Agnico Eagle Mines Ltd (AEM)
85.89
+0.09
(+0.10%)
USD |
NYSE |
Nov 04, 16:00
86.46
+0.57
(+0.66%)
Pre-Market: 08:38
Agnico Eagle Mines Max Drawdown (5Y): 54.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.18% |
| September 30, 2024 | 54.18% |
| August 31, 2024 | 54.18% |
| July 31, 2024 | 54.18% |
| June 30, 2024 | 54.18% |
| May 31, 2024 | 54.18% |
| April 30, 2024 | 54.18% |
| March 31, 2024 | 54.18% |
| February 29, 2024 | 54.18% |
| January 31, 2024 | 54.18% |
| December 31, 2023 | 54.18% |
| November 30, 2023 | 54.18% |
| October 31, 2023 | 54.18% |
| September 30, 2023 | 54.18% |
| August 31, 2023 | 54.18% |
| July 31, 2023 | 54.18% |
| June 30, 2023 | 54.18% |
| May 31, 2023 | 54.18% |
| April 30, 2023 | 54.18% |
| March 31, 2023 | 54.18% |
| February 28, 2023 | 54.18% |
| January 31, 2023 | 54.18% |
| December 31, 2022 | 54.18% |
| November 30, 2022 | 54.18% |
| October 31, 2022 | 54.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.18% |
| August 31, 2022 | 53.53% |
| July 31, 2022 | 53.53% |
| June 30, 2022 | 44.89% |
| May 31, 2022 | 44.89% |
| April 30, 2022 | 44.89% |
| March 31, 2022 | 44.89% |
| February 28, 2022 | 44.89% |
| January 31, 2022 | 44.89% |
| December 31, 2021 | 44.28% |
| November 30, 2021 | 44.28% |
| October 31, 2021 | 44.28% |
| September 30, 2021 | 44.28% |
| August 31, 2021 | 44.28% |
| July 31, 2021 | 44.28% |
| June 30, 2021 | 44.28% |
| May 31, 2021 | 44.28% |
| April 30, 2021 | 44.28% |
| March 31, 2021 | 44.28% |
| February 28, 2021 | 44.28% |
| January 31, 2021 | 46.34% |
| December 31, 2020 | 48.90% |
| November 30, 2020 | 55.53% |
| October 31, 2020 | 59.98% |
| September 30, 2020 | 62.57% |
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
44.28%
Minimum
Feb 2021
73.96%
Maximum
Nov 2019
54.43%
Average
54.18%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Newmont Corp | 62.43% |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| McEwen Mining Inc | 88.40% |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.610 |
| Beta (5Y) | 1.084 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.75% |
| Historical Sharpe Ratio (5Y) | 0.1767 |
| Historical Sortino (5Y) | 0.352 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.36% |