Endeavour Mining PLC (EDV.TO)
28.09
+0.87
(+3.20%)
CAD |
TSX |
Nov 22, 16:00
Endeavour Mining Max Drawdown (5Y): 39.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.43% |
September 30, 2024 | 39.43% |
August 31, 2024 | 39.43% |
July 31, 2024 | 39.43% |
June 30, 2024 | 39.43% |
May 31, 2024 | 39.43% |
April 30, 2024 | 39.43% |
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% |
Date | Value |
---|---|
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% |
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% |
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
84.72%
Maximum
Nov 2019
50.12%
Average
41.36%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Ecora Resources PLC | 66.09% |
Serabi Gold PLC | 84.34% |
Meridian Mining UK Societas | 96.43% |
SolGold PLC | 83.80% |
Condor Gold PLC | 83.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.659 |
Beta (5Y) | 0.8948 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.19% |
Historical Sharpe Ratio (5Y) | 0.157 |
Historical Sortino (5Y) | 0.3079 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |