Harmony Gold Mining Co Ltd (HMY)
9.69
+0.12
(+1.25%)
USD |
NYSE |
Nov 22, 13:10
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 | 75.71% |
| December 31, 2022 | 76.89% |
| November 30, 2022 | 80.66% |
| October 31, 2022 | 80.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.01% |
| August 31, 2022 | 81.01% |
| July 31, 2022 | 83.16% |
| June 30, 2022 | 83.96% |
| May 31, 2022 | 83.96% |
| April 30, 2022 | 83.96% |
| March 31, 2022 | 83.96% |
| February 28, 2022 | 83.96% |
| January 31, 2022 | 83.96% |
| December 31, 2021 | 83.96% |
| November 30, 2021 | 85.36% |
| October 31, 2021 | 85.36% |
| 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 | 87.67% |
| December 31, 2020 | 93.01% |
| November 30, 2020 | 95.66% |
| October 31, 2020 | 96.50% |
| September 30, 2020 | 96.50% |
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
Feb 2023
96.50%
Maximum
Nov 2019
82.12%
Average
83.96%
Median
Dec 2021
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% |