Thesis Gold & Silver, Inc. (TAU.V)
3.265
-0.12
(-3.69%)
CAD |
TSXV |
Mar 05, 12:57
Thesis Gold & Silver Max Drawdown (5Y) : 91.03% for Feb. 28, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sun Summit Minerals Corp. | 98.28% |
| Eagle Plains Resources Ltd. | 76.06% |
| Globex Mining Enterprises, Inc. | 63.86% |
| Erdene Resource Development Corp. | 75.91% |
| Viva Gold Corp. | 92.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.82 |
| Beta (5Y) | 1.354 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.58% |
| Historical Sharpe Ratio (5Y) | 0.0304 |
| Historical Sortino (5Y) | 0.0634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.67% |