Sprott Inc (SII)

43.93 +0.07 (+0.16%) USD  |  NYSE  |  Dec 16, 16:00
43.93 0.00 (0.00%) After-Hours: 19:29
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Sprott Max Drawdown (5Y): 49.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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BlackRock TCP Capital Corp 68.74%
Diamond Hill Investment Group Inc 57.66%
Oaktree Specialty Lending Corp 57.20%
MidCap Financial Investment Corp 67.60%
Pineapple Financial Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.920
Beta (5Y) 1.449
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.87%
Historical Sharpe Ratio (5Y) 0.3506
Historical Sortino (5Y) 0.6694
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.89%