Torex Gold Resources Inc (TXG.TO)
30.05
+0.02
(+0.07%)
CAD |
TSX |
Nov 01, 16:00
Torex Gold Resources Max Drawdown (5Y): 68.46% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 68.46% |
| August 31, 2024 | 68.46% |
| July 31, 2024 | 68.46% |
| June 30, 2024 | 68.46% |
| May 31, 2024 | 68.46% |
| April 30, 2024 | 68.46% |
| March 31, 2024 | 68.46% |
| February 29, 2024 | 68.46% |
| January 31, 2024 | 68.46% |
| December 31, 2023 | 68.46% |
| November 30, 2023 | 68.46% |
| October 31, 2023 | 68.46% |
| September 30, 2023 | 69.29% |
| August 31, 2023 | 71.85% |
| July 31, 2023 | 71.85% |
| June 30, 2023 | 75.01% |
| May 31, 2023 | 77.41% |
| April 30, 2023 | 77.41% |
| March 31, 2023 | 77.41% |
| February 28, 2023 | 77.41% |
| January 31, 2023 | 78.18% |
| December 31, 2022 | 78.18% |
| November 30, 2022 | 78.18% |
| October 31, 2022 | 78.18% |
| September 30, 2022 | 78.18% |
| Date | Value |
|---|---|
| August 31, 2022 | 78.18% |
| July 31, 2022 | 78.18% |
| June 30, 2022 | 78.18% |
| May 31, 2022 | 78.18% |
| April 30, 2022 | 78.18% |
| March 31, 2022 | 78.18% |
| February 28, 2022 | 78.18% |
| January 31, 2022 | 78.18% |
| December 31, 2021 | 78.18% |
| November 30, 2021 | 78.18% |
| October 31, 2021 | 78.18% |
| September 30, 2021 | 78.18% |
| August 31, 2021 | 78.18% |
| July 31, 2021 | 78.18% |
| June 30, 2021 | 78.18% |
| May 31, 2021 | 78.18% |
| April 30, 2021 | 78.18% |
| March 31, 2021 | 78.18% |
| February 28, 2021 | 78.18% |
| January 31, 2021 | 78.18% |
| December 31, 2020 | 78.18% |
| November 30, 2020 | 78.18% |
| October 31, 2020 | 78.18% |
| September 30, 2020 | 78.18% |
| August 31, 2020 | 78.18% |
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
68.46%
Minimum
Oct 2023
78.18%
Maximum
Nov 2019
75.73%
Average
78.18%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Dundee Precious Metals Inc | 46.57% |
| OceanaGold Corp | 77.77% |
| B2Gold Corp | 62.63% |
| Iamgold Corp | 83.52% |
| Lundin Gold Inc | 41.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.294 |
| Beta (5Y) | 1.295 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.64% |
| Historical Sharpe Ratio (5Y) | 0.1386 |
| Historical Sortino (5Y) | 0.2936 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.64% |