Alamos Gold Inc (AGI)
17.46
-0.28
(-1.58%)
USD |
NYSE |
Nov 15, 14:37
Alamos Gold Max Drawdown (5Y): 61.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.92% |
| September 30, 2024 | 61.92% |
| August 31, 2024 | 61.92% |
| July 31, 2024 | 61.92% |
| June 30, 2024 | 61.92% |
| May 31, 2024 | 61.92% |
| April 30, 2024 | 61.92% |
| March 31, 2024 | 61.92% |
| February 29, 2024 | 61.92% |
| January 31, 2024 | 61.92% |
| December 31, 2023 | 61.92% |
| November 30, 2023 | 61.92% |
| October 31, 2023 | 64.05% |
| September 30, 2023 | 71.68% |
| August 31, 2023 | 71.71% |
| July 31, 2023 | 71.71% |
| June 30, 2023 | 71.71% |
| May 31, 2023 | 72.71% |
| April 30, 2023 | 72.71% |
| March 31, 2023 | 72.71% |
| February 28, 2023 | 72.71% |
| January 31, 2023 | 72.71% |
| December 31, 2022 | 72.71% |
| November 30, 2022 | 72.71% |
| October 31, 2022 | 72.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.71% |
| August 31, 2022 | 72.71% |
| July 31, 2022 | 72.71% |
| June 30, 2022 | 72.71% |
| May 31, 2022 | 72.71% |
| April 30, 2022 | 72.71% |
| March 31, 2022 | 72.71% |
| February 28, 2022 | 72.71% |
| January 31, 2022 | 72.71% |
| December 31, 2021 | 72.71% |
| November 30, 2021 | 72.71% |
| October 31, 2021 | 72.71% |
| September 30, 2021 | 72.71% |
| August 31, 2021 | 72.71% |
| July 31, 2021 | 72.71% |
| June 30, 2021 | 72.71% |
| May 31, 2021 | 72.71% |
| April 30, 2021 | 72.71% |
| March 31, 2021 | 72.71% |
| February 28, 2021 | 72.71% |
| January 31, 2021 | 73.37% |
| December 31, 2020 | 74.86% |
| November 30, 2020 | 83.72% |
| October 31, 2020 | 88.02% |
| September 30, 2020 | 88.02% |
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
61.92%
Minimum
Nov 2023
88.02%
Maximum
Nov 2019
73.63%
Average
72.71%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| McEwen Mining Inc | 88.40% |
| Gatos Silver Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.53 |
| Beta (5Y) | 1.189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.11% |
| Historical Sharpe Ratio (5Y) | 0.6858 |
| Historical Sortino (5Y) | 1.645 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.46% |