MAG Silver Corp (MAG.TO)
20.71
-0.54
(-2.54%)
CAD |
TSX |
Nov 13, 16:00
MAG Silver Max Drawdown (5Y): 69.29% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 69.29% |
| August 31, 2024 | 69.29% |
| July 31, 2024 | 69.29% |
| June 30, 2024 | 69.29% |
| May 31, 2024 | 69.29% |
| April 30, 2024 | 69.29% |
| March 31, 2024 | 69.29% |
| February 29, 2024 | 69.29% |
| January 31, 2024 | 69.29% |
| December 31, 2023 | 69.29% |
| November 30, 2023 | 69.29% |
| October 31, 2023 | 69.29% |
| September 30, 2023 | 69.29% |
| August 31, 2023 | 69.29% |
| July 31, 2023 | 69.29% |
| June 30, 2023 | 69.29% |
| May 31, 2023 | 69.29% |
| April 30, 2023 | 69.29% |
| March 31, 2023 | 69.29% |
| February 28, 2023 | 69.29% |
| January 31, 2023 | 69.29% |
| December 31, 2022 | 69.29% |
| November 30, 2022 | 69.29% |
| October 31, 2022 | 69.29% |
| September 30, 2022 | 69.29% |
| Date | Value |
|---|---|
| August 31, 2022 | 69.29% |
| July 31, 2022 | 69.29% |
| June 30, 2022 | 69.29% |
| May 31, 2022 | 69.29% |
| April 30, 2022 | 69.29% |
| March 31, 2022 | 69.29% |
| February 28, 2022 | 69.29% |
| January 31, 2022 | 69.29% |
| December 31, 2021 | 69.29% |
| November 30, 2021 | 69.29% |
| October 31, 2021 | 69.29% |
| September 30, 2021 | 69.29% |
| August 31, 2021 | 69.29% |
| July 31, 2021 | 69.29% |
| June 30, 2021 | 69.29% |
| May 31, 2021 | 69.29% |
| April 30, 2021 | 69.29% |
| March 31, 2021 | 69.29% |
| February 28, 2021 | 69.29% |
| January 31, 2021 | 69.29% |
| December 31, 2020 | 69.29% |
| November 30, 2020 | 69.29% |
| October 31, 2020 | 69.29% |
| September 30, 2020 | 69.29% |
| August 31, 2020 | 69.29% |
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
64.88%
Minimum
Nov 2019
69.29%
Maximum
Mar 2020
68.99%
Average
69.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Majestic Silver Corp | 79.71% |
| Apollo Silver Corp | 94.05% |
| Taiga Building Products Ltd | 63.22% |
| Centerra Gold Inc | 71.24% |
| Bee Vectoring Technologies International Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.750 |
| Beta (5Y) | 1.092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.96% |
| Historical Sharpe Ratio (5Y) | 0.0765 |
| Historical Sortino (5Y) | 0.1609 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.86% |