Randgold & Exploration Co Ltd (RNDXF)
0.02
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Randgold & Exploration Max Drawdown (5Y): 86.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.01% |
March 31, 2024 | 86.01% |
February 29, 2024 | 86.01% |
January 31, 2024 | 86.01% |
December 31, 2023 | 86.01% |
November 30, 2023 | 85.66% |
October 31, 2023 | 76.32% |
September 30, 2023 | 76.32% |
August 31, 2023 | 76.32% |
July 31, 2023 | 76.32% |
June 30, 2023 | 77.37% |
May 31, 2023 | 77.37% |
April 30, 2023 | 77.37% |
March 31, 2023 | 77.37% |
February 28, 2023 | 77.37% |
January 31, 2023 | 77.37% |
December 31, 2022 | 77.37% |
November 30, 2022 | 77.37% |
October 31, 2022 | 77.37% |
September 30, 2022 | 77.37% |
August 31, 2022 | 77.37% |
July 31, 2022 | 77.37% |
June 30, 2022 | 77.37% |
May 31, 2022 | 77.37% |
April 30, 2022 | 77.37% |
Date | Value |
---|---|
March 31, 2022 | 77.37% |
February 28, 2022 | 77.37% |
January 31, 2022 | 77.37% |
December 31, 2021 | 77.37% |
November 30, 2021 | 77.37% |
October 31, 2021 | 77.37% |
September 30, 2021 | 77.37% |
August 31, 2021 | 77.37% |
July 31, 2021 | 77.37% |
June 30, 2021 | 77.37% |
May 31, 2021 | 77.37% |
April 30, 2021 | 77.37% |
March 31, 2021 | 77.37% |
February 28, 2021 | 77.37% |
January 31, 2021 | 77.37% |
December 31, 2020 | 77.37% |
November 30, 2020 | 77.37% |
October 31, 2020 | 77.37% |
September 30, 2020 | 77.37% |
August 31, 2020 | 77.37% |
July 31, 2020 | 77.37% |
June 30, 2020 | 77.37% |
May 31, 2020 | 77.37% |
April 30, 2020 | 77.37% |
March 31, 2020 | 77.37% |
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
76.32%
Minimum
Jul 2023
86.01%
Maximum
Dec 2023
78.16%
Average
77.37%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Gold Fields Ltd | 56.25% |
Harmony Gold Mining Co Ltd | 71.06% |
Sasol Ltd | 96.54% |
DRDGold Ltd | 69.30% |
Sibanye Stillwater Ltd | 78.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.83 |
Beta (5Y) | -0.5579 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.87% |
Historical Sharpe Ratio (5Y) | -0.4224 |
Historical Sortino (5Y) | -0.5921 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.36% |