McEwen Mining Inc (MUX)
10.28
-0.04
(-0.44%)
USD |
NYSE |
May 10, 16:00
10.21
-0.06
(-0.63%)
After-Hours: 20:00
McEwen Mining Max Drawdown (5Y): 88.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.40% |
| March 31, 2024 | 88.40% |
| February 29, 2024 | 88.40% |
| January 31, 2024 | 88.40% |
| December 31, 2023 | 88.40% |
| November 30, 2023 | 88.40% |
| October 31, 2023 | 88.40% |
| September 30, 2023 | 88.40% |
| August 31, 2023 | 88.40% |
| July 31, 2023 | 88.40% |
| June 30, 2023 | 88.40% |
| May 31, 2023 | 88.40% |
| April 30, 2023 | 88.40% |
| March 31, 2023 | 88.40% |
| February 28, 2023 | 88.40% |
| January 31, 2023 | 88.40% |
| December 31, 2022 | 88.40% |
| November 30, 2022 | 88.40% |
| October 31, 2022 | 88.40% |
| September 30, 2022 | 88.40% |
| August 31, 2022 | 88.36% |
| July 31, 2022 | 87.74% |
| June 30, 2022 | 87.74% |
| May 31, 2022 | 87.74% |
| April 30, 2022 | 87.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 87.74% |
| February 28, 2022 | 87.74% |
| January 31, 2022 | 87.74% |
| December 31, 2021 | 87.74% |
| November 30, 2021 | 87.74% |
| October 31, 2021 | 87.74% |
| September 30, 2021 | 87.74% |
| August 31, 2021 | 87.74% |
| July 31, 2021 | 87.74% |
| June 30, 2021 | 87.74% |
| May 31, 2021 | 87.74% |
| April 30, 2021 | 87.74% |
| March 31, 2021 | 87.74% |
| February 28, 2021 | 87.74% |
| January 31, 2021 | 87.74% |
| December 31, 2020 | 87.74% |
| November 30, 2020 | 87.74% |
| October 31, 2020 | 88.87% |
| September 30, 2020 | 89.86% |
| August 31, 2020 | 90.96% |
| July 31, 2020 | 90.96% |
| June 30, 2020 | 91.29% |
| May 31, 2020 | 92.28% |
| April 30, 2020 | 92.59% |
| March 31, 2020 | 92.59% |
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
87.74%
Minimum
Nov 2020
92.59%
Maximum
May 2019
89.24%
Average
88.40%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Gatos Silver Inc | -- |
| Seabridge Gold Inc | 61.10% |
| Austin Gold Corp | -- |
| Rise Gold Corp | 99.24% |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.17 |
| Beta (5Y) | 1.478 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.03% |
| Historical Sharpe Ratio (5Y) | -0.0863 |
| Historical Sortino (5Y) | -0.1719 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.83% |