Torrent Gold Inc (TGLD.CX)
0.06
0.00 (0.00%)
CAD |
CNSX |
Apr 21, 16:00
Torrent Gold Max Drawdown (5Y): 97.96% for March 31, 2025
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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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Max Drawdown (5Y) Benchmarks
| Lundin Gold Inc | 39.97% |
| Signature Resources Ltd | 98.64% |
| Beauce Gold Fields Inc | 93.75% |
| Silver Sands Resources Corp | 99.38% |
| Mongoose Mining Ltd | 97.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.33 |
| Beta (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 137.4% |
| Historical Sharpe Ratio (5Y) | -0.1486 |
| Historical Sortino (5Y) | -0.3751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |