Signature Resources Ltd (SGU.V)
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Nov 01, 16:00
Signature Resources Max Drawdown (5Y): 98.64% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.64% |
| August 31, 2024 | 98.64% |
| July 31, 2024 | 98.64% |
| June 30, 2024 | 98.64% |
| May 31, 2024 | 98.64% |
| April 30, 2024 | 98.64% |
| March 31, 2024 | 98.64% |
| February 29, 2024 | 98.64% |
| January 31, 2024 | 98.64% |
| December 31, 2023 | 98.64% |
| November 30, 2023 | 98.64% |
| October 31, 2023 | 98.64% |
| September 30, 2023 | 98.64% |
| August 31, 2023 | 98.64% |
| July 31, 2023 | 98.64% |
| June 30, 2023 | 97.73% |
| May 31, 2023 | 97.27% |
| April 30, 2023 | 96.82% |
| March 31, 2023 | 96.82% |
| February 28, 2023 | 96.82% |
| January 31, 2023 | 96.36% |
| December 31, 2022 | 95.45% |
| November 30, 2022 | 95.45% |
| October 31, 2022 | 95.45% |
| September 30, 2022 | 93.18% |
| Date | Value |
|---|---|
| August 31, 2022 | 90.91% |
| July 31, 2022 | 90.91% |
| June 30, 2022 | 86.11% |
| May 31, 2022 | 86.11% |
| April 30, 2022 | 86.11% |
| March 31, 2022 | 86.11% |
| February 28, 2022 | 86.11% |
| January 31, 2022 | 86.11% |
| December 31, 2021 | 86.11% |
| November 30, 2021 | 86.11% |
| October 31, 2021 | 86.11% |
| September 30, 2021 | 86.11% |
| August 31, 2021 | 86.11% |
| July 31, 2021 | 86.11% |
| June 30, 2021 | 86.11% |
| May 31, 2021 | 86.11% |
| April 30, 2021 | 86.11% |
| March 31, 2021 | 86.11% |
| February 28, 2021 | 86.11% |
| January 31, 2021 | 86.11% |
| December 31, 2020 | 86.11% |
| November 30, 2020 | 87.50% |
| October 31, 2020 | 90.00% |
| September 30, 2020 | 90.00% |
| August 31, 2020 | 95.00% |
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
86.11%
Minimum
Dec 2020
98.64%
Maximum
Jul 2023
92.82%
Average
95.00%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Lundin Gold Inc | 41.84% |
| Beauce Gold Fields Inc | 93.75% |
| Silver Sands Resources Corp | -- |
| Mongoose Mining Ltd | -- |
| Torrent Gold Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.72 |
| Beta (5Y) | 2.684 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.5% |
| Historical Sharpe Ratio (5Y) | -0.2762 |
| Historical Sortino (5Y) | -0.689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.89% |