Agnico Eagle Mines Ltd (AEM.TO)
117.65
+0.89
(+0.76%)
CAD |
TSX |
Nov 22, 11:49
Agnico Eagle Mines Max Drawdown (5Y): 54.78% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 54.78% |
| August 31, 2024 | 54.78% |
| July 31, 2024 | 54.78% |
| June 30, 2024 | 54.78% |
| May 31, 2024 | 54.78% |
| April 30, 2024 | 54.78% |
| March 31, 2024 | 54.78% |
| February 29, 2024 | 54.78% |
| January 31, 2024 | 54.78% |
| December 31, 2023 | 54.78% |
| November 30, 2023 | 54.78% |
| October 31, 2023 | 54.78% |
| September 30, 2023 | 54.78% |
| August 31, 2023 | 54.78% |
| July 31, 2023 | 54.78% |
| June 30, 2023 | 54.78% |
| May 31, 2023 | 54.78% |
| April 30, 2023 | 54.78% |
| March 31, 2023 | 54.78% |
| February 28, 2023 | 54.78% |
| January 31, 2023 | 54.78% |
| December 31, 2022 | 54.78% |
| November 30, 2022 | 54.78% |
| October 31, 2022 | 54.78% |
| September 30, 2022 | 54.78% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.78% |
| July 31, 2022 | 54.78% |
| June 30, 2022 | 46.65% |
| May 31, 2022 | 46.65% |
| April 30, 2022 | 46.65% |
| March 31, 2022 | 46.65% |
| February 28, 2022 | 46.65% |
| January 31, 2022 | 46.65% |
| December 31, 2021 | 45.19% |
| November 30, 2021 | 43.69% |
| October 31, 2021 | 43.69% |
| September 30, 2021 | 43.69% |
| August 31, 2021 | 43.69% |
| July 31, 2021 | 43.69% |
| June 30, 2021 | 43.69% |
| May 31, 2021 | 43.69% |
| April 30, 2021 | 43.69% |
| March 31, 2021 | 43.69% |
| February 28, 2021 | 43.69% |
| January 31, 2021 | 43.69% |
| December 31, 2020 | 43.69% |
| November 30, 2020 | 43.69% |
| October 31, 2020 | 43.69% |
| September 30, 2020 | 48.40% |
| August 31, 2020 | 52.26% |
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
43.69%
Minimum
Oct 2020
65.97%
Maximum
Nov 2019
52.49%
Average
54.78%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Barrick Gold Corp | 52.92% |
| Kinross Gold Corp | 68.19% |
| Iamgold Corp | 83.52% |
| Eldorado Gold Corp | 77.13% |
| Franco-Nevada Corp | 38.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0765 |
| Beta (5Y) | 1.072 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.64% |
| Historical Sharpe Ratio (5Y) | 0.2372 |
| Historical Sortino (5Y) | 0.4727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.73% |