Ero Copper Corp (ERO)
20.82
+0.38
(+1.86%)
USD |
NYSE |
May 03, 16:00
20.81
-0.01
(-0.05%)
After-Hours: 20:00
Ero Copper Max Drawdown (5Y): 67.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.17% |
March 31, 2024 | 67.17% |
February 29, 2024 | 67.17% |
January 31, 2024 | 67.17% |
December 31, 2023 | 67.17% |
November 30, 2023 | 67.17% |
October 31, 2023 | 67.17% |
September 30, 2023 | 67.17% |
August 31, 2023 | 67.17% |
July 31, 2023 | 67.17% |
June 30, 2023 | 67.17% |
May 31, 2023 | 67.17% |
April 30, 2023 | 67.17% |
March 31, 2023 | 67.17% |
February 28, 2023 | 67.17% |
January 31, 2023 | 67.17% |
December 31, 2022 | 67.17% |
November 30, 2022 | 67.17% |
October 31, 2022 | 67.17% |
September 30, 2022 | 67.17% |
August 31, 2022 | 67.17% |
July 31, 2022 | 67.17% |
June 30, 2022 | 67.17% |
May 31, 2022 | 67.17% |
April 30, 2022 | 67.17% |
Date | Value |
---|---|
March 31, 2022 | 67.17% |
February 28, 2022 | 67.17% |
January 31, 2022 | 67.17% |
December 31, 2021 | 67.17% |
November 30, 2021 | 67.17% |
October 31, 2021 | 67.17% |
September 30, 2021 | 67.17% |
August 31, 2021 | 67.17% |
July 31, 2021 | 67.17% |
June 30, 2021 | 67.17% |
May 31, 2021 | 67.17% |
April 30, 2021 | 67.17% |
March 31, 2021 | 67.17% |
February 28, 2021 | 67.17% |
January 31, 2021 | 67.17% |
December 31, 2020 | 67.17% |
November 30, 2020 | 67.17% |
October 31, 2020 | 67.17% |
September 30, 2020 | 67.17% |
August 31, 2020 | 67.17% |
July 31, 2020 | 67.17% |
June 30, 2020 | 67.17% |
May 31, 2020 | 67.17% |
April 30, 2020 | 67.17% |
March 31, 2020 | 67.17% |
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
29.21%
Minimum
May 2019
67.17%
Maximum
Mar 2020
61.70%
Average
67.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Freeport-McMoRan Inc | 74.00% |
Southern Copper Corp | 55.38% |
Endeavour Silver Corp | 81.13% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.59 |
Beta (5Y) | 1.911 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.64% |
Historical Sharpe Ratio (5Y) | 0.1228 |
Historical Sortino (5Y) | 0.2052 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.43% |