Sonoro Gold Corp (SMOFF)
0.0322
0.00 (0.00%)
USD |
OTCM |
Jun 25, 16:00
Sonoro Gold Max Drawdown (5Y): 91.38% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 91.38% |
| April 30, 2024 | 91.38% |
| March 31, 2024 | 91.38% |
| February 29, 2024 | 91.38% |
| January 31, 2024 | 88.60% |
| December 31, 2023 | 85.83% |
| November 30, 2023 | 85.83% |
| October 31, 2023 | 85.83% |
| September 30, 2023 | 84.51% |
| August 31, 2023 | 84.51% |
| July 31, 2023 | 84.51% |
| June 30, 2023 | 84.51% |
| May 31, 2023 | 84.51% |
| April 30, 2023 | 84.51% |
| March 31, 2023 | 84.51% |
| February 28, 2023 | 84.15% |
| January 31, 2023 | 80.64% |
| December 31, 2022 | 80.64% |
| November 30, 2022 | 79.66% |
| October 31, 2022 | 74.61% |
| September 30, 2022 | 74.21% |
| August 31, 2022 | 72.16% |
| July 31, 2022 | 71.10% |
| June 30, 2022 | 67.99% |
| May 31, 2022 | 67.99% |
| Date | Value |
|---|---|
| April 30, 2022 | 67.28% |
| March 31, 2022 | 67.28% |
| February 28, 2022 | 67.28% |
| January 31, 2022 | 63.09% |
| December 31, 2021 | 62.34% |
| November 30, 2021 | 59.35% |
| October 31, 2021 | 58.06% |
| September 30, 2021 | 58.06% |
| August 31, 2021 | 58.06% |
| July 31, 2021 | 58.06% |
| June 30, 2021 | 58.06% |
| May 31, 2021 | 58.06% |
| April 30, 2021 | 69.12% |
| March 31, 2021 | 72.09% |
| February 28, 2021 | 72.09% |
| January 31, 2021 | 72.09% |
| December 31, 2020 | 72.09% |
| November 30, 2020 | 79.32% |
| October 31, 2020 | 79.32% |
| September 30, 2020 | 79.32% |
| August 31, 2020 | 79.32% |
| July 31, 2020 | 79.32% |
| June 30, 2020 | 79.32% |
| May 31, 2020 | 79.32% |
| April 30, 2020 | 79.32% |
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
58.06%
Minimum
May 2021
91.38%
Maximum
Feb 2024
76.28%
Average
79.32%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.32 |
| Beta (5Y) | 1.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.00% |
| Historical Sharpe Ratio (5Y) | -0.3221 |
| Historical Sortino (5Y) | -0.7469 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.15% |