BMG Gold BullionFund Class A (BMG200)
10.50
-0.09
(-0.82%)
CAD |
Apr 04 2025
BMG200 Max Drawdown (5Y): 24.68% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| BMG BullionFund Class A | 31.01% |
| Ninepoint Silver Bullion Series A | 41.77% |
| CI Gold Corporate Class A | 37.88% |
| Mackenzie Gold Bullion Fund A U$ | 25.09% |
| Dynamic Strategic Gold Class - Series A | 31.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.998 |
| Beta (5Y) | -0.1149 |
| Alpha (vs YCharts Benchmark) (5Y) | 8.496 |
| Beta (vs YCharts Benchmark) (5Y) | -0.0104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.35% |
| Historical Sharpe Ratio (5Y) | 0.6272 |
| Historical Sortino (5Y) | 1.257 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.05% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:BMG200.TO", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:BMG200.TO", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |