Eldorado Gold Corp (ELD.TO)
22.81
-1.41
(-5.82%)
CAD |
TSX |
Nov 01, 16:00
Eldorado Gold Max Drawdown (5Y): 77.13% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 77.13% |
| August 31, 2024 | 78.46% |
| July 31, 2024 | 79.57% |
| June 30, 2024 | 79.57% |
| May 31, 2024 | 79.57% |
| April 30, 2024 | 82.66% |
| March 31, 2024 | 88.10% |
| February 29, 2024 | 91.06% |
| January 31, 2024 | 91.06% |
| December 31, 2023 | 91.06% |
| November 30, 2023 | 91.06% |
| October 31, 2023 | 92.58% |
| September 30, 2023 | 92.58% |
| August 31, 2023 | 92.58% |
| July 31, 2023 | 92.58% |
| June 30, 2023 | 92.58% |
| May 31, 2023 | 92.58% |
| April 30, 2023 | 92.58% |
| March 31, 2023 | 92.58% |
| February 28, 2023 | 92.58% |
| January 31, 2023 | 92.58% |
| December 31, 2022 | 92.58% |
| November 30, 2022 | 92.58% |
| October 31, 2022 | 92.58% |
| September 30, 2022 | 92.58% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.58% |
| July 31, 2022 | 92.58% |
| June 30, 2022 | 92.58% |
| May 31, 2022 | 92.58% |
| April 30, 2022 | 92.58% |
| March 31, 2022 | 92.58% |
| February 28, 2022 | 92.58% |
| January 31, 2022 | 92.58% |
| December 31, 2021 | 92.58% |
| November 30, 2021 | 92.58% |
| October 31, 2021 | 92.58% |
| September 30, 2021 | 92.58% |
| August 31, 2021 | 92.58% |
| July 31, 2021 | 92.58% |
| June 30, 2021 | 92.58% |
| May 31, 2021 | 92.58% |
| April 30, 2021 | 92.58% |
| March 31, 2021 | 92.58% |
| February 28, 2021 | 92.58% |
| January 31, 2021 | 92.58% |
| December 31, 2020 | 92.58% |
| November 30, 2020 | 92.58% |
| October 31, 2020 | 92.58% |
| September 30, 2020 | 92.58% |
| August 31, 2020 | 92.58% |
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
77.13%
Minimum
Sep 2024
92.58%
Maximum
Nov 2019
91.07%
Average
92.58%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Agnico Eagle Mines Ltd | 54.78% |
| Iamgold Corp | 83.52% |
| Barrick Gold Corp | 52.92% |
| Alamos Gold Inc | 59.50% |
| Nutrien Ltd | 54.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.350 |
| Beta (5Y) | 1.174 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.44% |
| Historical Sharpe Ratio (5Y) | 0.3118 |
| Historical Sortino (5Y) | 0.6456 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.75% |