Western Copper & Gold Corp (WRN.TO)
1.58
+0.01
(+0.64%)
CAD |
TSX |
Nov 21, 16:00
Western Copper & Gold Max Drawdown (5Y): 78.11% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 78.11% |
| August 31, 2024 | 78.11% |
| July 31, 2024 | 78.11% |
| June 30, 2024 | 78.11% |
| May 31, 2024 | 78.11% |
| April 30, 2024 | 78.11% |
| March 31, 2024 | 78.11% |
| February 29, 2024 | 78.11% |
| January 31, 2024 | 78.11% |
| December 31, 2023 | 78.11% |
| November 30, 2023 | 78.11% |
| October 31, 2023 | 78.11% |
| September 30, 2023 | 78.11% |
| August 31, 2023 | 78.11% |
| July 31, 2023 | 78.11% |
| June 30, 2023 | 78.11% |
| May 31, 2023 | 78.11% |
| April 30, 2023 | 78.11% |
| March 31, 2023 | 78.11% |
| February 28, 2023 | 78.11% |
| January 31, 2023 | 78.11% |
| December 31, 2022 | 78.11% |
| November 30, 2022 | 78.11% |
| October 31, 2022 | 78.11% |
| September 30, 2022 | 78.11% |
| Date | Value |
|---|---|
| August 31, 2022 | 78.11% |
| July 31, 2022 | 78.11% |
| June 30, 2022 | 78.11% |
| May 31, 2022 | 78.11% |
| April 30, 2022 | 78.11% |
| March 31, 2022 | 78.11% |
| February 28, 2022 | 78.11% |
| January 31, 2022 | 78.11% |
| December 31, 2021 | 78.11% |
| November 30, 2021 | 78.11% |
| October 31, 2021 | 78.11% |
| September 30, 2021 | 78.11% |
| August 31, 2021 | 78.11% |
| July 31, 2021 | 78.11% |
| June 30, 2021 | 78.11% |
| May 31, 2021 | 78.11% |
| April 30, 2021 | 78.11% |
| March 31, 2021 | 78.11% |
| February 28, 2021 | 79.77% |
| January 31, 2021 | 79.77% |
| December 31, 2020 | 84.10% |
| November 30, 2020 | 92.38% |
| October 31, 2020 | 92.75% |
| September 30, 2020 | 92.75% |
| August 31, 2020 | 92.79% |
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
78.11%
Minimum
Mar 2021
92.79%
Maximum
Nov 2019
81.49%
Average
78.11%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.996 |
| Beta (5Y) | 2.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.86% |
| Historical Sharpe Ratio (5Y) | 0.173 |
| Historical Sortino (5Y) | 0.415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.10% |