Southern Copper Corp (SCCO)
110.99
+0.89
(+0.81%)
USD |
NYSE |
Nov 04, 13:20
Southern Copper Max Drawdown (5Y): 55.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.38% |
| September 30, 2024 | 55.38% |
| August 31, 2024 | 55.38% |
| July 31, 2024 | 55.38% |
| June 30, 2024 | 55.38% |
| May 31, 2024 | 55.38% |
| April 30, 2024 | 55.38% |
| March 31, 2024 | 55.38% |
| February 29, 2024 | 55.38% |
| January 31, 2024 | 55.38% |
| December 31, 2023 | 55.38% |
| November 30, 2023 | 55.38% |
| October 31, 2023 | 55.38% |
| September 30, 2023 | 55.38% |
| August 31, 2023 | 55.38% |
| July 31, 2023 | 55.38% |
| June 30, 2023 | 55.38% |
| May 31, 2023 | 55.38% |
| April 30, 2023 | 55.38% |
| March 31, 2023 | 55.38% |
| February 28, 2023 | 55.38% |
| January 31, 2023 | 55.38% |
| December 31, 2022 | 55.38% |
| November 30, 2022 | 55.38% |
| October 31, 2022 | 55.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.38% |
| August 31, 2022 | 55.38% |
| July 31, 2022 | 55.38% |
| June 30, 2022 | 55.38% |
| May 31, 2022 | 55.38% |
| April 30, 2022 | 55.38% |
| March 31, 2022 | 55.38% |
| February 28, 2022 | 55.38% |
| January 31, 2022 | 55.38% |
| December 31, 2021 | 55.38% |
| November 30, 2021 | 55.38% |
| October 31, 2021 | 55.38% |
| September 30, 2021 | 55.38% |
| August 31, 2021 | 55.38% |
| July 31, 2021 | 55.38% |
| June 30, 2021 | 55.38% |
| May 31, 2021 | 55.38% |
| April 30, 2021 | 55.38% |
| March 31, 2021 | 55.38% |
| February 28, 2021 | 55.38% |
| January 31, 2021 | 55.38% |
| December 31, 2020 | 55.38% |
| November 30, 2020 | 55.38% |
| October 31, 2020 | 55.38% |
| September 30, 2020 | 55.38% |
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
47.79%
Minimum
Nov 2019
55.38%
Maximum
Mar 2020
54.87%
Average
55.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Freeport-McMoRan Inc | 74.00% |
| Idaho Copper Corp | 99.99% |
| Pershing Resources Co Inc | 97.24% |
| Nevada Copper Corp | 99.36% |
| Ivanhoe Electric Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.72 |
| Beta (5Y) | 1.186 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.79% |
| Historical Sharpe Ratio (5Y) | 0.7485 |
| Historical Sortino (5Y) | 1.305 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.03% |