First Majestic Silver Corp (AG.TO)
8.40
+0.18
(+2.19%)
CAD |
TSX |
Sep 20, 16:00
8.40
0.00 (0.00%)
After-Hours: 16:00
First Majestic Silver Max Drawdown (5Y): 79.71% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 73.72% |
August 31, 2022 | 73.72% |
Date | Value |
---|---|
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% |
August 31, 2020 | 85.16% |
July 31, 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
Sep 2019
77.65%
Average
74.47%
Median
Max Drawdown (5Y) Benchmarks
MAG Silver Corp | 69.29% |
Alamos Gold Inc | 59.50% |
Agnico Eagle Mines Ltd | 54.78% |
Victoria Gold Corp | 97.78% |
Osisko Gold Royalties Ltd | 57.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.60 |
Beta (5Y) | 1.306 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.66% |
Historical Sharpe Ratio (5Y) | -0.257 |
Historical Sortino (5Y) | -0.5253 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.13% |