MAG Silver Corp (MAG)
15.56
-0.34
(-2.14%)
USD |
NYAM |
Dec 04, 16:00
15.56
0.00 (0.00%)
After-Hours: 20:00
MAG Silver Max Drawdown (5Y): 72.16% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 72.16% |
| October 31, 2024 | 72.16% |
| September 30, 2024 | 72.16% |
| August 31, 2024 | 72.16% |
| July 31, 2024 | 72.16% |
| June 30, 2024 | 72.16% |
| May 31, 2024 | 72.16% |
| April 30, 2024 | 72.16% |
| March 31, 2024 | 72.16% |
| February 29, 2024 | 72.16% |
| January 31, 2024 | 72.16% |
| December 31, 2023 | 72.16% |
| November 30, 2023 | 72.16% |
| October 31, 2023 | 72.16% |
| September 30, 2023 | 72.16% |
| August 31, 2023 | 72.16% |
| July 31, 2023 | 72.16% |
| June 30, 2023 | 72.16% |
| May 31, 2023 | 72.16% |
| April 30, 2023 | 72.16% |
| March 31, 2023 | 72.16% |
| February 28, 2023 | 72.16% |
| January 31, 2023 | 72.16% |
| December 31, 2022 | 72.16% |
| November 30, 2022 | 72.16% |
| Date | Value |
|---|---|
| October 31, 2022 | 72.16% |
| September 30, 2022 | 72.16% |
| August 31, 2022 | 72.16% |
| July 31, 2022 | 72.16% |
| June 30, 2022 | 72.16% |
| May 31, 2022 | 72.16% |
| April 30, 2022 | 72.16% |
| March 31, 2022 | 72.16% |
| February 28, 2022 | 72.16% |
| January 31, 2022 | 72.16% |
| December 31, 2021 | 72.16% |
| November 30, 2021 | 72.16% |
| October 31, 2021 | 72.16% |
| September 30, 2021 | 72.16% |
| August 31, 2021 | 72.16% |
| July 31, 2021 | 72.16% |
| June 30, 2021 | 72.16% |
| May 31, 2021 | 72.16% |
| April 30, 2021 | 72.16% |
| March 31, 2021 | 72.16% |
| February 28, 2021 | 72.16% |
| January 31, 2021 | 72.16% |
| December 31, 2020 | 72.16% |
| November 30, 2020 | 72.16% |
| October 31, 2020 | 72.16% |
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
65.55%
Minimum
Dec 2019
72.16%
Maximum
Mar 2020
71.83%
Average
72.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Endeavour Silver Corp | 81.13% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| TMC The Metals Co Inc | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.185 |
| Beta (5Y) | 1.071 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.78% |
| Historical Sharpe Ratio (5Y) | 0.0953 |
| Historical Sortino (5Y) | 0.2012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.68% |