Barrick Gold Corp (ABX.TO)

22.22 +0.31 (+1.41%) CAD  |  TSX  |  Dec 20, 16:00
22.22 0.00 (0.00%) After-Hours: 16:20
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Barrick Gold Max Drawdown (5Y): 52.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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New Gold Inc 91.12%
Agnico Eagle Mines Ltd 54.78%
Kinross Gold Corp 68.19%
Iamgold Corp 83.59%
Franco-Nevada Corp 38.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.113
Beta (5Y) 0.4195
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.23%
Historical Sharpe Ratio (5Y) 0.0535
Historical Sortino (5Y) 0.1098
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.92%