Sierra Madre Gold & Silver Ltd. (SM.V)
1.73
+0.10
(+6.13%)
CAD |
TSXV |
Aug 26, 15:59
Sierra Madre Gold & Silver Max Drawdown (5Y) : 72.28% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 72.28% |
| June 30, 2026 | 72.28% |
| May 31, 2026 | 72.28% |
| April 30, 2026 | 72.28% |
| March 31, 2026 | 72.28% |
| February 28, 2026 | 72.28% |
| January 31, 2026 | 72.28% |
| December 31, 2025 | 72.28% |
| Date | Value |
|---|---|
| November 30, 2025 | 72.28% |
| October 31, 2025 | 72.28% |
| September 30, 2025 | 72.28% |
| August 31, 2025 | 72.28% |
| July 31, 2025 | 72.28% |
| June 30, 2025 | 72.28% |
| May 31, 2025 | 72.28% |
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
| First Majestic Silver Corp. | 79.71% |
| Peloton Minerals Corp. | 76.67% |
| Novo Resources Corp. | 98.29% |
| Integra Resources Corp. | 93.40% |
| Getchell Gold Corp. | 94.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6567 |
| Beta (5Y) | 0.6675 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.27% |
| Historical Sharpe Ratio (5Y) | 0.1041 |
| Historical Sortino (5Y) | 0.1836 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.01% |