Gold Fields Ltd. (GFI)
35.62
-0.17
(-0.48%)
USD |
NYSE |
Oct 02, 16:00
35.70
+0.08
(+0.22%)
Pre-Market: 20:00
Gold Fields Max Drawdown (5Y) : 56.25% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 56.25% |
| August 31, 2026 | 56.25% |
| July 31, 2026 | 56.25% |
| June 30, 2026 | 56.25% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 56.25% |
| July 31, 2024 | 56.25% |
| June 30, 2024 | 56.25% |
| May 31, 2024 | 56.25% |
| 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% |
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
| Harmony Gold Mining Co. Ltd. | 71.06% |
| DRDGOLD Ltd. | 69.30% |
| Pan African Resources Plc | 53.59% |
| Northern Star Resources Ltd. | 63.16% |
| Anglogold Ashanti Plc | 66.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 28.93 |
| Beta (5Y) | 0.6895 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.26% |
| Historical Sharpe Ratio (5Y) | 0.6368 |
| Historical Sortino (5Y) | 1.494 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.35% |