Hycroft Mining Holding Corp (HYMC)
2.39
-0.06
(-2.45%)
USD |
NASDAQ |
Nov 21, 16:00
2.40
+0.01
(+0.42%)
After-Hours: 20:00
Hycroft Mining Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Coeur Mining Inc | 83.98% |
| U.S. Gold Corp | 98.85% |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 97.76% |
| Contango Ore Inc | 72.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -81.59 |
| Beta (5Y) | 2.039 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 225.2% |
| Historical Sharpe Ratio (5Y) | -0.2454 |
| Historical Sortino (5Y) | -1.198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.94% |