Pan American Silver Corp (PAAS.TO)
26.09
+0.18
(+0.69%)
CAD |
TSX |
Apr 26, 12:26
Pan American Silver Max Drawdown (5Y): 65.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 65.99% |
| February 29, 2024 | 65.99% |
| January 31, 2024 | 63.41% |
| December 31, 2023 | 63.41% |
| November 30, 2023 | 63.41% |
| October 31, 2023 | 63.41% |
| September 30, 2023 | 63.41% |
| August 31, 2023 | 63.41% |
| July 31, 2023 | 63.41% |
| June 30, 2023 | 63.41% |
| May 31, 2023 | 63.41% |
| April 30, 2023 | 63.41% |
| March 31, 2023 | 63.41% |
| February 28, 2023 | 63.41% |
| January 31, 2023 | 63.41% |
| December 31, 2022 | 63.41% |
| November 30, 2022 | 63.41% |
| October 31, 2022 | 62.09% |
| September 30, 2022 | 62.09% |
| August 31, 2022 | 61.16% |
| July 31, 2022 | 54.12% |
| June 30, 2022 | 50.07% |
| May 31, 2022 | 48.78% |
| April 30, 2022 | 48.78% |
| March 31, 2022 | 48.78% |
| Date | Value |
|---|---|
| February 28, 2022 | 48.78% |
| January 31, 2022 | 48.78% |
| December 31, 2021 | 48.78% |
| November 30, 2021 | 48.78% |
| October 31, 2021 | 48.78% |
| September 30, 2021 | 48.78% |
| August 31, 2021 | 48.78% |
| July 31, 2021 | 48.78% |
| June 30, 2021 | 48.78% |
| May 31, 2021 | 48.78% |
| April 30, 2021 | 48.78% |
| March 31, 2021 | 48.78% |
| February 28, 2021 | 48.78% |
| January 31, 2021 | 53.97% |
| December 31, 2020 | 55.18% |
| November 30, 2020 | 73.43% |
| October 31, 2020 | 77.30% |
| September 30, 2020 | 77.30% |
| August 31, 2020 | 77.30% |
| July 31, 2020 | 77.30% |
| June 30, 2020 | 77.92% |
| May 31, 2020 | 78.98% |
| April 30, 2020 | 78.98% |
| March 31, 2020 | 78.98% |
| February 29, 2020 | 78.98% |
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
48.78%
Minimum
Feb 2021
78.98%
Maximum
Apr 2019
63.81%
Average
63.41%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Wheaton Precious Metals Corp | 46.39% |
| Agnico Eagle Mines Ltd | 54.78% |
| Barrick Gold Corp | 52.92% |
| First Majestic Silver Corp | 79.71% |
| Osisko Gold Royalties Ltd | 57.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.584 |
| Beta (5Y) | 1.349 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.35% |
| Historical Sharpe Ratio (5Y) | 0.0579 |
| Historical Sortino (5Y) | 0.1175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.09% |