Newmont Corp (NEM)
39.02
+0.47
(+1.22%)
USD |
NYSE |
Apr 19, 16:00
39.05
+0.03
(+0.08%)
Pre-Market: 20:00
Newmont Max Drawdown (5Y): 62.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.43% |
| February 29, 2024 | 62.43% |
| January 31, 2024 | 57.70% |
| December 31, 2023 | 57.70% |
| November 30, 2023 | 57.70% |
| October 31, 2023 | 56.13% |
| September 30, 2023 | 54.82% |
| August 31, 2023 | 54.82% |
| July 31, 2023 | 54.82% |
| June 30, 2023 | 54.82% |
| May 31, 2023 | 54.82% |
| April 30, 2023 | 54.82% |
| March 31, 2023 | 54.82% |
| February 28, 2023 | 54.82% |
| January 31, 2023 | 54.82% |
| December 31, 2022 | 54.82% |
| November 30, 2022 | 54.82% |
| October 31, 2022 | 51.85% |
| September 30, 2022 | 51.85% |
| August 31, 2022 | 51.18% |
| July 31, 2022 | 47.37% |
| June 30, 2022 | 34.32% |
| May 31, 2022 | 34.32% |
| April 30, 2022 | 40.41% |
| March 31, 2022 | 40.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 40.41% |
| January 31, 2022 | 40.41% |
| December 31, 2021 | 40.41% |
| November 30, 2021 | 40.41% |
| October 31, 2021 | 40.41% |
| September 30, 2021 | 47.31% |
| August 31, 2021 | 47.31% |
| July 31, 2021 | 47.31% |
| June 30, 2021 | 47.31% |
| May 31, 2021 | 47.31% |
| April 30, 2021 | 47.31% |
| March 31, 2021 | 51.11% |
| February 28, 2021 | 52.03% |
| January 31, 2021 | 60.25% |
| December 31, 2020 | 62.25% |
| November 30, 2020 | 69.70% |
| October 31, 2020 | 75.37% |
| September 30, 2020 | 75.37% |
| August 31, 2020 | 75.37% |
| July 31, 2020 | 75.37% |
| June 30, 2020 | 76.55% |
| May 31, 2020 | 76.55% |
| April 30, 2020 | 76.55% |
| March 31, 2020 | 76.55% |
| February 29, 2020 | 76.55% |
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
34.32%
Minimum
May 2022
76.55%
Maximum
Apr 2019
59.00%
Average
54.82%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Freeport-McMoRan Inc | 74.00% |
| Royal Gold Inc | 49.55% |
| Coeur Mining Inc | 83.98% |
| Hecla Mining Co | 79.94% |
| Dakota Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.944 |
| Beta (5Y) | 0.5053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.87% |
| Historical Sharpe Ratio (5Y) | 0.0448 |
| Historical Sortino (5Y) | 0.0824 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.44% |