Sprott Inc (SII)
45.46
+1.98
(+4.55%)
USD |
NYSE |
Nov 05, 16:00
45.46
0.00 (0.00%)
After-Hours: 19:10
Sprott Max Drawdown (5Y): 49.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.17% |
| September 30, 2024 | 49.17% |
| August 31, 2024 | 49.17% |
| July 31, 2024 | 49.17% |
| June 30, 2024 | 49.17% |
| May 31, 2024 | 49.17% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.17% |
| August 31, 2022 | 49.17% |
| July 31, 2022 | 49.82% |
| June 30, 2022 | 49.82% |
| May 31, 2022 | 54.19% |
| April 30, 2022 | 57.30% |
| March 31, 2022 | 64.00% |
| February 28, 2022 | 64.00% |
| January 31, 2022 | 65.03% |
| December 31, 2021 | 65.03% |
| November 30, 2021 | 65.03% |
| October 31, 2021 | 65.29% |
| September 30, 2021 | 70.72% |
| August 31, 2021 | 74.54% |
| July 31, 2021 | 74.54% |
| June 30, 2021 | 74.54% |
| May 31, 2021 | 74.54% |
| April 30, 2021 | 74.54% |
| March 31, 2021 | 75.06% |
| February 28, 2021 | 77.10% |
| January 31, 2021 | 77.47% |
| December 31, 2020 | 80.76% |
| November 30, 2020 | 84.97% |
| October 31, 2020 | 85.69% |
| September 30, 2020 | 85.69% |
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
85.69%
Maximum
Nov 2019
63.24%
Average
55.74%
Median
Max Drawdown (5Y) Benchmarks
| Diamond Hill Investment Group Inc | 57.66% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
| Golub Capital BDC Inc | 47.20% |
| Pineapple Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.940 |
| Beta (5Y) | 1.455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.82% |
| Historical Sharpe Ratio (5Y) | 0.317 |
| Historical Sortino (5Y) | 0.5984 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |