McEwen Mining Inc (MUX)
8.38
-0.14
(-1.64%)
USD |
NYSE |
Nov 22, 16:00
8.46
+0.08
(+0.95%)
After-Hours: 20:00
McEwen Mining Max Drawdown (5Y): 89.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.67% |
| September 30, 2024 | 89.67% |
| August 31, 2024 | 89.67% |
| July 31, 2024 | 89.67% |
| June 30, 2024 | 89.67% |
| May 31, 2024 | 89.67% |
| April 30, 2024 | 89.67% |
| March 31, 2024 | 89.67% |
| February 29, 2024 | 89.67% |
| January 31, 2024 | 89.67% |
| December 31, 2023 | 89.67% |
| November 30, 2023 | 89.67% |
| October 31, 2023 | 89.67% |
| September 30, 2023 | 89.67% |
| August 31, 2023 | 89.67% |
| July 31, 2023 | 89.67% |
| June 30, 2023 | 89.67% |
| May 31, 2023 | 89.67% |
| April 30, 2023 | 89.67% |
| March 31, 2023 | 89.67% |
| February 28, 2023 | 89.67% |
| January 31, 2023 | 89.67% |
| December 31, 2022 | 89.67% |
| November 30, 2022 | 89.67% |
| October 31, 2022 | 89.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.67% |
| August 31, 2022 | 89.67% |
| July 31, 2022 | 88.39% |
| June 30, 2022 | 87.74% |
| May 31, 2022 | 87.74% |
| April 30, 2022 | 87.74% |
| 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 | 88.87% |
| November 30, 2020 | 89.86% |
| October 31, 2020 | 90.96% |
| September 30, 2020 | 90.96% |
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
Jan 2021
92.59%
Maximum
Nov 2019
89.56%
Average
89.67%
Median
Aug 2022
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| Rise Gold Corp | 93.66% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.49 |
| Beta (5Y) | 1.431 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.41% |
| Historical Sharpe Ratio (5Y) | -0.2021 |
| Historical Sortino (5Y) | -0.4133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.93% |