Eldorado Gold Corp (EGO)
14.31
-0.33
(-2.25%)
USD |
NYSE |
May 03, 16:00
14.23
-0.08
(-0.56%)
Pre-Market: 20:00
Eldorado Gold Max Drawdown (5Y): 83.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.93% |
March 31, 2024 | 90.12% |
February 29, 2024 | 92.63% |
January 31, 2024 | 92.63% |
December 31, 2023 | 92.63% |
November 30, 2023 | 92.63% |
October 31, 2023 | 93.74% |
September 30, 2023 | 93.74% |
August 31, 2023 | 93.74% |
July 31, 2023 | 93.74% |
June 30, 2023 | 93.74% |
May 31, 2023 | 93.74% |
April 30, 2023 | 93.74% |
March 31, 2023 | 93.74% |
February 28, 2023 | 93.74% |
January 31, 2023 | 93.74% |
December 31, 2022 | 93.74% |
November 30, 2022 | 93.74% |
October 31, 2022 | 93.74% |
September 30, 2022 | 93.74% |
August 31, 2022 | 93.74% |
July 31, 2022 | 93.74% |
June 30, 2022 | 93.74% |
May 31, 2022 | 93.74% |
April 30, 2022 | 93.74% |
Date | Value |
---|---|
March 31, 2022 | 93.74% |
February 28, 2022 | 93.74% |
January 31, 2022 | 93.74% |
December 31, 2021 | 93.74% |
November 30, 2021 | 93.74% |
October 31, 2021 | 93.74% |
September 30, 2021 | 93.74% |
August 31, 2021 | 93.74% |
July 31, 2021 | 93.74% |
June 30, 2021 | 93.74% |
May 31, 2021 | 93.74% |
April 30, 2021 | 93.74% |
March 31, 2021 | 93.74% |
February 28, 2021 | 93.74% |
January 31, 2021 | 93.74% |
December 31, 2020 | 93.74% |
November 30, 2020 | 93.74% |
October 31, 2020 | 93.74% |
September 30, 2020 | 93.74% |
August 31, 2020 | 93.74% |
July 31, 2020 | 93.74% |
June 30, 2020 | 93.74% |
May 31, 2020 | 93.74% |
April 30, 2020 | 93.74% |
March 31, 2020 | 93.74% |
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
83.93%
Minimum
Apr 2024
93.74%
Maximum
May 2019
93.44%
Average
93.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
McEwen Mining Inc | 88.40% |
Seabridge Gold Inc | 61.10% |
Gatos Silver Inc | -- |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.44 |
Beta (5Y) | 1.117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.63% |
Historical Sharpe Ratio (5Y) | 0.4492 |
Historical Sortino (5Y) | 0.9897 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.85% |