Sociedad Quimica y Minera de Chile SA (SQM)
64.54
-0.07
(-0.11%)
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NYSE |
Oct 08, 09:54
Sociedad Quimica y Minera de Chile Max Drawdown (5Y) : 69.80% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 69.80% |
| August 31, 2026 | 69.80% |
| July 31, 2026 | 69.80% |
| June 30, 2026 | 69.80% |
| May 31, 2026 | 69.80% |
| April 30, 2026 | 69.80% |
| March 31, 2026 | 69.80% |
| February 28, 2026 | 69.80% |
| January 31, 2026 | 69.80% |
| December 31, 2025 | 69.80% |
| November 30, 2025 | 69.80% |
| October 31, 2025 | 69.80% |
| September 30, 2025 | 69.80% |
| August 31, 2025 | 69.80% |
| July 31, 2025 | 69.80% |
| June 30, 2025 | 69.80% |
| May 31, 2025 | 69.40% |
| April 30, 2025 | 68.22% |
| March 31, 2025 | 65.93% |
| February 28, 2025 | 73.02% |
| January 31, 2025 | 73.02% |
| December 31, 2024 | 73.02% |
| November 30, 2024 | 73.02% |
| October 31, 2024 | 73.02% |
| September 30, 2024 | 73.02% |
| Date | Value |
|---|---|
| August 31, 2024 | 73.02% |
| July 31, 2024 | 73.02% |
| June 30, 2024 | 73.02% |
| May 31, 2024 | 73.02% |
| April 30, 2024 | 73.02% |
| March 31, 2024 | 73.02% |
| February 29, 2024 | 73.02% |
| January 31, 2024 | 73.02% |
| December 31, 2023 | 73.02% |
| November 30, 2023 | 73.02% |
| October 31, 2023 | 73.02% |
| September 30, 2023 | 73.02% |
| August 31, 2023 | 73.02% |
| July 31, 2023 | 73.02% |
| June 30, 2023 | 73.02% |
| May 31, 2023 | 73.02% |
| April 30, 2023 | 73.02% |
| March 31, 2023 | 73.02% |
| February 28, 2023 | 73.02% |
| January 31, 2023 | 73.02% |
| December 31, 2022 | 73.02% |
| November 30, 2022 | 73.02% |
| October 31, 2022 | 73.02% |
| September 30, 2022 | 73.02% |
| August 31, 2022 | 73.02% |
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
| Albemarle Corp. | 83.90% |
| CF Industries Holdings, Inc. | 48.36% |
| LSB Industries, Inc. | 81.38% |
| CVR Partners LP | 49.19% |
| Yara International ASA | 41.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.854 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.31% |
| Historical Sharpe Ratio (5Y) | 0.0978 |
| Historical Sortino (5Y) | 0.2089 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.97% |