Newmont Corp (NEM)
48.27
+0.19
(+0.40%)
USD |
NYSE |
Mar 31, 16:00
48.27
0.00 (0.00%)
After-Hours: 16:02
Newmont Max Drawdown (5Y): 62.43% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Coeur Mining Inc | 83.98% |
| Comstock Inc | 98.20% |
| Vista Gold Corp | 81.58% |
| Gold Resource Corp | 97.76% |
| Contango Ore Inc | 72.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.916 |
| Beta (5Y) | 0.5406 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.47% |
| Historical Sharpe Ratio (5Y) | -0.0051 |
| Historical Sortino (5Y) | -0.0086 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.06% |