Alamos Gold Inc (AGI)
15.26
+0.23
(+1.53%)
USD |
NYSE |
May 06, 16:00
15.27
+0.01
(+0.07%)
After-Hours: 19:10
Alamos Gold Max Drawdown (5Y): 61.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.92% |
March 31, 2024 | 61.92% |
February 29, 2024 | 61.92% |
January 31, 2024 | 61.92% |
December 31, 2023 | 61.92% |
November 30, 2023 | 61.92% |
October 31, 2023 | 64.05% |
September 30, 2023 | 71.68% |
August 31, 2023 | 71.71% |
July 31, 2023 | 71.71% |
June 30, 2023 | 71.71% |
May 31, 2023 | 72.71% |
April 30, 2023 | 72.71% |
March 31, 2023 | 72.71% |
February 28, 2023 | 72.71% |
January 31, 2023 | 72.71% |
December 31, 2022 | 72.71% |
November 30, 2022 | 72.71% |
October 31, 2022 | 72.71% |
September 30, 2022 | 72.71% |
August 31, 2022 | 72.71% |
July 31, 2022 | 72.71% |
June 30, 2022 | 72.71% |
May 31, 2022 | 72.71% |
April 30, 2022 | 72.71% |
Date | Value |
---|---|
March 31, 2022 | 72.71% |
February 28, 2022 | 72.71% |
January 31, 2022 | 72.71% |
December 31, 2021 | 72.71% |
November 30, 2021 | 72.71% |
October 31, 2021 | 72.71% |
September 30, 2021 | 72.71% |
August 31, 2021 | 72.71% |
July 31, 2021 | 72.71% |
June 30, 2021 | 72.71% |
May 31, 2021 | 72.71% |
April 30, 2021 | 72.71% |
March 31, 2021 | 72.71% |
February 28, 2021 | 72.71% |
January 31, 2021 | 73.37% |
December 31, 2020 | 74.86% |
November 30, 2020 | 83.72% |
October 31, 2020 | 88.02% |
September 30, 2020 | 88.02% |
August 31, 2020 | 88.02% |
July 31, 2020 | 88.02% |
June 30, 2020 | 88.02% |
May 31, 2020 | 88.02% |
April 30, 2020 | 88.02% |
March 31, 2020 | 88.02% |
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
61.92%
Minimum
Nov 2023
88.02%
Maximum
May 2019
76.24%
Average
72.71%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gatos Silver Inc | -- |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.16 |
Beta (5Y) | 1.161 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.81% |
Historical Sharpe Ratio (5Y) | 0.5728 |
Historical Sortino (5Y) | 1.341 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.80% |