
112.31
-1.10
(-0.97%)
USD |
NASDAQ |
Sep 22, 16:00
112.35
+0.04
(+0.04%)
After-Hours: 20:00
Royal Gold Max Drawdown (5Y): 49.55% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 49.55% |
| July 31, 2023 | 49.55% |
| June 30, 2023 | 49.55% |
| May 31, 2023 | 49.55% |
| April 30, 2023 | 49.55% |
| March 31, 2023 | 49.55% |
| February 28, 2023 | 49.55% |
| January 31, 2023 | 49.55% |
| December 31, 2022 | 49.55% |
| November 30, 2022 | 49.55% |
| October 31, 2022 | 49.55% |
| September 30, 2022 | 49.55% |
| August 31, 2022 | 49.55% |
| July 31, 2022 | 49.55% |
| June 30, 2022 | 49.55% |
| May 31, 2022 | 49.55% |
| April 30, 2022 | 49.55% |
| March 31, 2022 | 49.55% |
| February 28, 2022 | 49.55% |
| January 31, 2022 | 49.55% |
| December 31, 2021 | 49.55% |
| November 30, 2021 | 49.55% |
| October 31, 2021 | 49.55% |
| September 30, 2021 | 49.55% |
| August 31, 2021 | 49.55% |
| Date | Value |
|---|---|
| July 31, 2021 | 49.55% |
| June 30, 2021 | 49.55% |
| May 31, 2021 | 49.55% |
| April 30, 2021 | 49.55% |
| March 31, 2021 | 49.55% |
| February 28, 2021 | 49.55% |
| January 31, 2021 | 49.55% |
| December 31, 2020 | 50.33% |
| November 30, 2020 | 68.57% |
| October 31, 2020 | 73.30% |
| September 30, 2020 | 73.30% |
| August 31, 2020 | 73.30% |
| July 31, 2020 | 73.30% |
| June 30, 2020 | 73.30% |
| May 31, 2020 | 73.30% |
| April 30, 2020 | 73.30% |
| March 31, 2020 | 73.30% |
| February 29, 2020 | 73.30% |
| January 31, 2020 | 73.30% |
| December 31, 2019 | 73.30% |
| November 30, 2019 | 73.30% |
| October 31, 2019 | 73.30% |
| September 30, 2019 | 73.30% |
| August 31, 2019 | 73.30% |
| July 31, 2019 | 73.30% |
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
49.55%
Minimum
Jan 2021
73.30%
Maximum
Sep 2018
60.17%
Average
49.55%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Coeur Mining Inc | 83.98% |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 91.59% |
| Contango Ore Inc | 72.87% |
| Idaho Strategic Resources Inc | 62.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.303 |
| Beta (5Y) | 0.6653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.40% |
| Historical Sharpe Ratio (5Y) | 0.3709 |
| Historical Sortino (5Y) | 0.8313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.55% |