Ivanhoe Mines Ltd (IVPAF)
13.92
+0.24
(+1.75%)
USD |
OTCM |
May 03, 16:00
Ivanhoe Mines Max Drawdown (5Y): 64.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.81% |
| March 31, 2024 | 64.81% |
| February 29, 2024 | 64.81% |
| January 31, 2024 | 64.81% |
| December 31, 2023 | 64.81% |
| November 30, 2023 | 64.81% |
| October 31, 2023 | 64.81% |
| September 30, 2023 | 64.81% |
| August 31, 2023 | 64.81% |
| July 31, 2023 | 64.81% |
| June 30, 2023 | 64.81% |
| May 31, 2023 | 64.81% |
| April 30, 2023 | 64.81% |
| March 31, 2023 | 64.81% |
| February 28, 2023 | 64.81% |
| January 31, 2023 | 64.81% |
| December 31, 2022 | 64.81% |
| November 30, 2022 | 64.81% |
| October 31, 2022 | 64.81% |
| September 30, 2022 | 64.81% |
| August 31, 2022 | 64.81% |
| July 31, 2022 | 64.81% |
| June 30, 2022 | 64.81% |
| May 31, 2022 | 64.81% |
| April 30, 2022 | 64.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.81% |
| February 28, 2022 | 64.81% |
| January 31, 2022 | 64.81% |
| December 31, 2021 | 64.81% |
| November 30, 2021 | 64.81% |
| October 31, 2021 | 64.81% |
| September 30, 2021 | 68.28% |
| August 31, 2021 | 70.69% |
| July 31, 2021 | 73.11% |
| June 30, 2021 | 73.99% |
| May 31, 2021 | 79.97% |
| April 30, 2021 | 85.16% |
| March 31, 2021 | 86.28% |
| February 28, 2021 | 86.65% |
| January 31, 2021 | 88.33% |
| December 31, 2020 | 89.24% |
| November 30, 2020 | 92.49% |
| October 31, 2020 | 93.07% |
| September 30, 2020 | 93.07% |
| August 31, 2020 | 93.07% |
| July 31, 2020 | 93.07% |
| June 30, 2020 | 93.07% |
| May 31, 2020 | 93.07% |
| April 30, 2020 | 93.07% |
| March 31, 2020 | 93.07% |
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
64.81%
Minimum
Oct 2021
93.07%
Maximum
May 2019
76.31%
Average
64.81%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.05 |
| Beta (5Y) | 1.888 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.40% |
| Historical Sharpe Ratio (5Y) | 0.7755 |
| Historical Sortino (5Y) | 1.372 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.78% |