SolGold PLC (SOLG.TO)
0.17
0.00 (0.00%)
CAD |
TSX |
May 03, 16:00
SolGold Max Drawdown (5Y): 83.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.80% |
| March 31, 2024 | 83.80% |
| February 29, 2024 | 83.80% |
| January 31, 2024 | 81.94% |
| December 31, 2023 | 81.94% |
| November 30, 2023 | 79.17% |
| October 31, 2023 | 79.17% |
| September 30, 2023 | 74.69% |
| August 31, 2023 | 74.69% |
| July 31, 2023 | 74.69% |
| June 30, 2023 | 74.69% |
| May 31, 2023 | 74.69% |
| April 30, 2023 | 74.69% |
| March 31, 2023 | 74.69% |
| February 28, 2023 | 74.69% |
| January 31, 2023 | 74.69% |
| December 31, 2022 | 74.69% |
| November 30, 2022 | 74.69% |
| October 31, 2022 | 74.69% |
| September 30, 2022 | 74.69% |
| August 31, 2022 | 74.69% |
| July 31, 2022 | 74.69% |
| June 30, 2022 | 74.69% |
| May 31, 2022 | 74.69% |
| April 30, 2022 | 74.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.69% |
| February 28, 2022 | 74.69% |
| January 31, 2022 | 74.69% |
| December 31, 2021 | 74.69% |
| November 30, 2021 | 74.69% |
| October 31, 2021 | 74.69% |
| September 30, 2021 | 74.69% |
| August 31, 2021 | 74.69% |
| July 31, 2021 | 74.69% |
| June 30, 2021 | 74.69% |
| May 31, 2021 | 74.69% |
| April 30, 2021 | 74.69% |
| March 31, 2021 | 74.69% |
| February 28, 2021 | 74.69% |
| January 31, 2021 | 74.69% |
| December 31, 2020 | 74.69% |
| November 30, 2020 | 74.69% |
| October 31, 2020 | 74.69% |
| September 30, 2020 | 74.69% |
| August 31, 2020 | 74.69% |
| July 31, 2020 | 74.69% |
| June 30, 2020 | 74.69% |
| May 31, 2020 | 74.69% |
| April 30, 2020 | 74.69% |
| March 31, 2020 | 74.69% |
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
56.79%
Minimum
May 2019
83.80%
Maximum
Feb 2024
73.07%
Average
74.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Endeavour Mining PLC | 39.43% |
| Serabi Gold PLC | 84.34% |
| Horizonte Minerals PLC | 99.85% |
| Meridian Mining UK Societas | 97.40% |
| Condor Gold PLC | 83.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.40 |
| Beta (5Y) | 1.157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.96% |
| Historical Sharpe Ratio (5Y) | -0.3841 |
| Historical Sortino (5Y) | -0.8179 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.23% |