Endeavour Mining PLC (EDV.TO)
29.04
-0.14
(-0.48%)
CAD |
TSX |
Apr 16, 14:41
Endeavour Mining Max Drawdown (5Y): 39.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.43% |
| February 29, 2024 | 39.43% |
| January 31, 2024 | 38.26% |
| December 31, 2023 | 38.26% |
| November 30, 2023 | 38.26% |
| October 31, 2023 | 38.26% |
| September 30, 2023 | 41.36% |
| August 31, 2023 | 41.36% |
| July 31, 2023 | 41.36% |
| June 30, 2023 | 41.36% |
| May 31, 2023 | 41.36% |
| April 30, 2023 | 41.36% |
| March 31, 2023 | 41.36% |
| February 28, 2023 | 41.36% |
| January 31, 2023 | 41.36% |
| December 31, 2022 | 41.36% |
| November 30, 2022 | 41.36% |
| October 31, 2022 | 41.36% |
| September 30, 2022 | 41.36% |
| August 31, 2022 | 41.36% |
| July 31, 2022 | 41.36% |
| June 30, 2022 | 41.36% |
| May 31, 2022 | 41.36% |
| April 30, 2022 | 41.36% |
| March 31, 2022 | 41.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.36% |
| January 31, 2022 | 41.36% |
| December 31, 2021 | 41.36% |
| November 30, 2021 | 41.36% |
| October 31, 2021 | 41.36% |
| September 30, 2021 | 41.36% |
| August 31, 2021 | 41.36% |
| July 31, 2021 | 41.36% |
| June 30, 2021 | 41.36% |
| May 31, 2021 | 41.36% |
| April 30, 2021 | 41.36% |
| March 31, 2021 | 41.36% |
| February 28, 2021 | 41.36% |
| January 31, 2021 | 58.39% |
| December 31, 2020 | 62.34% |
| November 30, 2020 | 67.62% |
| October 31, 2020 | 74.67% |
| September 30, 2020 | 79.00% |
| August 31, 2020 | 80.07% |
| July 31, 2020 | 80.48% |
| June 30, 2020 | 82.00% |
| May 31, 2020 | 83.06% |
| April 30, 2020 | 84.72% |
| March 31, 2020 | 84.72% |
| February 29, 2020 | 84.72% |
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
38.26%
Minimum
Oct 2023
87.38%
Maximum
Apr 2019
55.68%
Average
41.36%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Serabi Gold PLC | 84.34% |
| Horizonte Minerals PLC | 99.13% |
| Meridian Mining UK Societas | 97.40% |
| SolGold PLC | 83.80% |
| Condor Gold PLC | 83.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1531 |
| Beta (5Y) | 0.8356 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.46% |
| Historical Sharpe Ratio (5Y) | 0.1924 |
| Historical Sortino (5Y) | 0.3778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |