Iamgold Corp (IAG)
5.40
-0.14
(-2.53%)
USD |
NYSE |
Nov 01, 16:00
5.40
0.00 (0.00%)
After-Hours: 20:00
Iamgold Max Drawdown (5Y): 84.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.65% |
| September 30, 2024 | 84.65% |
| August 31, 2024 | 84.65% |
| July 31, 2024 | 84.65% |
| June 30, 2024 | 84.65% |
| May 31, 2024 | 84.65% |
| April 30, 2024 | 84.65% |
| March 31, 2024 | 84.65% |
| February 29, 2024 | 84.65% |
| January 31, 2024 | 84.65% |
| December 31, 2023 | 84.65% |
| November 30, 2023 | 84.65% |
| October 31, 2023 | 84.65% |
| September 30, 2023 | 84.65% |
| August 31, 2023 | 84.65% |
| July 31, 2023 | 84.65% |
| June 30, 2023 | 84.65% |
| May 31, 2023 | 84.65% |
| April 30, 2023 | 84.65% |
| March 31, 2023 | 84.65% |
| February 28, 2023 | 84.65% |
| January 31, 2023 | 84.65% |
| December 31, 2022 | 84.65% |
| November 30, 2022 | 84.65% |
| October 31, 2022 | 84.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.65% |
| August 31, 2022 | 81.29% |
| July 31, 2022 | 80.03% |
| June 30, 2022 | 77.67% |
| May 31, 2022 | 73.93% |
| April 30, 2022 | 73.93% |
| March 31, 2022 | 73.93% |
| February 28, 2022 | 77.18% |
| January 31, 2022 | 77.18% |
| December 31, 2021 | 78.57% |
| November 30, 2021 | 78.57% |
| October 31, 2021 | 78.57% |
| September 30, 2021 | 80.67% |
| August 31, 2021 | 80.67% |
| July 31, 2021 | 82.26% |
| June 30, 2021 | 82.75% |
| May 31, 2021 | 83.03% |
| April 30, 2021 | 83.03% |
| March 31, 2021 | 85.20% |
| February 28, 2021 | 85.56% |
| January 31, 2021 | 90.12% |
| December 31, 2020 | 90.80% |
| November 30, 2020 | 93.35% |
| October 31, 2020 | 94.76% |
| September 30, 2020 | 94.76% |
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
73.93%
Minimum
Mar 2022
94.76%
Maximum
Nov 2019
85.44%
Average
84.65%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Newmont Corp | 62.43% |
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 88.40% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.49 |
| Beta (5Y) | 1.572 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.23% |
| Historical Sharpe Ratio (5Y) | 0.0919 |
| Historical Sortino (5Y) | 0.1894 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.53% |