Barrick Gold Corp (GOLD)
16.37
-0.27
(-1.62%)
USD |
NYSE |
May 01, 16:00
16.42
+0.05
(+0.31%)
After-Hours: 20:00
Barrick Gold Max Drawdown (5Y): 54.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.83% |
March 31, 2024 | 54.83% |
February 29, 2024 | 54.83% |
January 31, 2024 | 54.83% |
December 31, 2023 | 54.83% |
November 30, 2023 | 54.83% |
October 31, 2023 | 54.83% |
September 30, 2023 | 54.83% |
August 31, 2023 | 54.83% |
July 31, 2023 | 54.83% |
June 30, 2023 | 57.13% |
May 31, 2023 | 57.13% |
April 30, 2023 | 57.13% |
March 31, 2023 | 57.13% |
February 28, 2023 | 57.13% |
January 31, 2023 | 57.13% |
December 31, 2022 | 57.13% |
November 30, 2022 | 57.13% |
October 31, 2022 | 57.13% |
September 30, 2022 | 57.13% |
August 31, 2022 | 57.68% |
July 31, 2022 | 57.68% |
June 30, 2022 | 57.68% |
May 31, 2022 | 57.68% |
April 30, 2022 | 61.89% |
Date | Value |
---|---|
March 31, 2022 | 61.89% |
February 28, 2022 | 61.89% |
January 31, 2022 | 61.89% |
December 31, 2021 | 61.89% |
November 30, 2021 | 61.89% |
October 31, 2021 | 61.89% |
September 30, 2021 | 69.66% |
August 31, 2021 | 69.66% |
July 31, 2021 | 69.66% |
June 30, 2021 | 69.66% |
May 31, 2021 | 69.66% |
April 30, 2021 | 69.66% |
March 31, 2021 | 69.66% |
February 28, 2021 | 69.66% |
January 31, 2021 | 73.71% |
December 31, 2020 | 74.16% |
November 30, 2020 | 80.89% |
October 31, 2020 | 85.31% |
September 30, 2020 | 86.55% |
August 31, 2020 | 86.55% |
July 31, 2020 | 86.76% |
June 30, 2020 | 88.52% |
May 31, 2020 | 88.52% |
April 30, 2020 | 88.52% |
March 31, 2020 | 88.52% |
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
54.83%
Minimum
Jul 2023
88.52%
Maximum
May 2019
69.23%
Average
61.89%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Newmont Corp | 62.43% |
Royal Gold Inc | 49.55% |
Seabridge Gold Inc | 61.10% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8105 |
Beta (5Y) | 0.5892 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.64% |
Historical Sharpe Ratio (5Y) | 0.149 |
Historical Sortino (5Y) | 0.3166 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.85% |