Alamos Gold Inc (AGI.TO)
20.45
-0.14
(-0.68%)
CAD |
TSX |
May 02, 16:00
Alamos Gold Max Drawdown (5Y): 59.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.50% |
| March 31, 2024 | 59.50% |
| February 29, 2024 | 59.50% |
| January 31, 2024 | 59.50% |
| December 31, 2023 | 59.50% |
| November 30, 2023 | 59.50% |
| October 31, 2023 | 62.76% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 70.53% |
| December 31, 2020 | 70.53% |
| November 30, 2020 | 77.01% |
| October 31, 2020 | 82.51% |
| September 30, 2020 | 82.51% |
| August 31, 2020 | 82.51% |
| July 31, 2020 | 82.51% |
| June 30, 2020 | 82.51% |
| May 31, 2020 | 82.51% |
| April 30, 2020 | 82.51% |
| March 31, 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
Nov 2023
82.51%
Maximum
May 2019
73.00%
Average
70.53%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Argonaut Gold Inc | 94.22% |
| GFG Resources Inc | 95.14% |
| B2Gold Corp | 62.63% |
| Sandstorm Gold Ltd | 60.95% |
| Agnico Eagle Mines Ltd | 54.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.88 |
| Beta (5Y) | 0.9846 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.37% |
| Historical Sharpe Ratio (5Y) | 0.6075 |
| Historical Sortino (5Y) | 1.475 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.97% |