Sprott Inc (SII)
40.62
+0.18
(+0.43%)
USD |
NYSE |
May 03, 10:25
Sprott Max Drawdown (5Y): 49.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.17% |
| March 31, 2024 | 49.17% |
| February 29, 2024 | 49.17% |
| January 31, 2024 | 49.17% |
| December 31, 2023 | 49.17% |
| November 30, 2023 | 49.17% |
| October 31, 2023 | 49.17% |
| September 30, 2023 | 49.17% |
| August 31, 2023 | 49.17% |
| July 31, 2023 | 49.17% |
| June 30, 2023 | 49.17% |
| May 31, 2023 | 49.17% |
| April 30, 2023 | 49.17% |
| March 31, 2023 | 49.17% |
| February 28, 2023 | 49.17% |
| January 31, 2023 | 49.17% |
| December 31, 2022 | 49.17% |
| November 30, 2022 | 49.17% |
| October 31, 2022 | 49.17% |
| September 30, 2022 | 49.17% |
| August 31, 2022 | 49.17% |
| July 31, 2022 | 49.82% |
| June 30, 2022 | 50.09% |
| May 31, 2022 | 54.71% |
| April 30, 2022 | 57.61% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.26% |
| February 28, 2022 | 64.26% |
| January 31, 2022 | 65.04% |
| December 31, 2021 | 65.04% |
| November 30, 2021 | 65.04% |
| October 31, 2021 | 65.77% |
| September 30, 2021 | 71.12% |
| August 31, 2021 | 74.89% |
| July 31, 2021 | 74.89% |
| June 30, 2021 | 74.89% |
| May 31, 2021 | 74.89% |
| April 30, 2021 | 74.89% |
| March 31, 2021 | 75.49% |
| February 28, 2021 | 76.96% |
| January 31, 2021 | 77.85% |
| December 31, 2020 | 81.09% |
| November 30, 2020 | 85.23% |
| October 31, 2020 | 85.94% |
| September 30, 2020 | 85.94% |
| August 31, 2020 | 85.94% |
| July 31, 2020 | 85.94% |
| June 30, 2020 | 85.94% |
| May 31, 2020 | 85.94% |
| April 30, 2020 | 85.94% |
| March 31, 2020 | 85.94% |
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
Aug 2022
85.94%
Maximum
May 2019
67.05%
Average
65.40%
Median
Max Drawdown (5Y) Benchmarks
| Diamond Hill Investment Group Inc | 57.66% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
| Ashford Inc | 96.06% |
| Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.738 |
| Beta (5Y) | 1.424 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.45% |
| Historical Sharpe Ratio (5Y) | 0.2769 |
| Historical Sortino (5Y) | 0.5387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.28% |