Iamgold Corp (IAG)
3.78
+0.07
(+1.89%)
USD |
NYSE |
Apr 26, 16:00
3.785
0.00 (0.00%)
After-Hours: 20:00
Iamgold Max Drawdown (5Y): 84.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.65% |
| February 29, 2024 | 84.65% |
| January 31, 2024 | 84.65% |
| December 31, 2023 | 84.65% |
| November 30, 2023 | 84.65% |
| October 31, 2023 | 84.65% |
| September 30, 2023 | 84.65% |
| August 31, 2023 | 84.65% |
| July 31, 2023 | 84.65% |
| June 30, 2023 | 84.65% |
| May 31, 2023 | 84.65% |
| April 30, 2023 | 84.65% |
| March 31, 2023 | 84.65% |
| February 28, 2023 | 84.65% |
| January 31, 2023 | 84.65% |
| December 31, 2022 | 84.65% |
| November 30, 2022 | 84.65% |
| October 31, 2022 | 84.65% |
| September 30, 2022 | 84.65% |
| August 31, 2022 | 81.29% |
| July 31, 2022 | 80.03% |
| June 30, 2022 | 77.67% |
| May 31, 2022 | 73.93% |
| April 30, 2022 | 73.93% |
| March 31, 2022 | 73.93% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.18% |
| January 31, 2022 | 77.18% |
| December 31, 2021 | 78.57% |
| November 30, 2021 | 78.57% |
| October 31, 2021 | 78.57% |
| September 30, 2021 | 80.67% |
| August 31, 2021 | 80.67% |
| July 31, 2021 | 82.26% |
| June 30, 2021 | 82.75% |
| May 31, 2021 | 83.03% |
| April 30, 2021 | 83.03% |
| March 31, 2021 | 85.20% |
| February 28, 2021 | 85.56% |
| January 31, 2021 | 90.12% |
| December 31, 2020 | 90.80% |
| November 30, 2020 | 93.35% |
| October 31, 2020 | 94.76% |
| September 30, 2020 | 94.76% |
| August 31, 2020 | 94.76% |
| July 31, 2020 | 94.76% |
| June 30, 2020 | 94.76% |
| May 31, 2020 | 94.76% |
| April 30, 2020 | 94.76% |
| March 31, 2020 | 94.76% |
| February 29, 2020 | 94.76% |
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
73.93%
Minimum
Mar 2022
94.76%
Maximum
Apr 2019
86.62%
Average
84.65%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| McEwen Mining Inc | 88.40% |
| Austin Gold Corp | -- |
| Seabridge Gold Inc | 61.10% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.96 |
| Beta (5Y) | 1.696 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.68% |
| Historical Sharpe Ratio (5Y) | -0.0449 |
| Historical Sortino (5Y) | -0.0922 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.53% |