Ivanhoe Mines Ltd (IVN.TO)
18.14
-0.89
(-4.68%)
CAD |
TSX |
Apr 23, 16:00
Ivanhoe Mines Max Drawdown (5Y): 61.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.55% |
| January 31, 2022 | 62.55% |
| December 31, 2021 | 65.82% |
| November 30, 2021 | 67.74% |
| October 31, 2021 | 83.75% |
| September 30, 2021 | 86.44% |
| August 31, 2021 | 88.48% |
| July 31, 2021 | 90.04% |
| June 30, 2021 | 91.28% |
| May 31, 2021 | 93.20% |
| April 30, 2021 | 95.07% |
| March 31, 2021 | 95.45% |
| February 28, 2021 | 95.88% |
| January 31, 2021 | 96.49% |
| December 31, 2020 | 96.74% |
| November 30, 2020 | 97.63% |
| October 31, 2020 | 97.85% |
| September 30, 2020 | 97.85% |
| August 31, 2020 | 97.85% |
| July 31, 2020 | 97.85% |
| June 30, 2020 | 97.85% |
| May 31, 2020 | 97.85% |
| April 30, 2020 | 97.85% |
| March 31, 2020 | 97.85% |
| February 29, 2020 | 97.85% |
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
97.85%
Maximum
Apr 2019
79.72%
Average
85.09%
Median
Max Drawdown (5Y) Benchmarks
| Teck Resources Ltd | 76.93% |
| Entree Resources Ltd | 73.86% |
| Erdene Resource Development Corp | 90.15% |
| Falco Resources Ltd | 88.59% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.37 |
| Beta (5Y) | 2.022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.23% |
| Historical Sharpe Ratio (5Y) | 0.7842 |
| Historical Sortino (5Y) | 1.380 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.58% |