Iamgold Corp (IMG.TO)
5.11
+0.18
(+3.65%)
CAD |
TSX |
May 06, 16:00
Iamgold Max Drawdown (5Y): 83.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.52% |
| March 31, 2024 | 83.52% |
| February 29, 2024 | 83.52% |
| January 31, 2024 | 83.52% |
| December 31, 2023 | 83.52% |
| November 30, 2023 | 83.52% |
| October 31, 2023 | 83.52% |
| September 30, 2023 | 83.52% |
| August 31, 2023 | 83.52% |
| July 31, 2023 | 83.52% |
| June 30, 2023 | 83.52% |
| May 31, 2023 | 83.52% |
| April 30, 2023 | 83.52% |
| March 31, 2023 | 83.52% |
| February 28, 2023 | 83.52% |
| January 31, 2023 | 83.52% |
| December 31, 2022 | 83.52% |
| November 30, 2022 | 83.52% |
| October 31, 2022 | 83.52% |
| September 30, 2022 | 83.52% |
| August 31, 2022 | 80.69% |
| July 31, 2022 | 78.89% |
| June 30, 2022 | 76.29% |
| May 31, 2022 | 69.87% |
| April 30, 2022 | 69.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.87% |
| February 28, 2022 | 69.87% |
| January 31, 2022 | 69.87% |
| December 31, 2021 | 70.57% |
| November 30, 2021 | 70.57% |
| October 31, 2021 | 70.57% |
| September 30, 2021 | 74.20% |
| August 31, 2021 | 74.20% |
| July 31, 2021 | 76.91% |
| June 30, 2021 | 77.66% |
| May 31, 2021 | 77.93% |
| April 30, 2021 | 77.93% |
| March 31, 2021 | 80.70% |
| February 28, 2021 | 81.51% |
| January 31, 2021 | 87.08% |
| December 31, 2020 | 87.86% |
| November 30, 2020 | 90.76% |
| October 31, 2020 | 92.39% |
| September 30, 2020 | 92.39% |
| August 31, 2020 | 92.39% |
| July 31, 2020 | 92.39% |
| June 30, 2020 | 92.39% |
| May 31, 2020 | 92.39% |
| April 30, 2020 | 92.84% |
| March 31, 2020 | 92.84% |
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
69.87%
Minimum
Jan 2022
92.84%
Maximum
May 2019
83.71%
Average
83.52%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Orezone Gold Corp | 81.35% |
| Lithium Americas Corp | 77.45% |
| Barrick Gold Corp | 52.92% |
| Kinross Gold Corp | 68.19% |
| Metalla Royalty & Streaming Ltd | 80.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.344 |
| Beta (5Y) | 1.470 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.08% |
| Historical Sharpe Ratio (5Y) | 0.0316 |
| Historical Sortino (5Y) | 0.0665 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.12% |