Endeavour Silver Corp (EXK)

3.655 -0.08 (-2.27%) USD  |  NYSE  |  Dec 27, 15:46
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Endeavour Silver Max Drawdown (5Y): 81.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Seabridge Gold Inc 61.10%
McEwen Mining Inc 89.67%
Gold Royalty Corp --
TMC The Metals Co Inc --
Austin Gold Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.795
Beta (5Y) 1.622
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 79.44%
Historical Sharpe Ratio (5Y) 0.1494
Historical Sortino (5Y) 0.4009
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.75%