Thesis Gold Inc (TAU.V)
0.77
+0.05
(+6.94%)
CAD |
TSXV |
May 01, 15:59
Thesis Gold Max Drawdown (5Y): 91.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.03% |
March 31, 2024 | 91.03% |
February 29, 2024 | 91.03% |
January 31, 2024 | 90.56% |
December 31, 2023 | 90.21% |
November 30, 2023 | 90.21% |
October 31, 2023 | 88.20% |
September 30, 2023 | 86.20% |
August 31, 2023 | 86.20% |
July 31, 2023 | 85.28% |
June 30, 2023 | 85.28% |
May 31, 2023 | 80.37% |
April 30, 2023 | 80.37% |
March 31, 2023 | 85.42% |
February 28, 2023 | 85.42% |
January 31, 2023 | 85.42% |
December 31, 2022 | 85.42% |
November 30, 2022 | 85.42% |
October 31, 2022 | 85.42% |
September 30, 2022 | 85.42% |
August 31, 2022 | 85.42% |
July 31, 2022 | 85.42% |
June 30, 2022 | 85.42% |
May 31, 2022 | 85.42% |
April 30, 2022 | 85.42% |
Date | Value |
---|---|
March 31, 2022 | 85.42% |
February 28, 2022 | 85.42% |
January 31, 2022 | 85.42% |
December 31, 2021 | 85.42% |
November 30, 2021 | 85.42% |
October 31, 2021 | 85.42% |
September 30, 2021 | 85.42% |
August 31, 2021 | 85.42% |
July 31, 2021 | 85.42% |
June 30, 2021 | 85.42% |
May 31, 2021 | 85.42% |
April 30, 2021 | 85.42% |
March 31, 2021 | 85.42% |
February 28, 2021 | 85.42% |
January 31, 2021 | 85.42% |
December 31, 2020 | 85.42% |
November 30, 2020 | 85.42% |
October 31, 2020 | 85.42% |
September 30, 2020 | 85.42% |
August 31, 2020 | 85.42% |
July 31, 2020 | 85.42% |
June 30, 2020 | 85.42% |
May 31, 2020 | 85.42% |
April 30, 2020 | 85.42% |
March 31, 2020 | 85.42% |
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
80.37%
Minimum
Apr 2023
91.03%
Maximum
Feb 2024
85.84%
Average
85.42%
Median
May 2019
Max Drawdown (5Y) Benchmarks
GoGold Resources Inc | 78.93% |
Troilus Gold Corp | 84.67% |
Vizsla Silver Corp | 73.12% |
Renforth Resources Inc | 91.30% |
Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.859 |
Beta (5Y) | 1.442 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.52% |
Historical Sharpe Ratio (5Y) | 0.0269 |
Historical Sortino (5Y) | 0.0678 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.00% |