Victoria Gold Corp (VGCX.TO)
6.84
-0.04
(-0.58%)
CAD |
TSX |
May 02, 16:00
Victoria Gold Max Drawdown (5Y): 74.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.83% |
| March 31, 2024 | 74.83% |
| February 29, 2024 | 74.83% |
| January 31, 2024 | 73.67% |
| December 31, 2023 | 73.67% |
| November 30, 2023 | 73.67% |
| October 31, 2023 | 73.62% |
| September 30, 2023 | 72.56% |
| August 31, 2023 | 68.12% |
| July 31, 2023 | 67.92% |
| June 30, 2023 | 67.92% |
| May 31, 2023 | 67.92% |
| April 30, 2023 | 67.92% |
| March 31, 2023 | 67.92% |
| February 28, 2023 | 67.92% |
| January 31, 2023 | 67.92% |
| December 31, 2022 | 67.92% |
| November 30, 2022 | 67.92% |
| October 31, 2022 | 67.20% |
| September 30, 2022 | 67.20% |
| August 31, 2022 | 62.42% |
| July 31, 2022 | 59.21% |
| June 30, 2022 | 59.21% |
| May 31, 2022 | 59.21% |
| April 30, 2022 | 59.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.21% |
| February 28, 2022 | 59.21% |
| January 31, 2022 | 59.21% |
| December 31, 2021 | 59.21% |
| November 30, 2021 | 59.21% |
| October 31, 2021 | 59.21% |
| September 30, 2021 | 59.21% |
| August 31, 2021 | 59.21% |
| July 31, 2021 | 59.21% |
| June 30, 2021 | 59.21% |
| May 31, 2021 | 59.21% |
| April 30, 2021 | 59.21% |
| March 31, 2021 | 59.21% |
| February 28, 2021 | 59.21% |
| January 31, 2021 | 67.12% |
| December 31, 2020 | 72.30% |
| November 30, 2020 | 82.98% |
| October 31, 2020 | 83.51% |
| September 30, 2020 | 87.50% |
| August 31, 2020 | 87.50% |
| July 31, 2020 | 88.18% |
| June 30, 2020 | 91.61% |
| May 31, 2020 | 92.38% |
| April 30, 2020 | 92.38% |
| March 31, 2020 | 92.38% |
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
59.21%
Minimum
Feb 2021
94.04%
Maximum
May 2019
73.39%
Average
67.92%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.58 |
| Beta (5Y) | 1.834 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.12% |
| Historical Sharpe Ratio (5Y) | -0.029 |
| Historical Sortino (5Y) | -0.0618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.41% |