Gold Fields Ltd (GFI)
15.20
+0.12
(+0.83%)
USD |
NYSE |
Nov 22, 11:39
Gold Fields Max Drawdown (5Y): 56.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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 | 60.62% |
| August 31, 2023 | 62.89% |
| July 31, 2023 | 62.89% |
| June 30, 2023 | 62.89% |
| May 31, 2023 | 62.89% |
| April 30, 2023 | 62.89% |
| March 31, 2023 | 62.89% |
| February 28, 2023 | 62.89% |
| January 31, 2023 | 62.89% |
| December 31, 2022 | 62.89% |
| November 30, 2022 | 63.54% |
| October 31, 2022 | 63.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.54% |
| August 31, 2022 | 63.54% |
| July 31, 2022 | 64.84% |
| June 30, 2022 | 69.65% |
| May 31, 2022 | 69.65% |
| April 30, 2022 | 72.61% |
| March 31, 2022 | 72.61% |
| February 28, 2022 | 74.72% |
| January 31, 2022 | 76.06% |
| December 31, 2021 | 76.33% |
| November 30, 2021 | 80.47% |
| October 31, 2021 | 80.47% |
| September 30, 2021 | 80.47% |
| August 31, 2021 | 80.47% |
| July 31, 2021 | 80.47% |
| June 30, 2021 | 80.47% |
| May 31, 2021 | 80.47% |
| April 30, 2021 | 80.47% |
| March 31, 2021 | 80.47% |
| February 28, 2021 | 80.47% |
| January 31, 2021 | 80.47% |
| December 31, 2020 | 80.70% |
| November 30, 2020 | 83.40% |
| October 31, 2020 | 85.96% |
| September 30, 2020 | 85.96% |
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
56.25%
Minimum
Oct 2023
85.96%
Maximum
Nov 2019
71.15%
Average
71.13%
Median
Max Drawdown (5Y) Benchmarks
| Harmony Gold Mining Co Ltd | 71.06% |
| Sasol Ltd | 96.54% |
| DRDGold Ltd | 69.30% |
| Sibanye Stillwater Ltd | 82.52% |
| PPC Ltd | 96.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.128 |
| Beta (5Y) | 1.161 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.05% |
| Historical Sharpe Ratio (5Y) | 0.3785 |
| Historical Sortino (5Y) | 0.8692 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.14% |