Alamos Gold Inc (AGI.TO)
26.35
+0.17
(+0.65%)
CAD |
TSX |
Nov 21, 16:00
Alamos Gold Max Drawdown (5Y): 59.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.50% |
| September 30, 2024 | 59.50% |
| August 31, 2024 | 59.50% |
| July 31, 2024 | 59.50% |
| June 30, 2024 | 59.50% |
| May 31, 2024 | 59.50% |
| April 30, 2024 | 59.50% |
| March 31, 2024 | 59.50% |
| February 29, 2024 | 59.50% |
| January 31, 2024 | 59.50% |
| December 31, 2023 | 63.64% |
| November 30, 2023 | 70.53% |
| October 31, 2023 | 70.53% |
| September 30, 2023 | 70.53% |
| August 31, 2023 | 70.53% |
| July 31, 2023 | 70.53% |
| June 30, 2023 | 70.53% |
| May 31, 2023 | 70.53% |
| April 30, 2023 | 70.53% |
| March 31, 2023 | 70.53% |
| February 28, 2023 | 70.53% |
| January 31, 2023 | 70.53% |
| December 31, 2022 | 70.53% |
| November 30, 2022 | 70.53% |
| October 31, 2022 | 70.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.53% |
| August 31, 2022 | 70.53% |
| July 31, 2022 | 70.53% |
| June 30, 2022 | 70.53% |
| May 31, 2022 | 70.53% |
| April 30, 2022 | 70.53% |
| March 31, 2022 | 70.53% |
| February 28, 2022 | 70.53% |
| January 31, 2022 | 70.53% |
| December 31, 2021 | 70.53% |
| November 30, 2021 | 70.53% |
| October 31, 2021 | 70.53% |
| September 30, 2021 | 70.53% |
| August 31, 2021 | 70.53% |
| July 31, 2021 | 70.53% |
| June 30, 2021 | 70.53% |
| May 31, 2021 | 70.53% |
| April 30, 2021 | 70.53% |
| March 31, 2021 | 70.53% |
| February 28, 2021 | 70.53% |
| January 31, 2021 | 77.01% |
| December 31, 2020 | 82.51% |
| November 30, 2020 | 82.51% |
| October 31, 2020 | 82.51% |
| September 30, 2020 | 82.51% |
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
59.50%
Minimum
Jan 2024
82.51%
Maximum
Nov 2019
71.48%
Average
70.53%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Iamgold Corp | 83.52% |
| Integra Resources Corp | 93.40% |
| Eldorado Gold Corp | 77.13% |
| Barrick Gold Corp | 52.92% |
| G Mining Ventures Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.74 |
| Beta (5Y) | 1.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.54% |
| Historical Sharpe Ratio (5Y) | 0.7465 |
| Historical Sortino (5Y) | 1.916 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.84% |