Agnico Eagle Mines Ltd (AEM)
65.04
-0.08
(-0.12%)
USD |
NYSE |
May 03, 16:00
64.98
-0.06
(-0.09%)
Pre-Market: 20:00
Agnico Eagle Mines Max Drawdown (5Y): 54.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.18% |
| March 31, 2024 | 54.18% |
| February 29, 2024 | 54.18% |
| January 31, 2024 | 54.18% |
| December 31, 2023 | 54.18% |
| November 30, 2023 | 54.18% |
| October 31, 2023 | 54.18% |
| September 30, 2023 | 54.18% |
| August 31, 2023 | 54.18% |
| July 31, 2023 | 54.18% |
| June 30, 2023 | 54.18% |
| May 31, 2023 | 54.18% |
| April 30, 2023 | 54.18% |
| March 31, 2023 | 54.18% |
| February 28, 2023 | 54.18% |
| January 31, 2023 | 54.18% |
| December 31, 2022 | 54.18% |
| November 30, 2022 | 54.18% |
| October 31, 2022 | 54.18% |
| September 30, 2022 | 54.18% |
| August 31, 2022 | 53.53% |
| July 31, 2022 | 53.53% |
| June 30, 2022 | 44.89% |
| May 31, 2022 | 44.89% |
| April 30, 2022 | 44.89% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.89% |
| February 28, 2022 | 44.89% |
| January 31, 2022 | 44.89% |
| December 31, 2021 | 44.28% |
| November 30, 2021 | 44.28% |
| October 31, 2021 | 44.28% |
| September 30, 2021 | 44.28% |
| August 31, 2021 | 44.28% |
| July 31, 2021 | 44.28% |
| June 30, 2021 | 44.28% |
| May 31, 2021 | 44.28% |
| April 30, 2021 | 44.28% |
| March 31, 2021 | 44.28% |
| February 28, 2021 | 44.28% |
| January 31, 2021 | 46.34% |
| December 31, 2020 | 48.90% |
| November 30, 2020 | 55.53% |
| October 31, 2020 | 59.98% |
| September 30, 2020 | 62.57% |
| August 31, 2020 | 64.66% |
| July 31, 2020 | 64.66% |
| June 30, 2020 | 73.32% |
| May 31, 2020 | 73.96% |
| April 30, 2020 | 73.96% |
| March 31, 2020 | 73.96% |
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
44.28%
Minimum
Feb 2021
73.96%
Maximum
May 2019
56.41%
Average
54.18%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Newmont Corp | 62.43% |
| McEwen Mining Inc | 88.40% |
| Gold Royalty Corp | -- |
| Seabridge Gold Inc | 61.10% |
| Gatos Silver Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.134 |
| Beta (5Y) | 1.041 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.16% |
| Historical Sharpe Ratio (5Y) | 0.2246 |
| Historical Sortino (5Y) | 0.4535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.36% |