Ivanhoe Mines Ltd (IVN.TO)
19.30
+0.58
(+3.10%)
CAD |
TSX |
Nov 21, 16:00
Ivanhoe Mines Max Drawdown (5Y): 61.25% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 61.25% |
| August 31, 2024 | 61.25% |
| July 31, 2024 | 61.25% |
| June 30, 2024 | 61.25% |
| May 31, 2024 | 61.25% |
| April 30, 2024 | 61.25% |
| March 31, 2024 | 61.25% |
| February 29, 2024 | 61.25% |
| January 31, 2024 | 61.25% |
| December 31, 2023 | 61.25% |
| November 30, 2023 | 61.25% |
| October 31, 2023 | 61.25% |
| September 30, 2023 | 62.36% |
| August 31, 2023 | 62.36% |
| July 31, 2023 | 62.36% |
| June 30, 2023 | 62.36% |
| May 31, 2023 | 62.55% |
| April 30, 2023 | 62.55% |
| March 31, 2023 | 62.55% |
| February 28, 2023 | 62.55% |
| January 31, 2023 | 62.55% |
| December 31, 2022 | 62.55% |
| November 30, 2022 | 62.55% |
| October 31, 2022 | 62.55% |
| September 30, 2022 | 62.55% |
| Date | Value |
|---|---|
| August 31, 2022 | 62.55% |
| July 31, 2022 | 62.55% |
| June 30, 2022 | 62.55% |
| May 31, 2022 | 62.55% |
| April 30, 2022 | 62.55% |
| March 31, 2022 | 62.55% |
| February 28, 2022 | 62.55% |
| January 31, 2022 | 62.55% |
| December 31, 2021 | 62.55% |
| November 30, 2021 | 62.55% |
| October 31, 2021 | 62.55% |
| September 30, 2021 | 62.55% |
| August 31, 2021 | 62.55% |
| July 31, 2021 | 63.21% |
| June 30, 2021 | 65.66% |
| May 31, 2021 | 73.21% |
| April 30, 2021 | 80.57% |
| March 31, 2021 | 82.08% |
| February 28, 2021 | 82.64% |
| January 31, 2021 | 84.34% |
| December 31, 2020 | 85.47% |
| November 30, 2020 | 89.43% |
| October 31, 2020 | 89.81% |
| September 30, 2020 | 89.81% |
| August 31, 2020 | 89.81% |
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
61.25%
Minimum
Oct 2023
89.81%
Maximum
Nov 2019
70.25%
Average
62.55%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Teck Resources Ltd | 76.93% |
| Filo Corp | 67.11% |
| Erdene Resource Development Corp | 90.15% |
| Foran Mining Corp | 86.67% |
| Equinox Gold Corp | 80.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.76 |
| Beta (5Y) | 1.957 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.92% |
| Historical Sharpe Ratio (5Y) | 0.8724 |
| Historical Sortino (5Y) | 1.484 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.35% |