Agnico Eagle Mines Ltd (AEM.TO)

112.41 +1.07 (+0.96%) CAD  |  TSX  |  Dec 20, 16:00
112.41 0.00 (0.00%) After-Hours: 16:20
More

Agnico Eagle Mines Max Drawdown (5Y): 54.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for AEM.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Barrick Gold Corp 52.92%
Kinross Gold Corp 68.19%
Iamgold Corp 83.59%
O3 Mining Inc 85.13%
Franco-Nevada Corp 38.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.638
Beta (5Y) 1.064
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.75%
Historical Sharpe Ratio (5Y) 0.2207
Historical Sortino (5Y) 0.4426
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.73%