Thunder Mountain Gold Inc (OTC: THMG), an SEC filer in Metal Mining, closed at $0.88, +0.2%, on 2026-08-28, with a market cap of $84M as of 2026-08-27. Institutional ownership, earnings history and filed financials are on the tabs below.
From 751 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 152.30% | Sharpe | 1.27 |
| Sortino | 2.24 |
| Beta | 0.09 | Correlation | 0.01 |
| Up capture | 290.45% | Down capture | −283.73% |
Relative Value shows 0.47 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −62.86% | Ulcer Index | 26.73 |
| MTD | 9.22% | QTD | 11.99% |
| YTD | 22.03% | Window (ann., 3.0y) | 133.07% |
| Skewness | 1.87 | Excess Kurtosis | 14.97 |
| Omega (θ=0) | 1.34 | Tail Ratio | 1.35 |
| Gain/Pain | 0.34 | Hit Rate | 37.55% |
| Win/Loss | 1.32 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -11.94% | -23.95% | -15.02% | -21.55% |
| CVaR (ES) | -19.46% | -29.94% | -19.02% | -24.80% |
| VaR (Cornish-Fisher) | — | — | -6.40% | -29.35% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -62.86% | 2023-08-31 | 2024-07-01 | 2024-11-27 | 208 | 105 |
| -43.15% | 2025-10-13 | 2025-10-17 | 2025-11-14 | 4 | 20 |
| -37.16% | 2025-09-11 | 2025-09-23 | 2025-10-01 | 8 | 6 |
| -33.33% | 2025-04-02 | 2025-04-09 | 2025-04-11 | 5 | 2 |
| -27.53% | 2025-07-11 | 2025-07-17 | 2025-07-28 | 4 | 7 |
| -26.67% | 2024-12-17 | 2024-12-18 | 2025-02-25 | 1 | 44 |
| -23.68% | 2025-05-21 | 2025-05-27 | 2025-06-16 | 3 | 14 |
| -23.65% | 2025-12-09 | 2025-12-24 | 2026-08-10 | 11 | 153 |
| -22.87% | 2025-11-17 | 2025-11-21 | 2025-11-25 | 4 | 2 |
| -20.71% | 2025-09-08 | 2025-09-09 | 2025-09-11 | 1 | 2 |
Worst depth first · lengths in trading days.
