Sociedad Quimica Y Minera De Chile SA (SQM)
44.12
+0.61
(+1.40%)
USD |
NYSE |
Apr 26, 16:00
44.02
-0.10
(-0.23%)
After-Hours: 20:00
Sociedad Quimica Y Minera De Chile Max Drawdown (5Y): 72.83% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 72.83% |
February 29, 2024 | 72.83% |
January 31, 2024 | 72.83% |
December 31, 2023 | 72.83% |
November 30, 2023 | 72.83% |
October 31, 2023 | 72.83% |
September 30, 2023 | 72.83% |
August 31, 2023 | 72.83% |
July 31, 2023 | 72.83% |
June 30, 2023 | 72.83% |
May 31, 2023 | 72.83% |
April 30, 2023 | 72.83% |
March 31, 2023 | 72.83% |
February 28, 2023 | 72.83% |
January 31, 2023 | 72.83% |
December 31, 2022 | 72.83% |
November 30, 2022 | 72.83% |
October 31, 2022 | 72.83% |
September 30, 2022 | 72.83% |
August 31, 2022 | 72.83% |
July 31, 2022 | 72.83% |
June 30, 2022 | 72.83% |
May 31, 2022 | 72.83% |
April 30, 2022 | 72.83% |
March 31, 2022 | 72.83% |
Date | Value |
---|---|
February 28, 2022 | 72.83% |
January 31, 2022 | 72.83% |
December 31, 2021 | 72.83% |
November 30, 2021 | 72.83% |
October 31, 2021 | 72.83% |
September 30, 2021 | 72.83% |
August 31, 2021 | 72.83% |
July 31, 2021 | 72.83% |
June 30, 2021 | 72.83% |
May 31, 2021 | 72.83% |
April 30, 2021 | 72.83% |
March 31, 2021 | 72.83% |
February 28, 2021 | 72.83% |
January 31, 2021 | 72.83% |
December 31, 2020 | 72.83% |
November 30, 2020 | 73.42% |
October 31, 2020 | 73.61% |
September 30, 2020 | 74.24% |
August 31, 2020 | 74.24% |
July 31, 2020 | 74.24% |
June 30, 2020 | 75.21% |
May 31, 2020 | 76.84% |
April 30, 2020 | 77.80% |
March 31, 2020 | 77.80% |
February 29, 2020 | 77.80% |
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
72.83%
Minimum
Dec 2020
77.80%
Maximum
Apr 2019
74.11%
Average
72.83%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Albemarle Corp | 66.24% |
Piedmont Lithium Inc | 85.52% |
Vale SA | 57.88% |
Freeport-McMoRan Inc | 74.00% |
Atlas Lithium Corp | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.146 |
Beta (5Y) | 1.065 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.87% |
Historical Sharpe Ratio (5Y) | 0.1792 |
Historical Sortino (5Y) | 0.3181 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |