Eldorado Gold Corp (EGO)
15.11
-0.18
(-1.18%)
USD |
NYSE |
Nov 15, 14:40
Eldorado Gold Max Drawdown (5Y): 79.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.58% |
| September 30, 2024 | 79.58% |
| August 31, 2024 | 80.27% |
| July 31, 2024 | 81.26% |
| June 30, 2024 | 81.26% |
| May 31, 2024 | 81.26% |
| April 30, 2024 | 83.93% |
| March 31, 2024 | 90.12% |
| February 29, 2024 | 92.63% |
| January 31, 2024 | 92.63% |
| December 31, 2023 | 92.63% |
| November 30, 2023 | 92.63% |
| October 31, 2023 | 93.74% |
| September 30, 2023 | 93.74% |
| August 31, 2023 | 93.74% |
| July 31, 2023 | 93.74% |
| June 30, 2023 | 93.74% |
| May 31, 2023 | 93.74% |
| April 30, 2023 | 93.74% |
| March 31, 2023 | 93.74% |
| February 28, 2023 | 93.74% |
| January 31, 2023 | 93.74% |
| December 31, 2022 | 93.74% |
| November 30, 2022 | 93.74% |
| October 31, 2022 | 93.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.74% |
| August 31, 2022 | 93.74% |
| July 31, 2022 | 93.74% |
| June 30, 2022 | 93.74% |
| May 31, 2022 | 93.74% |
| April 30, 2022 | 93.74% |
| March 31, 2022 | 93.74% |
| February 28, 2022 | 93.74% |
| January 31, 2022 | 93.74% |
| December 31, 2021 | 93.74% |
| November 30, 2021 | 93.74% |
| October 31, 2021 | 93.74% |
| September 30, 2021 | 93.74% |
| August 31, 2021 | 93.74% |
| July 31, 2021 | 93.74% |
| June 30, 2021 | 93.74% |
| May 31, 2021 | 93.74% |
| April 30, 2021 | 93.74% |
| March 31, 2021 | 93.74% |
| February 28, 2021 | 93.74% |
| January 31, 2021 | 93.74% |
| December 31, 2020 | 93.74% |
| November 30, 2020 | 93.74% |
| October 31, 2020 | 93.74% |
| September 30, 2020 | 93.74% |
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
79.58%
Minimum
Sep 2024
93.74%
Maximum
Nov 2019
92.12%
Average
93.74%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Newmont Corp | 62.43% |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| McEwen Mining Inc | 88.40% |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9496 |
| Beta (5Y) | 0.9506 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.56% |
| Historical Sharpe Ratio (5Y) | 0.2564 |
| Historical Sortino (5Y) | 0.4977 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.80% |