Kinross Gold Corp (K.TO)
14.38
+0.31
(+2.20%)
CAD |
TSX |
Nov 22, 14:34
Kinross Gold Max Drawdown (5Y): 68.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.19% |
| September 30, 2024 | 68.19% |
| August 31, 2024 | 68.19% |
| July 31, 2024 | 68.19% |
| June 30, 2024 | 68.19% |
| May 31, 2024 | 68.19% |
| April 30, 2024 | 68.19% |
| March 31, 2024 | 68.19% |
| February 29, 2024 | 68.19% |
| January 31, 2024 | 68.19% |
| December 31, 2023 | 68.19% |
| November 30, 2023 | 68.19% |
| October 31, 2023 | 68.19% |
| September 30, 2023 | 68.19% |
| August 31, 2023 | 68.19% |
| July 31, 2023 | 68.19% |
| June 30, 2023 | 68.19% |
| May 31, 2023 | 68.19% |
| April 30, 2023 | 68.19% |
| March 31, 2023 | 68.19% |
| February 28, 2023 | 68.19% |
| January 31, 2023 | 68.19% |
| December 31, 2022 | 68.19% |
| November 30, 2022 | 68.19% |
| October 31, 2022 | 68.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.19% |
| August 31, 2022 | 68.19% |
| July 31, 2022 | 68.19% |
| June 30, 2022 | 63.67% |
| May 31, 2022 | 58.40% |
| April 30, 2022 | 56.85% |
| March 31, 2022 | 56.85% |
| February 28, 2022 | 57.39% |
| January 31, 2022 | 57.39% |
| December 31, 2021 | 60.27% |
| November 30, 2021 | 60.27% |
| October 31, 2021 | 60.27% |
| September 30, 2021 | 64.51% |
| August 31, 2021 | 65.88% |
| July 31, 2021 | 65.88% |
| June 30, 2021 | 65.88% |
| May 31, 2021 | 65.88% |
| April 30, 2021 | 65.88% |
| March 31, 2021 | 67.48% |
| February 28, 2021 | 68.45% |
| January 31, 2021 | 74.62% |
| December 31, 2020 | 78.28% |
| November 30, 2020 | 86.68% |
| October 31, 2020 | 88.57% |
| September 30, 2020 | 88.57% |
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
56.85%
Minimum
Mar 2022
89.71%
Maximum
Nov 2019
71.37%
Average
68.19%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Agnico Eagle Mines Ltd | 54.78% |
| Barrick Gold Corp | 52.92% |
| Iamgold Corp | 83.52% |
| Franco-Nevada Corp | 38.29% |
| Puma Exploration Inc | 96.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.714 |
| Beta (5Y) | 1.220 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.19% |
| Historical Sharpe Ratio (5Y) | 0.3501 |
| Historical Sortino (5Y) | 0.716 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.91% |