Ero Copper Corp (ERO)
20.66
+1.58
(+8.28%)
USD |
NYSE |
Apr 26, 14:20
Ero Copper Max Drawdown (5Y): 67.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.17% |
February 29, 2024 | 67.17% |
January 31, 2024 | 67.17% |
December 31, 2023 | 67.17% |
November 30, 2023 | 67.17% |
October 31, 2023 | 67.17% |
September 30, 2023 | 67.17% |
August 31, 2023 | 67.17% |
July 31, 2023 | 67.17% |
June 30, 2023 | 67.17% |
May 31, 2023 | 67.17% |
April 30, 2023 | 67.17% |
March 31, 2023 | 67.17% |
February 28, 2023 | 67.17% |
January 31, 2023 | 67.17% |
December 31, 2022 | 67.17% |
November 30, 2022 | 67.17% |
October 31, 2022 | 67.17% |
September 30, 2022 | 67.17% |
August 31, 2022 | 67.17% |
July 31, 2022 | 67.17% |
June 30, 2022 | 67.17% |
May 31, 2022 | 67.17% |
April 30, 2022 | 67.17% |
March 31, 2022 | 67.17% |
Date | Value |
---|---|
February 28, 2022 | 67.17% |
January 31, 2022 | 67.17% |
December 31, 2021 | 67.17% |
November 30, 2021 | 67.17% |
October 31, 2021 | 67.17% |
September 30, 2021 | 67.17% |
August 31, 2021 | 67.17% |
July 31, 2021 | 67.17% |
June 30, 2021 | 67.17% |
May 31, 2021 | 67.17% |
April 30, 2021 | 67.17% |
March 31, 2021 | 67.17% |
February 28, 2021 | 67.17% |
January 31, 2021 | 67.17% |
December 31, 2020 | 67.17% |
November 30, 2020 | 67.17% |
October 31, 2020 | 67.17% |
September 30, 2020 | 67.17% |
August 31, 2020 | 67.17% |
July 31, 2020 | 67.17% |
June 30, 2020 | 67.17% |
May 31, 2020 | 67.17% |
April 30, 2020 | 67.17% |
March 31, 2020 | 67.17% |
February 29, 2020 | 44.56% |
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
29.21%
Minimum
Apr 2019
67.17%
Maximum
Mar 2020
61.06%
Average
67.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Southern Copper Corp | 55.38% |
Freeport-McMoRan Inc | 74.00% |
Endeavour Silver Corp | 81.13% |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.14 |
Beta (5Y) | 1.967 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.97% |
Historical Sharpe Ratio (5Y) | 0.1553 |
Historical Sortino (5Y) | 0.2614 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.43% |