Silvercorp Metals Inc (SVM.TO)
6.35
-0.06
(-0.94%)
CAD |
TSX |
Nov 04, 12:38
Silvercorp Metals Max Drawdown (5Y): 75.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 75.00% |
| August 31, 2024 | 75.00% |
| July 31, 2024 | 75.00% |
| June 30, 2024 | 75.00% |
| May 31, 2024 | 75.00% |
| April 30, 2024 | 75.00% |
| March 31, 2024 | 75.00% |
| February 29, 2024 | 75.00% |
| January 31, 2024 | 75.00% |
| December 31, 2023 | 75.00% |
| November 30, 2023 | 75.00% |
| October 31, 2023 | 75.00% |
| September 30, 2023 | 75.00% |
| August 31, 2023 | 75.00% |
| July 31, 2023 | 75.00% |
| June 30, 2023 | 75.00% |
| May 31, 2023 | 75.00% |
| April 30, 2023 | 75.00% |
| March 31, 2023 | 75.00% |
| February 28, 2023 | 75.00% |
| January 31, 2023 | 75.00% |
| December 31, 2022 | 75.00% |
| November 30, 2022 | 75.00% |
| October 31, 2022 | 75.00% |
| September 30, 2022 | 75.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 73.21% |
| July 31, 2022 | 73.21% |
| June 30, 2022 | 71.42% |
| May 31, 2022 | 70.74% |
| April 30, 2022 | 65.65% |
| March 31, 2022 | 64.14% |
| February 28, 2022 | 64.14% |
| January 31, 2022 | 64.14% |
| December 31, 2021 | 61.87% |
| November 30, 2021 | 61.87% |
| October 31, 2021 | 61.87% |
| September 30, 2021 | 61.87% |
| August 31, 2021 | 61.87% |
| July 31, 2021 | 61.87% |
| June 30, 2021 | 61.87% |
| May 31, 2021 | 61.87% |
| April 30, 2021 | 62.92% |
| March 31, 2021 | 75.76% |
| February 28, 2021 | 77.75% |
| January 31, 2021 | 82.03% |
| December 31, 2020 | 88.78% |
| November 30, 2020 | 95.27% |
| October 31, 2020 | 95.62% |
| September 30, 2020 | 95.62% |
| August 31, 2020 | 95.62% |
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
61.87%
Minimum
May 2021
95.62%
Maximum
Nov 2019
77.06%
Average
75.00%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Standard Lithium Corp | 90.39% |
| Salazar Resources Ltd | 89.16% |
| Altius Minerals Corp | 56.55% |
| Franco-Nevada Corp | 38.29% |
| Arizona Metals Corp | 77.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.354 |
| Beta (5Y) | 1.188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.78% |
| Historical Sharpe Ratio (5Y) | 0.0213 |
| Historical Sortino (5Y) | 0.0438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.93% |