Western Copper & Gold Corp (WRN)

1.035 +0.02 (+2.48%) USD  |  NYAM  |  Dec 20, 16:00
1.035 0.00 (0.00%) After-Hours: 19:13
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Western Copper & Gold Max Drawdown (5Y): 80.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Nuinsco Resources Ltd 95.04%
Stornoway Diamond Corp 100.00%
TMC The Metals Co Inc --
Gold Royalty Corp --
Austin Gold Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -18.19
Beta (5Y) 1.836
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 66.63%
Historical Sharpe Ratio (5Y) 0.0951
Historical Sortino (5Y) 0.2219
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.02%