Sprott Physical Platinum & Palladium Tr (SPPP)
9.44
-0.12
(-1.26%)
USD |
NYSEARCA |
Apr 26, 16:00
9.44
0.00 (0.00%)
After-Hours: 16:06
SPPP Max Drawdown (5Y): 59.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 59.09% |
| February 29, 2024 | 59.09% |
| January 31, 2024 | 57.49% |
| December 31, 2023 | 57.12% |
| November 30, 2023 | 55.66% |
| October 31, 2023 | 52.56% |
| September 30, 2023 | 50.42% |
| August 31, 2023 | 50.42% |
| July 31, 2023 | 50.42% |
| June 30, 2023 | 50.42% |
| May 31, 2023 | 50.42% |
| April 30, 2023 | 50.42% |
| March 31, 2023 | 50.42% |
| February 28, 2023 | 50.42% |
| January 31, 2023 | 50.42% |
| December 31, 2022 | 50.42% |
| November 30, 2022 | 50.42% |
| October 31, 2022 | 50.42% |
| September 30, 2022 | 50.42% |
| August 31, 2022 | 50.42% |
| July 31, 2022 | 50.42% |
| June 30, 2022 | 50.42% |
| May 31, 2022 | 50.42% |
| April 30, 2022 | 50.42% |
| March 31, 2022 | 50.42% |
| Date | Value |
|---|---|
| February 28, 2022 | 50.42% |
| January 31, 2022 | 50.42% |
| December 31, 2021 | 50.42% |
| November 30, 2021 | 50.42% |
| October 31, 2021 | 50.42% |
| September 30, 2021 | 50.42% |
| August 31, 2021 | 50.42% |
| July 31, 2021 | 50.42% |
| June 30, 2021 | 50.42% |
| May 31, 2021 | 50.42% |
| April 30, 2021 | 50.42% |
| March 31, 2021 | 50.42% |
| February 28, 2021 | 50.42% |
| January 31, 2021 | 50.42% |
| December 31, 2020 | 50.42% |
| November 30, 2020 | 50.42% |
| October 31, 2020 | 50.42% |
| September 30, 2020 | 50.42% |
| August 31, 2020 | 50.42% |
| July 31, 2020 | 50.42% |
| June 30, 2020 | 50.42% |
| May 31, 2020 | 50.42% |
| April 30, 2020 | 50.42% |
| March 31, 2020 | 50.42% |
| February 29, 2020 | 49.16% |
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
49.16%
Minimum
Apr 2019
59.09%
Maximum
Feb 2024
50.83%
Average
50.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco DB Base Metals | 37.97% |
| Invesco DB Precious Metals | 28.36% |
| United States Copper Index | 38.42% |
| abrdn Physical Palladium Shares ETF | 73.01% |
| iShares Silver Trust | 42.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.877 |
| Beta (5Y) | 0.3771 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.970 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4774 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.76% |
| Historical Sharpe Ratio (5Y) | -0.122 |
| Historical Sortino (5Y) | -0.1885 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.31% |