GoldMoney Inc (XAU.TO)

7.92 +0.12 (+1.54%) CAD  |  TSX  |  Dec 20, 16:00
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GoldMoney Max Drawdown (5Y): 81.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Max Drawdown (5Y) Benchmarks

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Bitcoin Well Inc --
Spirit Blockchain Capital Inc --
New Frontier Ventures Inc 99.64%
Dividend Select 15 Corp 43.13%
Birchtree Investments Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.469
Beta (5Y) -0.7921
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.17%
Historical Sharpe Ratio (5Y) -0.1015
Historical Sortino (5Y) -0.2337
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.07%