Wheaton Precious Metals Corp (WPM)
53.77
+1.08
(+2.05%)
USD |
NYSE |
May 06, 16:00
53.90
+0.13
(+0.24%)
After-Hours: 19:55
Wheaton Precious Metals Max Drawdown (5Y): 46.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.72% |
March 31, 2024 | 46.72% |
February 29, 2024 | 46.72% |
January 31, 2024 | 46.72% |
December 31, 2023 | 46.72% |
November 30, 2023 | 46.72% |
October 31, 2023 | 46.72% |
September 30, 2023 | 46.72% |
August 31, 2023 | 48.64% |
July 31, 2023 | 48.64% |
June 30, 2023 | 48.64% |
May 31, 2023 | 48.64% |
April 30, 2023 | 48.64% |
March 31, 2023 | 48.64% |
February 28, 2023 | 48.64% |
January 31, 2023 | 48.64% |
December 31, 2022 | 48.64% |
November 30, 2022 | 48.64% |
October 31, 2022 | 48.64% |
September 30, 2022 | 48.64% |
August 31, 2022 | 48.64% |
July 31, 2022 | 48.64% |
June 30, 2022 | 48.64% |
May 31, 2022 | 52.60% |
April 30, 2022 | 52.60% |
Date | Value |
---|---|
March 31, 2022 | 52.60% |
February 28, 2022 | 52.60% |
January 31, 2022 | 52.60% |
December 31, 2021 | 52.60% |
November 30, 2021 | 52.60% |
October 31, 2021 | 52.60% |
September 30, 2021 | 56.25% |
August 31, 2021 | 56.25% |
July 31, 2021 | 56.25% |
June 30, 2021 | 56.25% |
May 31, 2021 | 56.25% |
April 30, 2021 | 56.25% |
March 31, 2021 | 56.25% |
February 28, 2021 | 56.25% |
January 31, 2021 | 59.89% |
December 31, 2020 | 59.89% |
November 30, 2020 | 73.38% |
October 31, 2020 | 76.27% |
September 30, 2020 | 76.27% |
August 31, 2020 | 76.27% |
July 31, 2020 | 76.27% |
June 30, 2020 | 76.27% |
May 31, 2020 | 76.27% |
April 30, 2020 | 76.27% |
March 31, 2020 | 76.27% |
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
46.72%
Minimum
Sep 2023
76.27%
Maximum
May 2019
59.00%
Average
52.60%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Newmont Corp | 62.43% |
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gatos Silver Inc | -- |
Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.36 |
Beta (5Y) | 0.7514 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.63% |
Historical Sharpe Ratio (5Y) | 0.4848 |
Historical Sortino (5Y) | 1.074 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.60% |