Equinox Gold Corp (EQX.TO)
8.00
+0.34
(+4.44%)
CAD |
TSX |
Nov 21, 16:00
Equinox Gold Max Drawdown (5Y): 80.51% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 80.51% |
| August 31, 2024 | 80.51% |
| July 31, 2024 | 80.51% |
| June 30, 2024 | 80.51% |
| May 31, 2024 | 80.51% |
| April 30, 2024 | 80.51% |
| March 31, 2024 | 80.51% |
| February 29, 2024 | 80.51% |
| January 31, 2024 | 80.51% |
| December 31, 2023 | 80.51% |
| November 30, 2023 | 80.51% |
| October 31, 2023 | 80.51% |
| September 30, 2023 | 80.51% |
| August 31, 2023 | 80.51% |
| July 31, 2023 | 80.51% |
| June 30, 2023 | 80.51% |
| May 31, 2023 | 80.51% |
| April 30, 2023 | 80.51% |
| March 31, 2023 | 80.51% |
| February 28, 2023 | 80.51% |
| January 31, 2023 | 80.51% |
| December 31, 2022 | 80.51% |
| November 30, 2022 | 80.51% |
| October 31, 2022 | 76.66% |
| September 30, 2022 | 76.66% |
| Date | Value |
|---|---|
| August 31, 2022 | 73.99% |
| July 31, 2022 | 71.50% |
| June 30, 2022 | 67.48% |
| May 31, 2022 | 60.51% |
| April 30, 2022 | 59.77% |
| March 31, 2022 | 59.77% |
| February 28, 2022 | 59.77% |
| January 31, 2022 | 59.77% |
| December 31, 2021 | 56.66% |
| November 30, 2021 | 56.66% |
| October 31, 2021 | 56.66% |
| September 30, 2021 | 56.66% |
| August 31, 2021 | 56.66% |
| July 31, 2021 | 55.52% |
| June 30, 2021 | 51.67% |
| May 31, 2021 | 44.19% |
| April 30, 2021 | 44.19% |
| March 31, 2021 | 44.19% |
| February 28, 2021 | 43.87% |
| January 31, 2021 | 43.87% |
| December 31, 2020 | 43.87% |
| November 30, 2020 | 43.87% |
| October 31, 2020 | 43.87% |
| September 30, 2020 | 43.87% |
| August 31, 2020 | 43.87% |
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
43.87%
Minimum
Nov 2019
80.51%
Maximum
Nov 2022
63.43%
Average
59.77%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Erdene Resource Development Corp | 90.15% |
| Ivanhoe Mines Ltd | 61.25% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.328 |
| Beta (5Y) | 1.159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.00% |
| Historical Sharpe Ratio (5Y) | 0.0183 |
| Historical Sortino (5Y) | 0.0337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.85% |