First Majestic Silver Corp (AG)
7.94
+0.51
(+6.86%)
USD |
NYSE |
May 17, 16:00
8.04
+0.10
(+1.26%)
After-Hours: 20:00
First Majestic Silver Max Drawdown (5Y): 80.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| October 31, 2022 | 74.05% |
| September 30, 2022 | 74.05% |
| August 31, 2022 | 74.05% |
| July 31, 2022 | 74.05% |
| June 30, 2022 | 74.05% |
| May 31, 2022 | 74.29% |
| April 30, 2022 | 74.29% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.29% |
| February 28, 2022 | 74.29% |
| January 31, 2022 | 74.29% |
| December 31, 2021 | 74.29% |
| November 30, 2021 | 74.29% |
| October 31, 2021 | 74.29% |
| September 30, 2021 | 74.29% |
| August 31, 2021 | 74.29% |
| July 31, 2021 | 74.29% |
| June 30, 2021 | 74.29% |
| May 31, 2021 | 74.29% |
| April 30, 2021 | 74.29% |
| March 31, 2021 | 74.29% |
| February 28, 2021 | 74.29% |
| January 31, 2021 | 74.82% |
| December 31, 2020 | 80.43% |
| November 30, 2020 | 88.18% |
| October 31, 2020 | 90.20% |
| September 30, 2020 | 90.20% |
| August 31, 2020 | 90.20% |
| July 31, 2020 | 90.20% |
| June 30, 2020 | 90.20% |
| May 31, 2020 | 90.20% |
| April 30, 2020 | 90.20% |
| March 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
Jun 2022
90.20%
Maximum
May 2019
80.15%
Average
75.77%
Median
Jun 2023
Max Drawdown (5Y) Benchmarks
| Endeavour Silver Corp | 81.13% |
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 88.40% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.66 |
| Beta (5Y) | 1.387 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.45% |
| Historical Sharpe Ratio (5Y) | -0.0035 |
| Historical Sortino (5Y) | -0.0071 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.45% |