Tudor Gold Corp (TUD.V)
0.78
+0.01
(+1.30%)
CAD |
TSXV |
May 31, 16:00
Tudor Gold Max Drawdown (5Y): 82.98% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 82.98% |
| April 30, 2024 | 83.62% |
| March 31, 2024 | 84.04% |
| February 29, 2024 | 88.94% |
| January 31, 2024 | 88.94% |
| December 31, 2023 | 88.94% |
| November 30, 2023 | 88.94% |
| October 31, 2023 | 89.79% |
| September 30, 2023 | 91.49% |
| August 31, 2023 | 91.49% |
| July 31, 2023 | 91.49% |
| June 30, 2023 | 91.49% |
| May 31, 2023 | 91.49% |
| April 30, 2023 | 91.49% |
| March 31, 2023 | 91.49% |
| February 28, 2023 | 91.49% |
| January 31, 2023 | 91.49% |
| December 31, 2022 | 91.49% |
| November 30, 2022 | 91.49% |
| October 31, 2022 | 91.49% |
| September 30, 2022 | 91.49% |
| August 31, 2022 | 91.49% |
| July 31, 2022 | 91.49% |
| June 30, 2022 | 91.49% |
| May 31, 2022 | 91.49% |
| Date | Value |
|---|---|
| April 30, 2022 | 91.49% |
| March 31, 2022 | 91.49% |
| February 28, 2022 | 91.49% |
| January 31, 2022 | 91.49% |
| December 31, 2021 | 91.49% |
| November 30, 2021 | 91.49% |
| October 31, 2021 | 91.49% |
| September 30, 2021 | 91.49% |
| August 31, 2021 | 91.49% |
| July 31, 2021 | 91.49% |
| June 30, 2021 | 91.49% |
| May 31, 2021 | 91.49% |
| April 30, 2021 | 91.49% |
| March 31, 2021 | 91.49% |
| February 28, 2021 | 91.49% |
| January 31, 2021 | 91.49% |
| December 31, 2020 | 91.49% |
| November 30, 2020 | 91.49% |
| October 31, 2020 | 91.49% |
| September 30, 2020 | 91.49% |
| August 31, 2020 | 92.50% |
| July 31, 2020 | 92.50% |
| June 30, 2020 | 92.50% |
| May 31, 2020 | 92.50% |
| April 30, 2020 | 92.50% |
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
82.98%
Minimum
May 2024
92.50%
Maximum
Jun 2019
91.15%
Average
91.49%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.627 |
| Beta (5Y) | 1.363 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.80% |
| Historical Sharpe Ratio (5Y) | 0.1306 |
| Historical Sortino (5Y) | 0.458 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.22% |