Newmont Corp (NGT.TO)
57.21
-0.54
(-0.94%)
CAD |
TSX |
Nov 14, 16:00
Newmont Max Drawdown (5Y): 59.66% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 59.66% |
| August 31, 2024 | 59.66% |
| July 31, 2024 | 59.66% |
| June 30, 2024 | 59.66% |
| May 31, 2024 | 59.66% |
| April 30, 2024 | 59.66% |
| March 31, 2024 | 59.66% |
| February 29, 2024 | 59.66% |
| January 31, 2024 | 54.10% |
| December 31, 2023 | 53.72% |
| November 30, 2023 | 53.72% |
| October 31, 2023 | 52.34% |
| September 30, 2023 | 50.79% |
| August 31, 2023 | 50.79% |
| July 31, 2023 | 50.79% |
| June 30, 2023 | 50.79% |
| May 31, 2023 | 50.79% |
| April 30, 2023 | 50.79% |
| March 31, 2023 | 50.79% |
| February 28, 2023 | 50.79% |
| January 31, 2023 | 50.79% |
| December 31, 2022 | 50.79% |
| November 30, 2022 | 50.79% |
| October 31, 2022 | 49.62% |
| September 30, 2022 | 49.62% |
| Date | Value |
|---|---|
| August 31, 2022 | 49.18% |
| July 31, 2022 | 46.36% |
| June 30, 2022 | 28.33% |
| May 31, 2022 | 27.00% |
| April 30, 2022 | 27.00% |
| March 31, 2022 | 27.00% |
| February 28, 2022 | 27.00% |
| January 31, 2022 | 27.00% |
| December 31, 2021 | 27.00% |
| November 30, 2021 | 27.00% |
| October 31, 2021 | 27.00% |
| September 30, 2021 | 26.55% |
| August 31, 2021 | 26.55% |
| July 31, 2021 | 26.55% |
| June 30, 2021 | 26.55% |
| May 31, 2021 | 26.55% |
| April 30, 2021 | 26.55% |
| March 31, 2021 | 26.55% |
| February 28, 2021 | 26.06% |
| January 31, 2021 | 22.74% |
| December 31, 2020 | 22.74% |
| November 30, 2020 | 22.74% |
| October 31, 2020 | 22.74% |
| September 30, 2020 | 22.74% |
| August 31, 2020 | 22.74% |
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
10.66%
Minimum
Nov 2019
59.66%
Maximum
Feb 2024
37.10%
Average
27.00%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Scandium International Mining Corp | 95.38% |
| Running Fox Resource Corp | 90.91% |
| Western Magnesium Corp | 89.66% |
| Lion Copper and Gold Corp | 84.75% |
| Taranis Resources Inc | 73.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.876 |
| Beta (5Y) | 0.5463 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.84% |
| Historical Sharpe Ratio (5Y) | 0.2429 |
| Historical Sortino (5Y) | 0.432 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.46% |