Harmony Gold Mining Co Ltd (HMY)

8.325 -0.04 (-0.54%) USD  |  NYSE  |  Dec 24, 13:00
8.325 0.00 (0.00%) After-Hours: 13:59
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Harmony Gold Mining Max Drawdown (5Y): 71.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 0.0972
Beta (5Y) 1.719
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 70.54%
Historical Sharpe Ratio (5Y) 0.3269
Historical Sortino (5Y) 0.7314
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.00%