Sigma Lithium Corp. (SGML)
8.79
+0.30
(+3.53%)
USD |
NASDAQ |
Oct 15, 16:00
8.83
+0.04
(+0.46%)
After-Hours: 07:32
Sigma Lithium Max Drawdown (5Y) : 89.91% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 89.91% |
| August 31, 2026 | 89.91% |
| July 31, 2026 | 89.91% |
| June 30, 2026 | 89.91% |
| May 31, 2026 | 89.91% |
| April 30, 2026 | 89.91% |
| March 31, 2026 | 89.91% |
| February 28, 2026 | 89.91% |
| January 31, 2026 | 89.91% |
| December 31, 2025 | 89.91% |
| November 30, 2025 | 89.91% |
| October 31, 2025 | 89.91% |
| September 30, 2025 | 89.91% |
| August 31, 2025 | 89.91% |
| July 31, 2025 | 89.91% |
| June 30, 2025 | 89.91% |
| May 31, 2025 | 88.94% |
| April 30, 2025 | 83.49% |
| March 31, 2025 | 79.50% |
| February 28, 2025 | 79.50% |
| January 31, 2025 | 79.50% |
| December 31, 2024 | 79.50% |
| November 30, 2024 | 79.50% |
| October 31, 2024 | 79.50% |
| September 30, 2024 | 79.50% |
| Date | Value |
|---|---|
| August 31, 2024 | 79.50% |
| July 31, 2024 | 74.55% |
| June 30, 2024 | 72.92% |
| May 31, 2024 | 72.92% |
| April 30, 2024 | 72.92% |
| March 31, 2024 | 72.92% |
| February 29, 2024 | 72.92% |
| January 31, 2024 | 52.69% |
| December 31, 2023 | 48.67% |
| November 30, 2023 | 48.67% |
| October 31, 2023 | 42.33% |
| September 30, 2023 | 40.51% |
| August 31, 2023 | 40.51% |
| July 31, 2023 | 40.51% |
| June 30, 2023 | 40.51% |
| May 31, 2023 | 40.51% |
| April 30, 2023 | 40.51% |
| March 31, 2023 | 40.51% |
| February 28, 2023 | 40.51% |
| January 31, 2023 | 40.51% |
| December 31, 2022 | 40.51% |
| November 30, 2022 | 40.51% |
| October 31, 2022 | 40.51% |
| September 30, 2022 | 40.51% |
| August 31, 2022 | 40.51% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Vale SA | 49.86% |
| Atlas Lithium Corp. | 94.07% |
| Compass Minerals International, Inc. | 89.11% |
| Mountain Province Diamonds, Inc. | 100.00% |
| Lithium Corp. | 97.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.218 |
| Beta (5Y) | 0.6752 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.18% |
| Historical Sharpe Ratio (5Y) | -0.0172 |
| Historical Sortino (5Y) | -0.0364 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.56% |