Endeavour Silver Corp (EXK)
2.63
-0.04
(-1.50%)
USD |
NYSE |
May 02, 10:10
Endeavour Silver Max Drawdown (5Y): 81.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.13% |
March 31, 2024 | 81.13% |
February 29, 2024 | 81.13% |
January 31, 2024 | 81.13% |
December 31, 2023 | 81.13% |
November 30, 2023 | 81.13% |
October 31, 2023 | 81.13% |
September 30, 2023 | 81.13% |
August 31, 2023 | 81.13% |
July 31, 2023 | 81.13% |
June 30, 2023 | 81.13% |
May 31, 2023 | 81.13% |
April 30, 2023 | 81.13% |
March 31, 2023 | 81.13% |
February 28, 2023 | 81.13% |
January 31, 2023 | 81.13% |
December 31, 2022 | 81.13% |
November 30, 2022 | 81.13% |
October 31, 2022 | 81.13% |
September 30, 2022 | 81.13% |
August 31, 2022 | 81.13% |
July 31, 2022 | 81.13% |
June 30, 2022 | 81.13% |
May 31, 2022 | 81.13% |
April 30, 2022 | 81.13% |
Date | Value |
---|---|
March 31, 2022 | 81.13% |
February 28, 2022 | 81.13% |
January 31, 2022 | 81.13% |
December 31, 2021 | 81.13% |
November 30, 2021 | 81.13% |
October 31, 2021 | 81.13% |
September 30, 2021 | 81.13% |
August 31, 2021 | 81.13% |
July 31, 2021 | 81.13% |
June 30, 2021 | 81.13% |
May 31, 2021 | 81.13% |
April 30, 2021 | 81.13% |
March 31, 2021 | 81.13% |
February 28, 2021 | 81.13% |
January 31, 2021 | 81.17% |
December 31, 2020 | 83.59% |
November 30, 2020 | 90.78% |
October 31, 2020 | 92.11% |
September 30, 2020 | 92.11% |
August 31, 2020 | 92.11% |
July 31, 2020 | 92.11% |
June 30, 2020 | 92.11% |
May 31, 2020 | 92.11% |
April 30, 2020 | 92.11% |
March 31, 2020 | 92.11% |
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
81.13%
Minimum
Feb 2021
92.11%
Maximum
May 2019
84.63%
Average
81.13%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gold Royalty Corp | -- |
TMC The Metals Co Inc | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.02 |
Beta (5Y) | 1.670 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.84% |
Historical Sharpe Ratio (5Y) | 0.0212 |
Historical Sortino (5Y) | 0.0575 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.30% |