Troilus Gold Corp (TLG.TO)
0.435
-0.10
(-19.44%)
CAD |
TSX |
May 15, 15:00
Troilus Gold Max Drawdown (5Y): 84.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.67% |
| March 31, 2024 | 84.67% |
| February 29, 2024 | 84.67% |
| January 31, 2024 | 84.67% |
| December 31, 2023 | 84.67% |
| November 30, 2023 | 84.67% |
| October 31, 2023 | 84.67% |
| September 30, 2023 | 84.67% |
| August 31, 2023 | 84.67% |
| July 31, 2023 | 84.67% |
| June 30, 2023 | 84.67% |
| May 31, 2023 | 84.67% |
| April 30, 2023 | 84.67% |
| March 31, 2023 | 84.67% |
| February 28, 2023 | 84.67% |
| January 31, 2023 | 84.67% |
| December 31, 2022 | 84.67% |
| November 30, 2022 | 84.67% |
| October 31, 2022 | 84.44% |
| September 30, 2022 | 83.56% |
| August 31, 2022 | 83.39% |
| July 31, 2022 | 83.39% |
| June 30, 2022 | 83.39% |
| May 31, 2022 | 83.39% |
| April 30, 2022 | 83.39% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.39% |
| February 28, 2022 | 83.39% |
| January 31, 2022 | 83.39% |
| December 31, 2021 | 88.00% |
| November 30, 2021 | 94.38% |
| October 31, 2021 | 95.91% |
| September 30, 2021 | 96.82% |
| August 31, 2021 | 96.82% |
| July 31, 2021 | 96.82% |
| June 30, 2021 | 96.82% |
| May 31, 2021 | 96.82% |
| April 30, 2021 | 96.82% |
| March 31, 2021 | 97.60% |
| February 28, 2021 | 97.86% |
| January 31, 2021 | 98.04% |
| December 31, 2020 | 98.33% |
| November 30, 2020 | 98.33% |
| October 31, 2020 | 98.66% |
| September 30, 2020 | 99.04% |
| August 31, 2020 | 99.06% |
| July 31, 2020 | 99.06% |
| June 30, 2020 | 99.11% |
| May 31, 2020 | 99.11% |
| April 30, 2020 | 99.11% |
| March 31, 2020 | 99.21% |
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
83.39%
Minimum
Jan 2022
99.21%
Maximum
May 2019
91.55%
Average
95.14%
Median
Max Drawdown (5Y) Benchmarks
| GoGold Resources Inc | 78.93% |
| Vizsla Silver Corp | 73.12% |
| Thesis Gold Inc | 91.03% |
| Renforth Resources Inc | 91.30% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.42 |
| Beta (5Y) | 1.809 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.45% |
| Historical Sharpe Ratio (5Y) | -0.0128 |
| Historical Sortino (5Y) | -0.0315 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.22% |