Sprott Inc (SII.TO)
54.74
+0.04
(+0.07%)
CAD |
TSX |
Apr 26, 16:00
Sprott Max Drawdown (5Y): 46.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 46.63% |
| February 29, 2024 | 46.63% |
| January 31, 2024 | 46.63% |
| December 31, 2023 | 46.63% |
| November 30, 2023 | 46.63% |
| October 31, 2023 | 46.63% |
| September 30, 2023 | 46.63% |
| August 31, 2023 | 46.63% |
| July 31, 2023 | 46.63% |
| June 30, 2023 | 46.63% |
| May 31, 2023 | 46.63% |
| April 30, 2023 | 46.63% |
| March 31, 2023 | 46.63% |
| February 28, 2023 | 46.63% |
| January 31, 2023 | 46.63% |
| December 31, 2022 | 46.63% |
| November 30, 2022 | 46.63% |
| October 31, 2022 | 46.63% |
| September 30, 2022 | 46.63% |
| August 31, 2022 | 46.63% |
| July 31, 2022 | 46.63% |
| June 30, 2022 | 46.63% |
| May 31, 2022 | 46.63% |
| April 30, 2022 | 46.63% |
| March 31, 2022 | 50.58% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.58% |
| January 31, 2022 | 53.06% |
| December 31, 2021 | 53.06% |
| November 30, 2021 | 53.06% |
| October 31, 2021 | 54.05% |
| September 30, 2021 | 61.13% |
| August 31, 2021 | 65.63% |
| July 31, 2021 | 65.63% |
| June 30, 2021 | 65.63% |
| May 31, 2021 | 65.63% |
| April 30, 2021 | 65.63% |
| March 31, 2021 | 67.50% |
| February 28, 2021 | 68.02% |
| January 31, 2021 | 68.78% |
| December 31, 2020 | 73.11% |
| November 30, 2020 | 77.82% |
| October 31, 2020 | 78.47% |
| September 30, 2020 | 78.47% |
| August 31, 2020 | 78.47% |
| July 31, 2020 | 78.47% |
| June 30, 2020 | 78.47% |
| May 31, 2020 | 78.47% |
| April 30, 2020 | 78.47% |
| March 31, 2020 | 78.47% |
| February 29, 2020 | 78.47% |
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
46.63%
Minimum
Apr 2022
78.47%
Maximum
Apr 2019
61.15%
Average
57.59%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1108 |
| Beta (5Y) | 1.411 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.78% |
| Historical Sharpe Ratio (5Y) | 0.2656 |
| Historical Sortino (5Y) | 0.5266 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.15% |