Sandstorm Gold Ltd (SSL.TO)
8.16
+0.14
(+1.75%)
CAD |
TSX |
May 21, 11:17
Sandstorm Gold Max Drawdown (5Y): 60.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.95% |
| March 31, 2024 | 60.95% |
| February 29, 2024 | 60.95% |
| January 31, 2024 | 56.13% |
| December 31, 2023 | 56.13% |
| November 30, 2023 | 56.13% |
| October 31, 2023 | 56.13% |
| September 30, 2023 | 54.54% |
| August 31, 2023 | 54.54% |
| July 31, 2023 | 54.54% |
| June 30, 2023 | 54.54% |
| May 31, 2023 | 54.54% |
| April 30, 2023 | 54.54% |
| March 31, 2023 | 54.54% |
| February 28, 2023 | 54.54% |
| January 31, 2023 | 54.54% |
| December 31, 2022 | 54.54% |
| November 30, 2022 | 54.54% |
| October 31, 2022 | 54.11% |
| September 30, 2022 | 55.67% |
| August 31, 2022 | 57.27% |
| July 31, 2022 | 57.97% |
| June 30, 2022 | 59.63% |
| May 31, 2022 | 65.70% |
| April 30, 2022 | 66.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.77% |
| February 28, 2022 | 69.43% |
| January 31, 2022 | 69.43% |
| December 31, 2021 | 69.43% |
| November 30, 2021 | 69.43% |
| October 31, 2021 | 69.43% |
| September 30, 2021 | 69.57% |
| August 31, 2021 | 69.57% |
| July 31, 2021 | 69.57% |
| June 30, 2021 | 69.57% |
| May 31, 2021 | 69.57% |
| April 30, 2021 | 69.57% |
| March 31, 2021 | 69.57% |
| February 28, 2021 | 69.57% |
| January 31, 2021 | 71.22% |
| December 31, 2020 | 72.33% |
| November 30, 2020 | 78.19% |
| October 31, 2020 | 79.92% |
| September 30, 2020 | 79.92% |
| August 31, 2020 | 79.92% |
| July 31, 2020 | 79.92% |
| June 30, 2020 | 79.92% |
| May 31, 2020 | 79.92% |
| April 30, 2020 | 79.92% |
| March 31, 2020 | 79.92% |
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
54.11%
Minimum
Oct 2022
80.68%
Maximum
May 2019
67.65%
Average
69.43%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Barrick Gold Corp | 52.92% |
| Kinross Gold Corp | 68.19% |
| Silver Sands Resources Corp | -- |
| Lundin Mining Corp | 57.65% |
| B2Gold Corp | 62.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.932 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.84% |
| Historical Sharpe Ratio (5Y) | -0.0153 |
| Historical Sortino (5Y) | -0.0313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.11% |