Sociedad Quimica Y Minera De Chile SA (SQM)
38.26
-1.37
(-3.46%)
USD |
NYSE |
Nov 22, 16:00
38.42
+0.16
(+0.42%)
After-Hours: 20:00
Sociedad Quimica Y Minera De Chile Max Drawdown (5Y): 72.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.77% |
| September 30, 2024 | 72.77% |
| August 31, 2024 | 72.77% |
| July 31, 2024 | 72.77% |
| June 30, 2024 | 72.77% |
| May 31, 2024 | 72.77% |
| April 30, 2024 | 72.77% |
| March 31, 2024 | 72.77% |
| February 29, 2024 | 72.77% |
| January 31, 2024 | 72.77% |
| December 31, 2023 | 72.77% |
| November 30, 2023 | 72.77% |
| October 31, 2023 | 72.77% |
| September 30, 2023 | 72.77% |
| August 31, 2023 | 72.77% |
| July 31, 2023 | 72.77% |
| June 30, 2023 | 72.77% |
| May 31, 2023 | 72.77% |
| April 30, 2023 | 72.77% |
| March 31, 2023 | 72.77% |
| February 28, 2023 | 72.77% |
| January 31, 2023 | 72.77% |
| December 31, 2022 | 72.77% |
| November 30, 2022 | 72.77% |
| October 31, 2022 | 72.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.77% |
| August 31, 2022 | 72.77% |
| July 31, 2022 | 72.77% |
| June 30, 2022 | 72.77% |
| May 31, 2022 | 72.77% |
| April 30, 2022 | 72.77% |
| March 31, 2022 | 72.77% |
| February 28, 2022 | 72.77% |
| January 31, 2022 | 72.77% |
| December 31, 2021 | 72.77% |
| November 30, 2021 | 72.77% |
| October 31, 2021 | 72.77% |
| September 30, 2021 | 72.77% |
| August 31, 2021 | 72.77% |
| July 31, 2021 | 72.77% |
| June 30, 2021 | 72.77% |
| May 31, 2021 | 72.77% |
| April 30, 2021 | 72.77% |
| March 31, 2021 | 72.77% |
| February 28, 2021 | 72.77% |
| January 31, 2021 | 73.33% |
| December 31, 2020 | 73.52% |
| November 30, 2020 | 74.15% |
| October 31, 2020 | 74.15% |
| September 30, 2020 | 74.15% |
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
72.77%
Minimum
Feb 2021
77.73%
Maximum
Nov 2019
73.63%
Average
72.77%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Albemarle Corp | 77.22% |
| Piedmont Lithium Inc | -- |
| Freeport-McMoRan Inc | 76.54% |
| Vale SA | 57.88% |
| Arcadium Lithium PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.792 |
| Beta (5Y) | 1.033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.22% |
| Historical Sharpe Ratio (5Y) | 0.2186 |
| Historical Sortino (5Y) | 0.3873 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.27% |