Barrick Gold Corp (ABX.TO)
22.54
-0.26
(-1.14%)
CAD |
TSX |
Apr 24, 14:23
Barrick Gold Max Drawdown (5Y): 52.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 52.92% |
| February 29, 2024 | 52.92% |
| January 31, 2024 | 52.92% |
| December 31, 2023 | 52.92% |
| November 30, 2023 | 52.92% |
| October 31, 2023 | 52.92% |
| September 30, 2023 | 52.92% |
| August 31, 2023 | 52.92% |
| July 31, 2023 | 52.92% |
| June 30, 2023 | 56.60% |
| May 31, 2023 | 56.60% |
| April 30, 2023 | 56.60% |
| March 31, 2023 | 56.60% |
| February 28, 2023 | 56.60% |
| January 31, 2023 | 56.60% |
| December 31, 2022 | 56.60% |
| November 30, 2022 | 56.60% |
| October 31, 2022 | 56.60% |
| September 30, 2022 | 56.60% |
| August 31, 2022 | 56.60% |
| July 31, 2022 | 56.60% |
| June 30, 2022 | 56.60% |
| May 31, 2022 | 56.60% |
| April 30, 2022 | 56.60% |
| March 31, 2022 | 56.60% |
| Date | Value |
|---|---|
| February 28, 2022 | 56.60% |
| January 31, 2022 | 56.60% |
| December 31, 2021 | 56.60% |
| November 30, 2021 | 56.60% |
| October 31, 2021 | 56.60% |
| September 30, 2021 | 59.41% |
| August 31, 2021 | 59.41% |
| July 31, 2021 | 59.41% |
| June 30, 2021 | 59.41% |
| May 31, 2021 | 59.41% |
| April 30, 2021 | 59.41% |
| March 31, 2021 | 59.41% |
| February 28, 2021 | 59.41% |
| January 31, 2021 | 65.29% |
| December 31, 2020 | 65.48% |
| November 30, 2020 | 72.81% |
| October 31, 2020 | 78.98% |
| September 30, 2020 | 80.96% |
| August 31, 2020 | 81.80% |
| July 31, 2020 | 82.44% |
| June 30, 2020 | 84.59% |
| May 31, 2020 | 84.59% |
| April 30, 2020 | 84.59% |
| March 31, 2020 | 84.59% |
| February 29, 2020 | 84.59% |
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
52.92%
Minimum
Jul 2023
84.59%
Maximum
Apr 2019
65.61%
Average
58.01%
Median
Max Drawdown (5Y) Benchmarks
| Agnico Eagle Mines Ltd | 54.78% |
| Kinross Gold Corp | 68.19% |
| First Quantum Minerals Ltd | 78.27% |
| Wheaton Precious Metals Corp | 46.39% |
| B2Gold Corp | 62.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9227 |
| Beta (5Y) | 0.411 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.36% |
| Historical Sharpe Ratio (5Y) | 0.1135 |
| Historical Sortino (5Y) | 0.241 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.84% |