Xtra-Gold Resources Corp (XTGRF)
0.9223
0.00 (0.00%)
USD |
OTCM |
May 08, 15:33
Xtra-Gold Resources Max Drawdown (5Y): 52.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.74% |
| March 31, 2024 | 52.74% |
| February 29, 2024 | 52.74% |
| January 31, 2024 | 52.74% |
| December 31, 2023 | 52.74% |
| November 30, 2023 | 52.74% |
| October 31, 2023 | 52.74% |
| September 30, 2023 | 53.33% |
| August 31, 2023 | 53.33% |
| July 31, 2023 | 57.23% |
| June 30, 2023 | 59.61% |
| May 31, 2023 | 61.36% |
| April 30, 2023 | 61.36% |
| March 31, 2023 | 66.67% |
| February 28, 2023 | 67.62% |
| January 31, 2023 | 69.40% |
| December 31, 2022 | 75.42% |
| November 30, 2022 | 77.65% |
| October 31, 2022 | 77.65% |
| September 30, 2022 | 81.54% |
| August 31, 2022 | 81.54% |
| July 31, 2022 | 81.54% |
| June 30, 2022 | 81.54% |
| May 31, 2022 | 81.54% |
| April 30, 2022 | 81.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 82.10% |
| February 28, 2022 | 89.08% |
| January 31, 2022 | 89.08% |
| December 31, 2021 | 89.08% |
| November 30, 2021 | 89.08% |
| October 31, 2021 | 89.08% |
| September 30, 2021 | 90.09% |
| August 31, 2021 | 90.14% |
| July 31, 2021 | 90.14% |
| June 30, 2021 | 90.14% |
| May 31, 2021 | 90.14% |
| April 30, 2021 | 90.14% |
| March 31, 2021 | 90.14% |
| February 28, 2021 | 90.14% |
| January 31, 2021 | 90.14% |
| December 31, 2020 | 90.14% |
| November 30, 2020 | 92.66% |
| October 31, 2020 | 93.12% |
| September 30, 2020 | 93.35% |
| August 31, 2020 | 93.45% |
| July 31, 2020 | 93.78% |
| June 30, 2020 | 94.66% |
| May 31, 2020 | 94.66% |
| April 30, 2020 | 94.66% |
| March 31, 2020 | 94.66% |
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
52.74%
Minimum
Oct 2023
95.78%
Maximum
May 2019
81.10%
Average
89.08%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Core Molding Technologies Inc | 96.20% |
| Flexible Solutions International Inc | 75.75% |
| Vista Gold Corp | 81.58% |
| IT Tech Packaging Inc | 98.54% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.99 |
| Beta (5Y) | 0.5834 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.25% |
| Historical Sharpe Ratio (5Y) | 0.5511 |
| Historical Sortino (5Y) | 1.341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.74% |