Torex Gold Resources Inc (TXG.TO)
19.76
+0.31
(+1.59%)
CAD |
TSX |
Apr 25, 16:00
Torex Gold Resources Max Drawdown (5Y): 68.46% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 78.18% |
June 30, 2020 | 78.18% |
May 31, 2020 | 78.18% |
April 30, 2020 | 78.18% |
March 31, 2020 | 78.18% |
February 29, 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
Apr 2019
76.74%
Average
78.18%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.410 |
Beta (5Y) | 1.183 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.91% |
Historical Sharpe Ratio (5Y) | 0.0272 |
Historical Sortino (5Y) | 0.0604 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.14% |