First Majestic Silver Corp (AG)
6.26
-0.08
(-1.26%)
USD |
NYSE |
Dec 04, 16:00
6.26
0.00 (0.00%)
After-Hours: 20:00
First Majestic Silver Max Drawdown (5Y): 80.83% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 80.83% |
| October 31, 2024 | 80.83% |
| September 30, 2024 | 80.83% |
| August 31, 2024 | 80.83% |
| July 31, 2024 | 80.83% |
| June 30, 2024 | 80.83% |
| May 31, 2024 | 80.83% |
| April 30, 2024 | 80.83% |
| March 31, 2024 | 80.83% |
| February 29, 2024 | 80.83% |
| January 31, 2024 | 79.75% |
| December 31, 2023 | 79.75% |
| November 30, 2023 | 79.75% |
| October 31, 2023 | 77.93% |
| September 30, 2023 | 77.93% |
| August 31, 2023 | 75.77% |
| July 31, 2023 | 75.77% |
| June 30, 2023 | 75.77% |
| May 31, 2023 | 74.09% |
| April 30, 2023 | 74.05% |
| March 31, 2023 | 74.05% |
| February 28, 2023 | 74.05% |
| January 31, 2023 | 74.05% |
| December 31, 2022 | 74.05% |
| November 30, 2022 | 74.05% |
| Date | Value |
|---|---|
| October 31, 2022 | 74.05% |
| September 30, 2022 | 74.05% |
| August 31, 2022 | 74.05% |
| July 31, 2022 | 74.34% |
| June 30, 2022 | 74.34% |
| May 31, 2022 | 74.34% |
| April 30, 2022 | 74.34% |
| March 31, 2022 | 74.34% |
| February 28, 2022 | 74.34% |
| January 31, 2022 | 74.34% |
| December 31, 2021 | 74.34% |
| November 30, 2021 | 74.34% |
| October 31, 2021 | 74.34% |
| September 30, 2021 | 74.34% |
| August 31, 2021 | 74.34% |
| July 31, 2021 | 74.34% |
| June 30, 2021 | 74.34% |
| May 31, 2021 | 74.34% |
| April 30, 2021 | 74.34% |
| March 31, 2021 | 75.15% |
| February 28, 2021 | 83.09% |
| January 31, 2021 | 88.29% |
| December 31, 2020 | 90.20% |
| November 30, 2020 | 90.20% |
| October 31, 2020 | 90.20% |
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
74.05%
Minimum
Aug 2022
90.20%
Maximum
Dec 2019
79.66%
Average
76.85%
Median
Max Drawdown (5Y) Benchmarks
| Gatos Silver Inc | -- |
| Endeavour Silver Corp | 81.13% |
| Gold Royalty Corp | -- |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.62 |
| Beta (5Y) | 1.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.06% |
| Historical Sharpe Ratio (5Y) | -0.2188 |
| Historical Sortino (5Y) | -0.4419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.73% |