Sandstorm Gold Ltd (SAND)
5.80
+0.12
(+2.11%)
USD |
NYSE |
Nov 21, 16:00
5.815
+0.02
(+0.26%)
After-Hours: 20:00
Sandstorm Gold Max Drawdown (5Y): 61.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.31% |
| September 30, 2024 | 61.31% |
| August 31, 2024 | 61.31% |
| July 31, 2024 | 61.31% |
| June 30, 2024 | 61.31% |
| May 31, 2024 | 61.31% |
| April 30, 2024 | 61.31% |
| March 31, 2024 | 61.31% |
| February 29, 2024 | 61.31% |
| January 31, 2024 | 57.40% |
| December 31, 2023 | 57.40% |
| November 30, 2023 | 57.40% |
| October 31, 2023 | 57.40% |
| September 30, 2023 | 55.85% |
| August 31, 2023 | 55.85% |
| July 31, 2023 | 55.85% |
| June 30, 2023 | 55.85% |
| May 31, 2023 | 55.85% |
| April 30, 2023 | 55.85% |
| March 31, 2023 | 55.85% |
| February 28, 2023 | 55.85% |
| January 31, 2023 | 62.09% |
| December 31, 2022 | 62.09% |
| November 30, 2022 | 67.63% |
| October 31, 2022 | 69.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.65% |
| August 31, 2022 | 70.65% |
| July 31, 2022 | 74.32% |
| June 30, 2022 | 75.12% |
| May 31, 2022 | 77.11% |
| April 30, 2022 | 78.63% |
| March 31, 2022 | 78.63% |
| February 28, 2022 | 78.63% |
| January 31, 2022 | 78.63% |
| December 31, 2021 | 78.63% |
| November 30, 2021 | 78.63% |
| October 31, 2021 | 78.63% |
| September 30, 2021 | 78.63% |
| August 31, 2021 | 78.63% |
| July 31, 2021 | 78.63% |
| June 30, 2021 | 78.63% |
| May 31, 2021 | 78.63% |
| April 30, 2021 | 78.63% |
| March 31, 2021 | 78.90% |
| February 28, 2021 | 81.42% |
| January 31, 2021 | 85.14% |
| December 31, 2020 | 86.60% |
| November 30, 2020 | 86.60% |
| October 31, 2020 | 86.60% |
| September 30, 2020 | 86.60% |
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
55.85%
Minimum
Feb 2023
86.60%
Maximum
Nov 2019
72.29%
Average
77.87%
Median
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 89.67% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.44 |
| Beta (5Y) | 1.127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.88% |
| Historical Sharpe Ratio (5Y) | -0.1115 |
| Historical Sortino (5Y) | -0.2135 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.22% |