First Majestic Silver Corp (AG.TO)
8.67
-0.11
(-1.25%)
CAD |
TSX |
Nov 13, 16:00
First Majestic Silver Max Drawdown (5Y): 79.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.71% |
| September 30, 2024 | 79.71% |
| August 31, 2024 | 79.71% |
| July 31, 2024 | 79.71% |
| June 30, 2024 | 79.71% |
| May 31, 2024 | 79.71% |
| April 30, 2024 | 79.71% |
| March 31, 2024 | 79.71% |
| February 29, 2024 | 79.71% |
| January 31, 2024 | 78.46% |
| December 31, 2023 | 78.46% |
| November 30, 2023 | 78.46% |
| October 31, 2023 | 76.80% |
| September 30, 2023 | 76.80% |
| August 31, 2023 | 75.23% |
| July 31, 2023 | 75.23% |
| June 30, 2023 | 75.23% |
| May 31, 2023 | 73.72% |
| April 30, 2023 | 73.72% |
| March 31, 2023 | 73.72% |
| February 28, 2023 | 73.72% |
| January 31, 2023 | 73.72% |
| December 31, 2022 | 73.72% |
| November 30, 2022 | 73.72% |
| October 31, 2022 | 73.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.72% |
| August 31, 2022 | 73.72% |
| July 31, 2022 | 73.72% |
| June 30, 2022 | 73.72% |
| May 31, 2022 | 73.72% |
| April 30, 2022 | 73.72% |
| March 31, 2022 | 73.72% |
| February 28, 2022 | 73.72% |
| January 31, 2022 | 73.72% |
| December 31, 2021 | 73.72% |
| November 30, 2021 | 73.72% |
| October 31, 2021 | 73.72% |
| September 30, 2021 | 73.72% |
| August 31, 2021 | 73.72% |
| July 31, 2021 | 73.72% |
| June 30, 2021 | 73.72% |
| May 31, 2021 | 73.72% |
| April 30, 2021 | 73.72% |
| March 31, 2021 | 73.72% |
| February 28, 2021 | 73.72% |
| January 31, 2021 | 73.72% |
| December 31, 2020 | 73.72% |
| November 30, 2020 | 82.68% |
| October 31, 2020 | 85.16% |
| September 30, 2020 | 85.16% |
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
73.72%
Minimum
Dec 2020
85.16%
Maximum
Nov 2019
77.47%
Average
74.47%
Median
Max Drawdown (5Y) Benchmarks
| MAG Silver Corp | 69.29% |
| Alamos Gold Inc | 59.50% |
| Agnico Eagle Mines Ltd | 54.78% |
| Iamgold Corp | 83.52% |
| Osisko Gold Royalties Ltd | 57.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.66 |
| Beta (5Y) | 1.355 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.77% |
| Historical Sharpe Ratio (5Y) | -0.1455 |
| Historical Sortino (5Y) | -0.3046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.13% |