First Majestic Silver Corp (FR.TO)
9.21
-0.03
(-0.32%)
CAD |
TSX |
May 02, 16:00
First Majestic Silver Max Drawdown (5Y): 79.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.71% |
| March 31, 2024 | 79.71% |
| February 29, 2024 | 79.71% |
| January 31, 2024 | 78.46% |
| December 31, 2023 | 78.46% |
| November 30, 2023 | 78.46% |
| October 31, 2023 | 76.80% |
| September 30, 2023 | 76.80% |
| August 31, 2023 | 75.23% |
| July 31, 2023 | 75.23% |
| June 30, 2023 | 75.23% |
| May 31, 2023 | 73.72% |
| April 30, 2023 | 73.72% |
| March 31, 2023 | 73.72% |
| February 28, 2023 | 73.72% |
| January 31, 2023 | 73.72% |
| December 31, 2022 | 73.72% |
| November 30, 2022 | 73.72% |
| October 31, 2022 | 73.72% |
| September 30, 2022 | 73.72% |
| August 31, 2022 | 73.72% |
| July 31, 2022 | 73.72% |
| June 30, 2022 | 73.72% |
| May 31, 2022 | 73.72% |
| April 30, 2022 | 73.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.72% |
| February 28, 2022 | 73.72% |
| January 31, 2022 | 73.72% |
| December 31, 2021 | 73.72% |
| November 30, 2021 | 73.72% |
| October 31, 2021 | 73.72% |
| September 30, 2021 | 73.72% |
| August 31, 2021 | 73.72% |
| July 31, 2021 | 73.72% |
| June 30, 2021 | 73.72% |
| May 31, 2021 | 73.72% |
| April 30, 2021 | 73.72% |
| March 31, 2021 | 73.72% |
| February 28, 2021 | 73.72% |
| January 31, 2021 | 73.72% |
| December 31, 2020 | 73.72% |
| November 30, 2020 | 82.68% |
| October 31, 2020 | 85.16% |
| September 30, 2020 | 85.16% |
| August 31, 2020 | 85.16% |
| July 31, 2020 | 85.16% |
| June 30, 2020 | 85.16% |
| May 31, 2020 | 85.16% |
| April 30, 2020 | 85.16% |
| March 31, 2020 | 85.16% |
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
73.72%
Minimum
Dec 2020
85.16%
Maximum
May 2019
78.02%
Average
74.47%
Median
Max Drawdown (5Y) Benchmarks
| Pan American Silver Corp | 65.99% |
| Osisko Gold Royalties Ltd | 57.66% |
| STLLR Gold Inc | 81.94% |
| New Gold Inc | 91.12% |
| Agnico Eagle Mines Ltd | 54.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.592 |
| Beta (5Y) | 1.281 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.12% |
| Historical Sharpe Ratio (5Y) | 0.0058 |
| Historical Sortino (5Y) | 0.0121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.59% |