Sprott Gold Miners ETF (SGDM)
27.25
+0.23
(+0.85%)
USD |
NYSEARCA |
Apr 26, 16:00
27.25
0.00 (0.00%)
After-Hours: 18:34
SGDM Max Drawdown (5Y): 49.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.68% |
February 29, 2024 | 49.68% |
January 31, 2024 | 49.68% |
December 31, 2023 | 49.68% |
November 30, 2023 | 49.68% |
October 31, 2023 | 49.68% |
September 30, 2023 | 49.68% |
August 31, 2023 | 49.68% |
July 31, 2023 | 49.68% |
June 30, 2023 | 49.68% |
May 31, 2023 | 49.68% |
April 30, 2023 | 49.68% |
March 31, 2023 | 49.68% |
February 28, 2023 | 49.68% |
January 31, 2023 | 49.68% |
December 31, 2022 | 49.68% |
November 30, 2022 | 49.68% |
October 31, 2022 | 49.68% |
September 30, 2022 | 49.68% |
August 31, 2022 | 49.17% |
July 31, 2022 | 49.17% |
June 30, 2022 | 49.17% |
May 31, 2022 | 49.17% |
April 30, 2022 | 49.17% |
March 31, 2022 | 49.17% |
Date | Value |
---|---|
February 28, 2022 | 49.17% |
January 31, 2022 | 49.17% |
December 31, 2021 | 49.17% |
November 30, 2021 | 49.17% |
October 31, 2021 | 49.17% |
September 30, 2021 | 49.17% |
August 31, 2021 | 49.17% |
July 31, 2021 | 49.17% |
June 30, 2021 | 49.17% |
May 31, 2021 | 49.17% |
April 30, 2021 | 49.17% |
March 31, 2021 | 49.17% |
February 28, 2021 | 49.17% |
January 31, 2021 | 49.17% |
December 31, 2020 | 49.17% |
November 30, 2020 | 49.17% |
October 31, 2020 | 54.96% |
September 30, 2020 | 54.96% |
August 31, 2020 | 54.96% |
July 31, 2020 | 54.96% |
June 30, 2020 | 54.96% |
May 31, 2020 | 54.96% |
April 30, 2020 | 54.96% |
March 31, 2020 | 54.96% |
February 29, 2020 | 54.96% |
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
49.17%
Minimum
Nov 2020
54.96%
Maximum
Apr 2019
51.16%
Average
49.68%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
iShares MSCI Global Gold Miners ETF | 52.03% |
iShares MSCI Global Silver&Mtls Mnrs ETF | 62.02% |
Global X Silver Miners ETF | 63.07% |
VanEck Gold Miners ETF | 49.79% |
VanEck Junior Gold Miners ETF | 57.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.387 |
Beta (5Y) | 0.9347 |
Alpha (vs YCharts Benchmark) (5Y) | -3.501 |
Beta (vs YCharts Benchmark) (5Y) | 0.9112 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.67% |
Historical Sharpe Ratio (5Y) | 0.1336 |
Historical Sortino (5Y) | 0.2936 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.68% |