Gold Fields Ltd. (GFI)
35.90
+2.37
(+7.07%)
USD |
NYSE |
Jun 11, 16:00
36.11
+0.21
(+0.58%)
After-Hours: 19:29
Gold Fields Max Drawdown (5Y) : 56.25% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 56.25% |
| April 30, 2026 | 56.25% |
| March 31, 2026 | 56.25% |
| February 28, 2026 | 56.25% |
| January 31, 2026 | 56.25% |
| December 31, 2025 | 56.25% |
| November 30, 2025 | 56.25% |
| October 31, 2025 | 56.25% |
| September 30, 2025 | 56.25% |
| August 31, 2025 | 56.25% |
| July 31, 2025 | 56.25% |
| June 30, 2025 | 56.25% |
| May 31, 2025 | 56.25% |
| April 30, 2025 | 56.25% |
| March 31, 2025 | 56.25% |
| February 28, 2025 | 56.25% |
| January 31, 2025 | 56.25% |
| December 31, 2024 | 56.25% |
| November 30, 2024 | 56.25% |
| October 31, 2024 | 56.25% |
| September 30, 2024 | 56.25% |
| August 31, 2024 | 56.25% |
| July 31, 2024 | 56.25% |
| June 30, 2024 | 56.25% |
| May 31, 2024 | 56.25% |
| Date | Value |
|---|---|
| April 30, 2024 | 56.25% |
| March 31, 2024 | 56.25% |
| February 29, 2024 | 56.25% |
| January 31, 2024 | 56.25% |
| December 31, 2023 | 56.25% |
| November 30, 2023 | 56.25% |
| October 31, 2023 | 56.25% |
| September 30, 2023 | 60.64% |
| August 31, 2023 | 62.91% |
| July 31, 2023 | 62.91% |
| June 30, 2023 | 62.91% |
| May 31, 2023 | 62.91% |
| April 30, 2023 | 62.91% |
| March 31, 2023 | 62.91% |
| February 28, 2023 | 62.91% |
| January 31, 2023 | 62.91% |
| December 31, 2022 | 62.91% |
| November 30, 2022 | 63.52% |
| October 31, 2022 | 63.52% |
| September 30, 2022 | 63.52% |
| August 31, 2022 | 63.52% |
| July 31, 2022 | 64.89% |
| June 30, 2022 | 69.69% |
| May 31, 2022 | 69.69% |
| April 30, 2022 | 72.64% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| DRDGOLD Ltd. | 69.30% |
| Harmony Gold Mining Co. Ltd. | 71.06% |
| Anglogold Ashanti Plc | 66.34% |
| Newmont Corp. | 62.43% |
| Coeur Mining, Inc. | 81.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.43 |
| Beta (5Y) | 0.5991 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.67% |
| Historical Sharpe Ratio (5Y) | 0.5084 |
| Historical Sortino (5Y) | 1.132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.40% |