Barrick Gold Corp (GOLD)
18.12
+0.23
(+1.29%)
USD |
NYSE |
Nov 21, 16:00
18.30
+0.18
(+0.99%)
Pre-Market: 04:11
Barrick Gold Max Drawdown (5Y): 54.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.83% |
| September 30, 2024 | 54.83% |
| August 31, 2024 | 54.83% |
| July 31, 2024 | 54.83% |
| June 30, 2024 | 54.83% |
| May 31, 2024 | 54.83% |
| April 30, 2024 | 54.83% |
| March 31, 2024 | 54.83% |
| February 29, 2024 | 54.83% |
| January 31, 2024 | 54.83% |
| December 31, 2023 | 54.83% |
| November 30, 2023 | 54.83% |
| October 31, 2023 | 54.83% |
| September 30, 2023 | 54.83% |
| August 31, 2023 | 57.13% |
| July 31, 2023 | 57.13% |
| June 30, 2023 | 57.13% |
| May 31, 2023 | 57.13% |
| April 30, 2023 | 57.13% |
| March 31, 2023 | 57.13% |
| February 28, 2023 | 58.87% |
| January 31, 2023 | 59.30% |
| December 31, 2022 | 59.30% |
| November 30, 2022 | 59.49% |
| October 31, 2022 | 59.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.81% |
| August 31, 2022 | 61.81% |
| July 31, 2022 | 61.81% |
| June 30, 2022 | 61.89% |
| May 31, 2022 | 61.89% |
| April 30, 2022 | 61.89% |
| March 31, 2022 | 61.89% |
| February 28, 2022 | 61.89% |
| January 31, 2022 | 61.89% |
| December 31, 2021 | 64.64% |
| November 30, 2021 | 69.79% |
| October 31, 2021 | 70.29% |
| September 30, 2021 | 70.29% |
| August 31, 2021 | 70.29% |
| July 31, 2021 | 70.29% |
| June 30, 2021 | 70.29% |
| May 31, 2021 | 70.29% |
| April 30, 2021 | 70.29% |
| March 31, 2021 | 73.79% |
| February 28, 2021 | 74.24% |
| January 31, 2021 | 80.89% |
| December 31, 2020 | 85.31% |
| November 30, 2020 | 86.55% |
| October 31, 2020 | 86.55% |
| September 30, 2020 | 86.76% |
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
54.83%
Minimum
Sep 2023
88.52%
Maximum
Nov 2019
67.49%
Average
61.89%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Newmont Corp | 62.43% |
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 89.67% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.055 |
| Beta (5Y) | 0.5560 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.96% |
| Historical Sharpe Ratio (5Y) | 0.0559 |
| Historical Sortino (5Y) | 0.1159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.85% |