Sprott Junior Gold Miners ETF (SGDJ)
32.23
+0.06
(+0.19%)
USD |
NYSEARCA |
Apr 24, 16:00
32.11
-0.12
(-0.37%)
After-Hours: 20:00
SGDJ Max Drawdown (5Y): 59.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 59.26% |
| February 29, 2024 | 59.26% |
| January 31, 2024 | 59.26% |
| December 31, 2023 | 59.26% |
| November 30, 2023 | 59.26% |
| October 31, 2023 | 59.26% |
| September 30, 2023 | 59.26% |
| August 31, 2023 | 59.26% |
| July 31, 2023 | 59.26% |
| June 30, 2023 | 59.26% |
| May 31, 2023 | 59.26% |
| April 30, 2023 | 59.26% |
| March 31, 2023 | 59.26% |
| February 28, 2023 | 59.26% |
| January 31, 2023 | 59.26% |
| December 31, 2022 | 59.26% |
| November 30, 2022 | 59.26% |
| October 31, 2022 | 59.26% |
| September 30, 2022 | 59.26% |
| August 31, 2022 | 59.26% |
| July 31, 2022 | 59.26% |
| June 30, 2022 | 59.26% |
| May 31, 2022 | 59.26% |
| April 30, 2022 | 59.26% |
| March 31, 2022 | 59.26% |
| Date | Value |
|---|---|
| February 28, 2022 | 59.26% |
| January 31, 2022 | 59.26% |
| December 31, 2021 | 59.26% |
| November 30, 2021 | 59.26% |
| October 31, 2021 | 59.26% |
| September 30, 2021 | 59.26% |
| August 31, 2021 | 59.26% |
| July 31, 2021 | 59.26% |
| June 30, 2021 | 59.26% |
| May 31, 2021 | 59.26% |
| April 30, 2021 | 59.26% |
| March 31, 2021 | 59.26% |
| February 28, 2021 | 59.26% |
| January 31, 2021 | 59.26% |
| December 31, 2020 | 59.26% |
| November 30, 2020 | 59.26% |
| October 31, 2020 | 59.26% |
| September 30, 2020 | 59.26% |
| August 31, 2020 | 59.26% |
| July 31, 2020 | 59.26% |
| June 30, 2020 | 59.26% |
| May 31, 2020 | 59.26% |
| April 30, 2020 | 59.26% |
| March 31, 2020 | 59.26% |
| February 29, 2020 | 54.54% |
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
54.54%
Minimum
Apr 2019
59.26%
Maximum
Mar 2020
58.40%
Average
59.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Global X Gold Explorers ETF | 54.33% |
| iShares MSCI Global Gold Miners ETF | 52.03% |
| iShares MSCI Global Silver&Mtls Mnrs ETF | 62.02% |
| ASA Gold And Precious Metals Ltd | 51.66% |
| Sprott Gold Miners ETF | 49.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.20 |
| Beta (5Y) | 1.419 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.429 |
| Beta (vs YCharts Benchmark) (5Y) | 1.124 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.25% |
| Historical Sharpe Ratio (5Y) | 0.0751 |
| Historical Sortino (5Y) | 0.1382 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.69% |