Seabridge Gold Inc (SEA.TO)
20.69
-0.08
(-0.39%)
CAD |
TSX |
Apr 25, 09:32
Seabridge Gold Max Drawdown (5Y): 59.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 59.29% |
| February 29, 2024 | 59.29% |
| January 31, 2024 | 59.29% |
| December 31, 2023 | 59.29% |
| November 30, 2023 | 59.29% |
| October 31, 2023 | 59.29% |
| September 30, 2023 | 59.29% |
| August 31, 2023 | 59.29% |
| July 31, 2023 | 59.29% |
| June 30, 2023 | 59.29% |
| May 31, 2023 | 59.29% |
| April 30, 2023 | 59.29% |
| March 31, 2023 | 59.29% |
| February 28, 2023 | 59.29% |
| January 31, 2023 | 59.29% |
| December 31, 2022 | 59.29% |
| November 30, 2022 | 59.29% |
| October 31, 2022 | 59.29% |
| September 30, 2022 | 59.29% |
| August 31, 2022 | 59.29% |
| July 31, 2022 | 59.29% |
| June 30, 2022 | 59.29% |
| May 31, 2022 | 59.29% |
| April 30, 2022 | 59.29% |
| March 31, 2022 | 59.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 59.29% |
| January 31, 2022 | 59.29% |
| December 31, 2021 | 59.29% |
| November 30, 2021 | 59.29% |
| October 31, 2021 | 59.29% |
| September 30, 2021 | 60.13% |
| August 31, 2021 | 60.13% |
| July 31, 2021 | 60.13% |
| June 30, 2021 | 60.13% |
| May 31, 2021 | 60.13% |
| April 30, 2021 | 60.13% |
| March 31, 2021 | 60.13% |
| February 28, 2021 | 60.13% |
| January 31, 2021 | 60.13% |
| December 31, 2020 | 60.13% |
| November 30, 2020 | 73.49% |
| October 31, 2020 | 74.58% |
| September 30, 2020 | 74.58% |
| August 31, 2020 | 74.58% |
| July 31, 2020 | 75.97% |
| June 30, 2020 | 78.23% |
| May 31, 2020 | 85.79% |
| April 30, 2020 | 86.78% |
| March 31, 2020 | 86.78% |
| February 29, 2020 | 86.78% |
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
59.29%
Minimum
Oct 2021
86.78%
Maximum
Apr 2019
67.42%
Average
59.71%
Median
Max Drawdown (5Y) Benchmarks
| Pan American Silver Corp | 65.99% |
| Silvercorp Metals Inc | 75.00% |
| Wheaton Precious Metals Corp | 46.39% |
| Osisko Gold Royalties Ltd | 57.66% |
| Lithium Americas Corp | 77.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.543 |
| Beta (5Y) | 0.9372 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.71% |
| Historical Sharpe Ratio (5Y) | 0.0478 |
| Historical Sortino (5Y) | 0.0899 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.64% |