Sierra Metals Inc (SMT.TO)
0.94
+0.01
(+1.08%)
CAD |
TSX |
May 21, 16:00
Sierra Metals Max Drawdown (5Y): 97.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.27% |
| March 31, 2024 | 97.27% |
| February 29, 2024 | 97.27% |
| January 31, 2024 | 97.27% |
| December 31, 2023 | 97.27% |
| November 30, 2023 | 97.27% |
| October 31, 2023 | 97.27% |
| September 30, 2023 | 97.27% |
| August 31, 2023 | 97.27% |
| July 31, 2023 | 97.27% |
| June 30, 2023 | 97.27% |
| May 31, 2023 | 97.27% |
| April 30, 2023 | 97.27% |
| March 31, 2023 | 97.27% |
| February 28, 2023 | 97.27% |
| January 31, 2023 | 97.27% |
| December 31, 2022 | 97.27% |
| November 30, 2022 | 95.17% |
| October 31, 2022 | 95.17% |
| September 30, 2022 | 88.25% |
| August 31, 2022 | 87.62% |
| July 31, 2022 | 84.05% |
| June 30, 2022 | 78.39% |
| May 31, 2022 | 78.39% |
| April 30, 2022 | 76.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 74.73% |
| February 28, 2022 | 74.73% |
| January 31, 2022 | 74.73% |
| December 31, 2021 | 74.73% |
| November 30, 2021 | 74.73% |
| October 31, 2021 | 74.73% |
| September 30, 2021 | 74.73% |
| August 31, 2021 | 74.73% |
| July 31, 2021 | 74.73% |
| June 30, 2021 | 74.73% |
| May 31, 2021 | 74.73% |
| April 30, 2021 | 74.73% |
| March 31, 2021 | 74.73% |
| February 28, 2021 | 74.73% |
| January 31, 2021 | 74.73% |
| December 31, 2020 | 74.73% |
| November 30, 2020 | 74.73% |
| October 31, 2020 | 74.73% |
| September 30, 2020 | 74.73% |
| August 31, 2020 | 74.73% |
| July 31, 2020 | 74.80% |
| June 30, 2020 | 74.80% |
| May 31, 2020 | 74.80% |
| April 30, 2020 | 74.80% |
| March 31, 2020 | 74.80% |
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
74.73%
Minimum
Aug 2020
97.27%
Maximum
Dec 2022
82.56%
Average
74.80%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Teck Resources Ltd | 76.93% |
| Ivanhoe Mines Ltd | 61.25% |
| Foran Mining Corp | 86.67% |
| Filo Corp | 67.11% |
| Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.89 |
| Beta (5Y) | 2.196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.97% |
| Historical Sharpe Ratio (5Y) | -0.176 |
| Historical Sortino (5Y) | -0.3635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.54% |