Ivanhoe Mines Ltd. (IVN.TO)
10.28
-0.38
(-3.56%)
CAD |
TSX |
Oct 16, 16:00
Ivanhoe Mines Max Drawdown (5Y) : 53.90% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 53.90% |
| August 31, 2026 | 53.90% |
| July 31, 2026 | 53.90% |
| June 30, 2026 | 53.57% |
| May 31, 2026 | 53.57% |
| April 30, 2026 | 53.57% |
| March 31, 2026 | 53.57% |
| February 28, 2026 | 53.57% |
| January 31, 2026 | 53.57% |
| December 31, 2025 | 53.57% |
| November 30, 2025 | 53.57% |
| October 31, 2025 | 53.57% |
| September 30, 2025 | 53.57% |
| August 31, 2025 | 53.57% |
| July 31, 2025 | 53.57% |
| June 30, 2025 | 53.57% |
| May 31, 2025 | 51.74% |
| April 30, 2025 | 51.74% |
| March 31, 2025 | 57.20% |
| February 28, 2025 | 61.25% |
| January 31, 2025 | 61.25% |
| December 31, 2024 | 61.25% |
| November 30, 2024 | 61.25% |
| October 31, 2024 | 61.25% |
| September 30, 2024 | 61.25% |
| Date | Value |
|---|---|
| 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 | 62.36% |
| October 31, 2023 | 62.36% |
| September 30, 2023 | 62.36% |
| August 31, 2023 | 62.36% |
| July 31, 2023 | 62.55% |
| June 30, 2023 | 62.55% |
| 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% |
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
| China Gold International Resources Corp. Ltd. | 49.10% |
| Koryx Copper SA | 92.86% |
| Stillwater Critical Minerals Corp. | 81.44% |
| NexMetals Mining Corp. | 95.86% |
| Faraday Copper Corp. | 63.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.50 |
| Beta (5Y) | 1.736 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.12% |
| Historical Sharpe Ratio (5Y) | 0.0888 |
| Historical Sortino (5Y) | 0.1476 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.27% |