Sprott Gold Miners ETF (SGDM)
27.72
-0.29
(-1.02%)
USD |
NYSEARCA |
May 23, 12:25
SGDM Max Drawdown (5Y): 49.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.68% |
March 31, 2024 | 49.68% |
February 29, 2024 | 49.68% |
January 31, 2024 | 49.68% |
December 31, 2023 | 49.68% |
November 30, 2023 | 49.68% |
October 31, 2023 | 49.68% |
September 30, 2023 | 49.68% |
August 31, 2023 | 49.68% |
July 31, 2023 | 49.68% |
June 30, 2023 | 49.68% |
May 31, 2023 | 49.68% |
April 30, 2023 | 49.68% |
March 31, 2023 | 49.68% |
February 28, 2023 | 49.68% |
January 31, 2023 | 49.68% |
December 31, 2022 | 49.68% |
November 30, 2022 | 49.68% |
October 31, 2022 | 49.68% |
September 30, 2022 | 49.68% |
August 31, 2022 | 49.17% |
July 31, 2022 | 49.17% |
June 30, 2022 | 49.17% |
May 31, 2022 | 49.17% |
April 30, 2022 | 49.17% |
Date | Value |
---|---|
March 31, 2022 | 49.17% |
February 28, 2022 | 49.17% |
January 31, 2022 | 49.17% |
December 31, 2021 | 49.17% |
November 30, 2021 | 49.17% |
October 31, 2021 | 49.17% |
September 30, 2021 | 49.17% |
August 31, 2021 | 49.17% |
July 31, 2021 | 49.17% |
June 30, 2021 | 49.17% |
May 31, 2021 | 49.17% |
April 30, 2021 | 49.17% |
March 31, 2021 | 49.17% |
February 28, 2021 | 49.17% |
January 31, 2021 | 49.17% |
December 31, 2020 | 49.17% |
November 30, 2020 | 49.17% |
October 31, 2020 | 54.96% |
September 30, 2020 | 54.96% |
August 31, 2020 | 54.96% |
July 31, 2020 | 54.96% |
June 30, 2020 | 54.96% |
May 31, 2020 | 54.96% |
April 30, 2020 | 54.96% |
March 31, 2020 | 54.96% |
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
49.17%
Minimum
Nov 2020
54.96%
Maximum
May 2019
51.08%
Average
49.68%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.996 |
Beta (5Y) | 0.9282 |
Alpha (vs YCharts Benchmark) (5Y) | -2.855 |
Beta (vs YCharts Benchmark) (5Y) | 0.9091 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.18% |
Historical Sharpe Ratio (5Y) | 0.1831 |
Historical Sortino (5Y) | 0.3972 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.68% |