Serabi Gold PLC (SBI.TO)
1.59
+0.02
(+1.27%)
CAD |
TSX |
Nov 22, 16:00
Serabi Gold Max Drawdown (5Y): 84.34% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 84.34% |
| August 31, 2024 | 84.34% |
| July 31, 2024 | 84.34% |
| June 30, 2024 | 84.34% |
| May 31, 2024 | 84.34% |
| April 30, 2024 | 84.34% |
| March 31, 2024 | 84.34% |
| February 29, 2024 | 84.34% |
| January 31, 2024 | 84.34% |
| December 31, 2023 | 84.34% |
| November 30, 2023 | 84.34% |
| October 31, 2023 | 84.34% |
| September 30, 2023 | 84.34% |
| August 31, 2023 | 84.34% |
| July 31, 2023 | 84.34% |
| June 30, 2023 | 84.34% |
| May 31, 2023 | 84.34% |
| April 30, 2023 | 84.34% |
| March 31, 2023 | 84.34% |
| February 28, 2023 | 84.34% |
| January 31, 2023 | 84.34% |
| December 31, 2022 | 84.34% |
| November 30, 2022 | 84.34% |
| October 31, 2022 | 84.34% |
| September 30, 2022 | 81.60% |
| Date | Value |
|---|---|
| August 31, 2022 | 81.60% |
| July 31, 2022 | 81.60% |
| June 30, 2022 | 81.60% |
| May 31, 2022 | 81.60% |
| April 30, 2022 | 81.60% |
| March 31, 2022 | 81.60% |
| February 28, 2022 | 81.60% |
| January 31, 2022 | 81.60% |
| December 31, 2021 | 81.60% |
| November 30, 2021 | 81.60% |
| October 31, 2021 | 81.60% |
| September 30, 2021 | 81.60% |
| August 31, 2021 | 81.60% |
| July 31, 2021 | 81.60% |
| June 30, 2021 | 81.60% |
| May 31, 2021 | 81.60% |
| April 30, 2021 | 81.60% |
| March 31, 2021 | 81.60% |
| February 28, 2021 | 84.95% |
| January 31, 2021 | 86.02% |
| December 31, 2020 | 86.02% |
| November 30, 2020 | 90.91% |
| October 31, 2020 | 90.91% |
| September 30, 2020 | 90.91% |
| August 31, 2020 | 90.91% |
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
81.60%
Minimum
Mar 2021
90.91%
Maximum
Nov 2019
84.97%
Average
84.34%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Ecora Resources PLC | 66.09% |
| Endeavour Mining PLC | 39.43% |
| Meridian Mining UK Societas | 96.43% |
| SolGold PLC | 83.80% |
| Condor Gold PLC | 83.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.88 |
| Beta (5Y) | 1.608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.55% |
| Historical Sharpe Ratio (5Y) | -0.0104 |
| Historical Sortino (5Y) | -0.0218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.41% |