Santacruz Silver Mining Ltd (SZSMF)
0.1901
-0.01
(-4.95%)
USD |
OTCM |
May 02, 11:44
Santacruz Silver Mining Max Drawdown (5Y): 92.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.80% |
| March 31, 2024 | 94.17% |
| February 29, 2024 | 96.45% |
| January 31, 2024 | 96.45% |
| December 31, 2023 | 96.45% |
| November 30, 2023 | 96.45% |
| October 31, 2023 | 96.45% |
| September 30, 2023 | 96.45% |
| August 31, 2023 | 96.45% |
| July 31, 2023 | 96.45% |
| June 30, 2023 | 96.45% |
| May 31, 2023 | 96.45% |
| April 30, 2023 | 96.45% |
| March 31, 2023 | 96.45% |
| February 28, 2023 | 96.45% |
| January 31, 2023 | 96.45% |
| December 31, 2022 | 96.45% |
| November 30, 2022 | 96.45% |
| October 31, 2022 | 96.45% |
| September 30, 2022 | 96.80% |
| August 31, 2022 | 96.80% |
| July 31, 2022 | 96.80% |
| June 30, 2022 | 96.80% |
| May 31, 2022 | 96.80% |
| April 30, 2022 | 96.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.80% |
| February 28, 2022 | 96.80% |
| January 31, 2022 | 96.80% |
| December 31, 2021 | 96.80% |
| November 30, 2021 | 96.80% |
| October 31, 2021 | 96.80% |
| September 30, 2021 | 96.80% |
| August 31, 2021 | 96.80% |
| July 31, 2021 | 96.80% |
| June 30, 2021 | 96.80% |
| May 31, 2021 | 96.80% |
| April 30, 2021 | 96.80% |
| March 31, 2021 | 96.80% |
| February 28, 2021 | 96.80% |
| January 31, 2021 | 96.80% |
| December 31, 2020 | 96.80% |
| November 30, 2020 | 97.24% |
| October 31, 2020 | 97.63% |
| September 30, 2020 | 97.63% |
| August 31, 2020 | 97.63% |
| July 31, 2020 | 97.63% |
| June 30, 2020 | 97.63% |
| May 31, 2020 | 97.63% |
| April 30, 2020 | 97.63% |
| March 31, 2020 | 97.63% |
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
92.80%
Minimum
Apr 2024
97.63%
Maximum
May 2019
96.84%
Average
96.80%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Nuinsco Resources Ltd | 93.62% |
| CanXGold Mining Corp | 99.92% |
| Stornoway Diamond Corp | 100.00% |
| TMC The Metals Co Inc | -- |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.169 |
| Beta (5Y) | 2.591 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.71% |
| Historical Sharpe Ratio (5Y) | 0.393 |
| Historical Sortino (5Y) | 0.9842 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.65% |