Golden Minerals Co (AUMN)
0.321
-0.01
(-4.41%)
USD |
NYAM |
Nov 04, 13:31
Golden Minerals Max Drawdown (5Y): 99.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.08% |
| September 30, 2024 | 99.08% |
| August 31, 2024 | 98.94% |
| July 31, 2024 | 98.94% |
| June 30, 2024 | 98.94% |
| May 31, 2024 | 98.94% |
| April 30, 2024 | 98.94% |
| March 31, 2024 | 98.94% |
| February 29, 2024 | 98.74% |
| January 31, 2024 | 98.32% |
| December 31, 2023 | 98.20% |
| November 30, 2023 | 98.20% |
| October 31, 2023 | 97.62% |
| September 30, 2023 | 97.62% |
| August 31, 2023 | 96.72% |
| July 31, 2023 | 95.12% |
| June 30, 2023 | 93.72% |
| May 31, 2023 | 88.54% |
| April 30, 2023 | 85.40% |
| March 31, 2023 | 85.40% |
| February 28, 2023 | 85.40% |
| January 31, 2023 | 85.40% |
| December 31, 2022 | 85.40% |
| November 30, 2022 | 85.40% |
| October 31, 2022 | 85.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.36% |
| August 31, 2022 | 91.61% |
| July 31, 2022 | 91.81% |
| June 30, 2022 | 91.81% |
| May 31, 2022 | 91.81% |
| April 30, 2022 | 92.59% |
| March 31, 2022 | 92.59% |
| February 28, 2022 | 93.45% |
| January 31, 2022 | 93.45% |
| December 31, 2021 | 93.45% |
| November 30, 2021 | 93.45% |
| October 31, 2021 | 93.45% |
| September 30, 2021 | 93.69% |
| August 31, 2021 | 93.69% |
| July 31, 2021 | 94.20% |
| June 30, 2021 | 94.20% |
| May 31, 2021 | 94.20% |
| April 30, 2021 | 94.20% |
| March 31, 2021 | 97.73% |
| February 28, 2021 | 97.82% |
| January 31, 2021 | 97.87% |
| December 31, 2020 | 98.07% |
| November 30, 2020 | 99.27% |
| October 31, 2020 | 99.38% |
| September 30, 2020 | 99.38% |
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
85.40%
Minimum
Oct 2022
99.38%
Maximum
Nov 2019
95.13%
Average
97.62%
Median
Sep 2023
Max Drawdown (5Y) Benchmarks
| Solitario Resources Corp | 83.21% |
| DynaResource Inc | 81.25% |
| Paramount Gold Nevada Corp | 81.95% |
| Century Aluminum Co | 87.51% |
| Friedman Industries Inc | 65.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -47.08 |
| Beta (5Y) | 0.2278 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.53% |
| Historical Sharpe Ratio (5Y) | -0.4572 |
| Historical Sortino (5Y) | -0.9668 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.75% |