Revival Gold Inc (RVLGF)
0.2073
+0.01
(+4.38%)
USD |
OTCM |
Jun 28, 16:00
Revival Gold Max Drawdown (5Y): 80.33% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 80.33% |
| April 30, 2024 | 80.33% |
| March 31, 2024 | 80.33% |
| February 29, 2024 | 80.33% |
| January 31, 2024 | 77.29% |
| December 31, 2023 | 77.03% |
| November 30, 2023 | 77.03% |
| October 31, 2023 | 76.55% |
| September 30, 2023 | 71.12% |
| August 31, 2023 | 71.12% |
| July 31, 2023 | 71.12% |
| June 30, 2023 | 71.12% |
| May 31, 2023 | 71.12% |
| April 30, 2023 | 71.12% |
| March 31, 2023 | 71.12% |
| February 28, 2023 | 71.12% |
| January 31, 2023 | 71.12% |
| December 31, 2022 | 71.12% |
| November 30, 2022 | 71.12% |
| October 31, 2022 | 71.12% |
| September 30, 2022 | 71.12% |
| August 31, 2022 | 71.12% |
| July 31, 2022 | 71.12% |
| June 30, 2022 | 64.94% |
| May 31, 2022 | 64.94% |
| Date | Value |
|---|---|
| April 30, 2022 | 64.94% |
| March 31, 2022 | 64.94% |
| February 28, 2022 | 64.94% |
| January 31, 2022 | 64.94% |
| December 31, 2021 | 64.94% |
| November 30, 2021 | 64.94% |
| October 31, 2021 | 64.94% |
| September 30, 2021 | 64.94% |
| August 31, 2021 | 64.94% |
| July 31, 2021 | 64.94% |
| June 30, 2021 | 64.94% |
| May 31, 2021 | 64.94% |
| April 30, 2021 | 64.94% |
| March 31, 2021 | 64.94% |
| February 28, 2021 | 64.94% |
| January 31, 2021 | 64.94% |
| December 31, 2020 | 64.94% |
| November 30, 2020 | 64.94% |
| October 31, 2020 | 64.94% |
| September 30, 2020 | 64.94% |
| August 31, 2020 | 64.94% |
| July 31, 2020 | 64.94% |
| June 30, 2020 | 64.94% |
| May 31, 2020 | 64.94% |
| April 30, 2020 | 64.94% |
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
54.05%
Minimum
Jun 2019
80.33%
Maximum
Feb 2024
66.68%
Average
64.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 88.40% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.61 |
| Beta (5Y) | 0.6307 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.68% |
| Historical Sharpe Ratio (5Y) | -0.1758 |
| Historical Sortino (5Y) | -0.3135 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.62% |