MAG Silver Corp (MAG)
12.22
-0.14
(-1.17%)
USD |
NYAM |
May 03, 15:33
MAG Silver Max Drawdown (5Y): 72.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.16% |
March 31, 2024 | 72.16% |
February 29, 2024 | 72.16% |
January 31, 2024 | 72.16% |
December 31, 2023 | 72.16% |
November 30, 2023 | 72.16% |
October 31, 2023 | 72.16% |
September 30, 2023 | 72.16% |
August 31, 2023 | 72.16% |
July 31, 2023 | 72.16% |
June 30, 2023 | 72.16% |
May 31, 2023 | 72.16% |
April 30, 2023 | 72.16% |
March 31, 2023 | 72.16% |
February 28, 2023 | 72.16% |
January 31, 2023 | 72.16% |
December 31, 2022 | 72.16% |
November 30, 2022 | 72.16% |
October 31, 2022 | 72.16% |
September 30, 2022 | 72.16% |
August 31, 2022 | 72.16% |
July 31, 2022 | 72.16% |
June 30, 2022 | 72.16% |
May 31, 2022 | 72.16% |
April 30, 2022 | 72.16% |
Date | Value |
---|---|
March 31, 2022 | 72.16% |
February 28, 2022 | 72.16% |
January 31, 2022 | 72.16% |
December 31, 2021 | 72.16% |
November 30, 2021 | 72.16% |
October 31, 2021 | 72.16% |
September 30, 2021 | 72.16% |
August 31, 2021 | 72.16% |
July 31, 2021 | 72.16% |
June 30, 2021 | 72.16% |
May 31, 2021 | 72.16% |
April 30, 2021 | 72.16% |
March 31, 2021 | 72.16% |
February 28, 2021 | 72.16% |
January 31, 2021 | 72.16% |
December 31, 2020 | 72.16% |
November 30, 2020 | 72.16% |
October 31, 2020 | 72.16% |
September 30, 2020 | 72.16% |
August 31, 2020 | 72.16% |
July 31, 2020 | 72.16% |
June 30, 2020 | 72.16% |
May 31, 2020 | 72.16% |
April 30, 2020 | 72.16% |
March 31, 2020 | 72.16% |
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
65.55%
Minimum
May 2019
72.16%
Maximum
Mar 2020
71.06%
Average
72.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Endeavour Silver Corp | 81.13% |
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gold Royalty Corp | -- |
TMC The Metals Co Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.803 |
Beta (5Y) | 1.104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.63% |
Historical Sharpe Ratio (5Y) | 0.0467 |
Historical Sortino (5Y) | 0.0984 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.90% |