Eldorado Gold Corp. (EGO)
44.30
+0.79
(+1.82%)
USD |
NYSE |
Feb 11, 10:43
Eldorado Gold Max Drawdown (5Y) : 64.04% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Endeavour Silver Corp. | 80.64% |
| Anglogold Ashanti Plc | 66.34% |
| Coeur Mining, Inc. | 81.96% |
| Newmont Corp. | 62.43% |
| Seabridge Gold, Inc. | 58.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.56 |
| Beta (5Y) | 0.5094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.05% |
| Historical Sharpe Ratio (5Y) | 0.6247 |
| Historical Sortino (5Y) | 1.162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.56% |