Barrick Gold Corp (GOLD)
17.07
+0.55
(+3.33%)
USD |
NYSE |
Apr 25, 16:00
17.16
+0.09
(+0.53%)
After-Hours: 20:00
Barrick Gold Max Drawdown (5Y): 54.83% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 54.83% |
| July 31, 2023 | 54.83% |
| June 30, 2023 | 57.13% |
| May 31, 2023 | 57.13% |
| April 30, 2023 | 57.13% |
| March 31, 2023 | 57.13% |
| February 28, 2023 | 57.13% |
| January 31, 2023 | 57.13% |
| December 31, 2022 | 57.13% |
| November 30, 2022 | 57.13% |
| October 31, 2022 | 57.13% |
| September 30, 2022 | 57.13% |
| August 31, 2022 | 57.68% |
| July 31, 2022 | 57.68% |
| June 30, 2022 | 57.68% |
| May 31, 2022 | 57.68% |
| April 30, 2022 | 61.89% |
| March 31, 2022 | 61.89% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.89% |
| January 31, 2022 | 61.89% |
| December 31, 2021 | 61.89% |
| November 30, 2021 | 61.89% |
| October 31, 2021 | 61.89% |
| September 30, 2021 | 69.66% |
| August 31, 2021 | 69.66% |
| July 31, 2021 | 69.66% |
| June 30, 2021 | 69.66% |
| May 31, 2021 | 69.66% |
| April 30, 2021 | 69.66% |
| March 31, 2021 | 69.66% |
| February 28, 2021 | 69.66% |
| January 31, 2021 | 73.71% |
| December 31, 2020 | 74.16% |
| November 30, 2020 | 80.89% |
| October 31, 2020 | 85.31% |
| September 30, 2020 | 86.55% |
| August 31, 2020 | 86.55% |
| July 31, 2020 | 86.76% |
| June 30, 2020 | 88.52% |
| May 31, 2020 | 88.52% |
| April 30, 2020 | 88.52% |
| March 31, 2020 | 88.52% |
| February 29, 2020 | 88.52% |
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
54.83%
Minimum
Jul 2023
88.52%
Maximum
Apr 2019
69.79%
Average
65.77%
Median
Max Drawdown (5Y) Benchmarks
| Newmont Corp | 62.43% |
| Royal Gold Inc | 49.55% |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.352 |
| Beta (5Y) | 0.5788 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.52% |
| Historical Sharpe Ratio (5Y) | 0.1064 |
| Historical Sortino (5Y) | 0.2314 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.85% |