Endeavour Silver Corp (EDR.TO)
3.93
+0.02
(+0.51%)
CAD |
TSX |
May 07, 11:21
Endeavour Silver Max Drawdown (5Y): 79.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.27% |
March 31, 2024 | 79.27% |
February 29, 2024 | 79.27% |
January 31, 2024 | 79.27% |
December 31, 2023 | 79.27% |
November 30, 2023 | 79.27% |
October 31, 2023 | 79.27% |
September 30, 2023 | 79.27% |
August 31, 2023 | 79.27% |
July 31, 2023 | 79.27% |
June 30, 2023 | 79.27% |
May 31, 2023 | 79.27% |
April 30, 2023 | 79.27% |
March 31, 2023 | 79.27% |
February 28, 2023 | 79.27% |
January 31, 2023 | 79.27% |
December 31, 2022 | 79.27% |
November 30, 2022 | 79.27% |
October 31, 2022 | 79.27% |
September 30, 2022 | 79.27% |
August 31, 2022 | 79.27% |
July 31, 2022 | 79.27% |
June 30, 2022 | 79.27% |
May 31, 2022 | 79.27% |
April 30, 2022 | 79.27% |
Date | Value |
---|---|
March 31, 2022 | 79.27% |
February 28, 2022 | 79.27% |
January 31, 2022 | 79.27% |
December 31, 2021 | 79.27% |
November 30, 2021 | 79.27% |
October 31, 2021 | 79.27% |
September 30, 2021 | 79.27% |
August 31, 2021 | 79.27% |
July 31, 2021 | 79.27% |
June 30, 2021 | 79.27% |
May 31, 2021 | 79.27% |
April 30, 2021 | 79.27% |
March 31, 2021 | 79.27% |
February 28, 2021 | 79.27% |
January 31, 2021 | 79.27% |
December 31, 2020 | 79.27% |
November 30, 2020 | 86.80% |
October 31, 2020 | 88.22% |
September 30, 2020 | 88.22% |
August 31, 2020 | 88.22% |
July 31, 2020 | 88.22% |
June 30, 2020 | 88.22% |
May 31, 2020 | 88.22% |
April 30, 2020 | 88.22% |
March 31, 2020 | 88.22% |
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
79.27%
Minimum
Dec 2020
88.22%
Maximum
May 2019
82.08%
Average
79.27%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
B2Gold Corp | 62.63% |
Silvercorp Metals Inc | 75.00% |
Star Diamond Corp | 87.00% |
Fortuna Silver Mines Inc | 79.07% |
Canadian North Resources Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.826 |
Beta (5Y) | 1.747 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.46% |
Historical Sharpe Ratio (5Y) | 0.0323 |
Historical Sortino (5Y) | 0.0913 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.72% |