Santacruz Silver Mining Ltd (SCZ.V)
0.255
-0.02
(-5.56%)
CAD |
TSXV |
Nov 14, 16:00
Santacruz Silver Mining Max Drawdown (5Y): 87.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.07% |
| September 30, 2024 | 87.07% |
| August 31, 2024 | 87.07% |
| July 31, 2024 | 87.07% |
| June 30, 2024 | 87.07% |
| May 31, 2024 | 87.07% |
| April 30, 2024 | 90.91% |
| March 31, 2024 | 93.43% |
| February 29, 2024 | 95.45% |
| January 31, 2024 | 95.45% |
| December 31, 2023 | 95.45% |
| November 30, 2023 | 95.45% |
| October 31, 2023 | 95.45% |
| September 30, 2023 | 95.45% |
| August 31, 2023 | 95.45% |
| July 31, 2023 | 95.45% |
| June 30, 2023 | 95.45% |
| May 31, 2023 | 95.45% |
| April 30, 2023 | 95.45% |
| March 31, 2023 | 95.45% |
| February 28, 2023 | 95.45% |
| January 31, 2023 | 95.45% |
| December 31, 2022 | 95.45% |
| November 30, 2022 | 95.45% |
| October 31, 2022 | 95.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.05% |
| August 31, 2022 | 96.05% |
| July 31, 2022 | 96.05% |
| June 30, 2022 | 96.05% |
| May 31, 2022 | 96.05% |
| April 30, 2022 | 96.05% |
| March 31, 2022 | 96.05% |
| February 28, 2022 | 96.05% |
| January 31, 2022 | 96.05% |
| December 31, 2021 | 96.05% |
| November 30, 2021 | 96.05% |
| October 31, 2021 | 96.05% |
| September 30, 2021 | 96.05% |
| August 31, 2021 | 96.05% |
| July 31, 2021 | 96.05% |
| June 30, 2021 | 96.05% |
| May 31, 2021 | 96.05% |
| April 30, 2021 | 96.05% |
| March 31, 2021 | 96.05% |
| February 28, 2021 | 96.05% |
| January 31, 2021 | 96.05% |
| December 31, 2020 | 96.05% |
| November 30, 2020 | 96.59% |
| October 31, 2020 | 96.59% |
| September 30, 2020 | 96.59% |
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
87.07%
Minimum
May 2024
96.59%
Maximum
Nov 2019
94.97%
Average
96.05%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| St-Georges Eco-Mining Corp | 98.78% |
| 37 Capital Inc | 99.00% |
| Renforth Resources Inc | 91.30% |
| Winston Gold Corp | 94.59% |
| Giant Mining Corp | 99.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.295 |
| Beta (5Y) | 2.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.52% |
| Historical Sharpe Ratio (5Y) | 0.1903 |
| Historical Sortino (5Y) | 0.4687 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.09% |