Ero Copper Corp (ERO)
15.89
-0.04
(-0.25%)
USD |
NYSE |
Nov 21, 16:00
15.90
0.00 (0.00%)
After-Hours: 20:00
Ero Copper Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Freeport-McMoRan Inc | 76.54% |
| Seabridge Gold Inc | 61.10% |
| Gold Royalty Corp | -- |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.15 |
| Beta (5Y) | 1.827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.88% |
| Historical Sharpe Ratio (5Y) | 0.1047 |
| Historical Sortino (5Y) | 0.1713 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.97% |