SSR Mining Inc (SSRM.TO)
8.13
+0.04
(+0.49%)
CAD |
TSX |
Nov 28, 16:00
SSR Mining Max Drawdown (5Y): 82.71% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 82.71% |
| August 31, 2024 | 82.71% |
| July 31, 2024 | 82.71% |
| June 30, 2024 | 82.71% |
| May 31, 2024 | 82.71% |
| April 30, 2024 | 82.71% |
| March 31, 2024 | 82.71% |
| February 29, 2024 | 81.37% |
| January 31, 2024 | 59.44% |
| December 31, 2023 | 54.61% |
| November 30, 2023 | 51.09% |
| October 31, 2023 | 46.67% |
| September 30, 2023 | 46.67% |
| August 31, 2023 | 46.67% |
| July 31, 2023 | 46.67% |
| June 30, 2023 | 46.67% |
| May 31, 2023 | 46.67% |
| April 30, 2023 | 46.67% |
| March 31, 2023 | 46.67% |
| February 28, 2023 | 46.67% |
| January 31, 2023 | 46.67% |
| December 31, 2022 | 46.67% |
| November 30, 2022 | 50.35% |
| October 31, 2022 | 51.25% |
| September 30, 2022 | 51.25% |
| Date | Value |
|---|---|
| August 31, 2022 | 51.25% |
| July 31, 2022 | 51.25% |
| June 30, 2022 | 51.25% |
| May 31, 2022 | 51.25% |
| April 30, 2022 | 51.25% |
| March 31, 2022 | 51.25% |
| February 28, 2022 | 51.25% |
| January 31, 2022 | 51.25% |
| December 31, 2021 | 51.25% |
| November 30, 2021 | 51.25% |
| October 31, 2021 | 51.25% |
| September 30, 2021 | 51.25% |
| August 31, 2021 | 51.25% |
| July 31, 2021 | 51.25% |
| June 30, 2021 | 51.25% |
| May 31, 2021 | 51.25% |
| April 30, 2021 | 51.25% |
| March 31, 2021 | 61.02% |
| February 28, 2021 | 65.04% |
| January 31, 2021 | 76.36% |
| December 31, 2020 | 77.01% |
| November 30, 2020 | 81.52% |
| October 31, 2020 | 83.67% |
| September 30, 2020 | 83.67% |
| August 31, 2020 | 83.67% |
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
46.67%
Minimum
Dec 2022
83.84%
Maximum
Nov 2019
63.19%
Average
51.25%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Aura Minerals Inc | 59.15% |
| Scandium International Mining Corp | 95.38% |
| Novagold Resources Inc | 82.24% |
| Gunnison Copper Corp | 90.88% |
| Lion Copper and Gold Corp | 84.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.68 |
| Beta (5Y) | 0.8405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.62% |
| Historical Sharpe Ratio (5Y) | -0.3679 |
| Historical Sortino (5Y) | -0.528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.74% |