White Gold Corp (WGO.V)
0.265
+0.02
(+6.00%)
CAD |
TSXV |
Nov 01, 16:00
White Gold Max Drawdown (5Y): 86.96% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.96% |
| August 31, 2024 | 86.96% |
| July 31, 2024 | 86.96% |
| June 30, 2024 | 86.96% |
| May 31, 2024 | 86.96% |
| April 30, 2024 | 86.96% |
| March 31, 2024 | 86.96% |
| February 29, 2024 | 86.96% |
| January 31, 2024 | 86.96% |
| December 31, 2023 | 86.96% |
| November 30, 2023 | 86.96% |
| October 31, 2023 | 86.96% |
| September 30, 2023 | 85.98% |
| August 31, 2023 | 85.37% |
| July 31, 2023 | 83.24% |
| June 30, 2023 | 82.96% |
| May 31, 2023 | 82.96% |
| April 30, 2023 | 82.96% |
| March 31, 2023 | 82.96% |
| February 28, 2023 | 82.68% |
| January 31, 2023 | 82.68% |
| December 31, 2022 | 82.68% |
| November 30, 2022 | 82.68% |
| October 31, 2022 | 82.68% |
| September 30, 2022 | 82.68% |
| Date | Value |
|---|---|
| August 31, 2022 | 79.89% |
| July 31, 2022 | 79.89% |
| June 30, 2022 | 79.13% |
| May 31, 2022 | 79.13% |
| April 30, 2022 | 79.13% |
| March 31, 2022 | 79.13% |
| February 28, 2022 | 79.13% |
| January 31, 2022 | 79.13% |
| December 31, 2021 | 79.13% |
| November 30, 2021 | 79.13% |
| October 31, 2021 | 79.13% |
| September 30, 2021 | 78.26% |
| August 31, 2021 | 78.26% |
| July 31, 2021 | 78.26% |
| June 30, 2021 | 78.26% |
| May 31, 2021 | 78.26% |
| April 30, 2021 | 78.26% |
| March 31, 2021 | 78.26% |
| February 28, 2021 | 78.26% |
| January 31, 2021 | 78.26% |
| December 31, 2020 | 78.26% |
| November 30, 2020 | 78.26% |
| October 31, 2020 | 78.26% |
| September 30, 2020 | 78.26% |
| August 31, 2020 | 78.26% |
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
74.78%
Minimum
Nov 2019
86.96%
Maximum
Oct 2023
81.09%
Average
79.13%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.31 |
| Beta (5Y) | 1.566 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.92% |
| Historical Sharpe Ratio (5Y) | -0.4473 |
| Historical Sortino (5Y) | -0.8932 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.33% |