Ivanhoe Mines Ltd (IVN.TO)

17.35 +0.50 (+2.97%) CAD  |  TSX  |  Dec 20, 16:00
17.35 0.00 (0.00%) After-Hours: 16:20
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Ivanhoe Mines Max Drawdown (5Y): 61.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Teck Resources Ltd 76.93%
St-Georges Eco-Mining Corp 98.78%
Renforth Resources Inc 91.30%
Winston Gold Corp 94.59%
Giant Mining Corp 99.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 19.03
Beta (5Y) 1.893
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.83%
Historical Sharpe Ratio (5Y) 0.8192
Historical Sortino (5Y) 1.402
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.18%