Endeavour Mining PLC (EDVMF)
21.78
-0.12
(-0.53%)
USD |
OTCM |
May 31, 16:00
Endeavour Mining Max Drawdown (5Y): 40.43% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 40.43% |
April 30, 2024 | 40.43% |
March 31, 2024 | 40.43% |
February 29, 2024 | 40.43% |
January 31, 2024 | 40.28% |
December 31, 2023 | 40.28% |
November 30, 2023 | 40.28% |
October 31, 2023 | 40.28% |
September 30, 2023 | 42.63% |
August 31, 2023 | 42.63% |
July 31, 2023 | 42.63% |
June 30, 2023 | 42.63% |
May 31, 2023 | 42.63% |
April 30, 2023 | 42.63% |
March 31, 2023 | 42.63% |
February 28, 2023 | 42.63% |
January 31, 2023 | 42.63% |
December 31, 2022 | 42.63% |
November 30, 2022 | 42.63% |
October 31, 2022 | 42.63% |
September 30, 2022 | 42.63% |
August 31, 2022 | 42.63% |
July 31, 2022 | 42.63% |
June 30, 2022 | 42.63% |
May 31, 2022 | 42.63% |
Date | Value |
---|---|
April 30, 2022 | 42.63% |
March 31, 2022 | 42.63% |
February 28, 2022 | 43.06% |
January 31, 2022 | 43.06% |
December 31, 2021 | 43.06% |
November 30, 2021 | 43.06% |
October 31, 2021 | 43.06% |
September 30, 2021 | 50.97% |
August 31, 2021 | 50.97% |
July 31, 2021 | 50.97% |
June 30, 2021 | 50.97% |
May 31, 2021 | 50.97% |
April 30, 2021 | 50.97% |
March 31, 2021 | 50.97% |
February 28, 2021 | 54.07% |
January 31, 2021 | 68.27% |
December 31, 2020 | 71.80% |
November 30, 2020 | 76.91% |
October 31, 2020 | 82.49% |
September 30, 2020 | 84.83% |
August 31, 2020 | 85.20% |
July 31, 2020 | 85.20% |
June 30, 2020 | 86.58% |
May 31, 2020 | 87.29% |
April 30, 2020 | 88.29% |
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
40.28%
Minimum
Oct 2023
88.76%
Maximum
Jun 2019
57.68%
Average
43.06%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Rio Tinto PLC | 37.48% |
LyondellBasell Industries NV | 68.15% |
Ferroglobe PLC | 98.07% |
Eden Research PLC | -- |
Wynnstay Group PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.048 |
Beta (5Y) | 0.8244 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.67% |
Historical Sharpe Ratio (5Y) | 0.219 |
Historical Sortino (5Y) | 0.4019 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.28% |