Harmony Gold Mining Co Ltd (HMY)
10.57
-0.27
(-2.49%)
USD |
NYSE |
Nov 01, 16:00
10.55
-0.02
(-0.19%)
After-Hours: 20:00
Harmony Gold Mining Max Drawdown (5Y): 71.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 71.06% |
September 30, 2024 | 71.06% |
August 31, 2024 | 71.06% |
July 31, 2024 | 71.06% |
June 30, 2024 | 71.06% |
May 31, 2024 | 71.06% |
April 30, 2024 | 71.06% |
March 31, 2024 | 71.06% |
February 29, 2024 | 71.06% |
January 31, 2024 | 71.06% |
December 31, 2023 | 71.06% |
November 30, 2023 | 71.06% |
October 31, 2023 | 71.06% |
September 30, 2023 | 71.06% |
August 31, 2023 | 71.06% |
July 31, 2023 | 71.06% |
June 30, 2023 | 71.06% |
May 31, 2023 | 71.06% |
April 30, 2023 | 71.06% |
March 31, 2023 | 71.06% |
February 28, 2023 | 71.06% |
January 31, 2023 | 71.06% |
December 31, 2022 | 71.06% |
November 30, 2022 | 72.32% |
October 31, 2022 | 72.56% |
Date | Value |
---|---|
September 30, 2022 | 75.71% |
August 31, 2022 | 77.56% |
July 31, 2022 | 81.01% |
June 30, 2022 | 81.01% |
May 31, 2022 | 81.01% |
April 30, 2022 | 82.65% |
March 31, 2022 | 83.10% |
February 28, 2022 | 83.10% |
January 31, 2022 | 83.10% |
December 31, 2021 | 83.10% |
November 30, 2021 | 83.10% |
October 31, 2021 | 83.10% |
September 30, 2021 | 85.36% |
August 31, 2021 | 85.36% |
July 31, 2021 | 85.36% |
June 30, 2021 | 85.36% |
May 31, 2021 | 85.36% |
April 30, 2021 | 85.36% |
March 31, 2021 | 85.36% |
February 28, 2021 | 85.36% |
January 31, 2021 | 85.36% |
December 31, 2020 | 85.36% |
November 30, 2020 | 87.14% |
October 31, 2020 | 93.01% |
September 30, 2020 | 95.66% |
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
71.06%
Minimum
Dec 2022
96.50%
Maximum
Nov 2019
80.85%
Average
81.83%
Median
Max Drawdown (5Y) Benchmarks
Gold Fields Ltd | 56.25% |
Sasol Ltd | 96.54% |
DRDGold Ltd | 69.30% |
Sibanye Stillwater Ltd | 82.52% |
PPC Ltd | 96.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.686 |
Beta (5Y) | 1.769 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.27% |
Historical Sharpe Ratio (5Y) | 0.3489 |
Historical Sortino (5Y) | 0.7748 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.00% |