Wheaton Precious Metals Corp (WPM.TO)
90.18
-0.75
(-0.82%)
CAD |
TSX |
Nov 04, 16:00
Wheaton Precious Metals Max Drawdown (5Y): 46.39% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 46.39% |
| August 31, 2024 | 46.39% |
| July 31, 2024 | 46.39% |
| June 30, 2024 | 46.39% |
| May 31, 2024 | 46.39% |
| April 30, 2024 | 46.39% |
| March 31, 2024 | 46.39% |
| February 29, 2024 | 46.39% |
| January 31, 2024 | 46.39% |
| December 31, 2023 | 46.39% |
| November 30, 2023 | 46.39% |
| October 31, 2023 | 46.39% |
| September 30, 2023 | 46.39% |
| August 31, 2023 | 47.16% |
| July 31, 2023 | 47.16% |
| June 30, 2023 | 47.50% |
| May 31, 2023 | 47.50% |
| April 30, 2023 | 47.50% |
| March 31, 2023 | 47.50% |
| February 28, 2023 | 47.50% |
| January 31, 2023 | 47.50% |
| December 31, 2022 | 47.50% |
| November 30, 2022 | 47.50% |
| October 31, 2022 | 47.50% |
| September 30, 2022 | 47.50% |
| Date | Value |
|---|---|
| August 31, 2022 | 47.50% |
| July 31, 2022 | 47.50% |
| June 30, 2022 | 47.50% |
| May 31, 2022 | 47.50% |
| April 30, 2022 | 47.50% |
| March 31, 2022 | 47.50% |
| February 28, 2022 | 47.50% |
| January 31, 2022 | 47.50% |
| December 31, 2021 | 47.50% |
| November 30, 2021 | 47.50% |
| October 31, 2021 | 47.50% |
| September 30, 2021 | 47.50% |
| August 31, 2021 | 47.50% |
| July 31, 2021 | 47.50% |
| June 30, 2021 | 47.50% |
| May 31, 2021 | 47.50% |
| April 30, 2021 | 47.50% |
| March 31, 2021 | 47.50% |
| February 28, 2021 | 47.50% |
| January 31, 2021 | 47.50% |
| December 31, 2020 | 47.50% |
| November 30, 2020 | 60.97% |
| October 31, 2020 | 64.63% |
| September 30, 2020 | 64.63% |
| August 31, 2020 | 64.63% |
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
46.39%
Minimum
Sep 2023
65.31%
Maximum
Nov 2019
51.05%
Average
47.50%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Montage Gold Corp | -- |
| Integra Resources Corp | 93.40% |
| Teck Resources Ltd | 76.93% |
| Rio2 Ltd | 93.86% |
| Florida Canyon Gold Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.99 |
| Beta (5Y) | 0.695 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.11% |
| Historical Sharpe Ratio (5Y) | 0.4886 |
| Historical Sortino (5Y) | 1.071 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.57% |