Wheaton Precious Metals Corp (WPM)
61.78
-0.40
(-0.64%)
USD |
NYSE |
Dec 10, 16:00
62.15
+0.37
(+0.60%)
Pre-Market: 08:08
Wheaton Precious Metals Max Drawdown (5Y): 46.72% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 46.72% |
| October 31, 2024 | 46.72% |
| September 30, 2024 | 46.72% |
| August 31, 2024 | 46.72% |
| July 31, 2024 | 46.72% |
| June 30, 2024 | 46.72% |
| May 31, 2024 | 46.72% |
| April 30, 2024 | 46.72% |
| March 31, 2024 | 46.72% |
| February 29, 2024 | 46.72% |
| January 31, 2024 | 46.72% |
| December 31, 2023 | 46.72% |
| November 30, 2023 | 46.72% |
| October 31, 2023 | 48.64% |
| September 30, 2023 | 48.64% |
| August 31, 2023 | 48.64% |
| July 31, 2023 | 48.64% |
| June 30, 2023 | 48.64% |
| May 31, 2023 | 48.64% |
| April 30, 2023 | 48.64% |
| March 31, 2023 | 48.64% |
| February 28, 2023 | 48.64% |
| January 31, 2023 | 48.64% |
| December 31, 2022 | 48.64% |
| November 30, 2022 | 48.64% |
| Date | Value |
|---|---|
| October 31, 2022 | 48.64% |
| September 30, 2022 | 49.73% |
| August 31, 2022 | 50.45% |
| July 31, 2022 | 52.60% |
| June 30, 2022 | 52.60% |
| May 31, 2022 | 52.60% |
| April 30, 2022 | 52.60% |
| March 31, 2022 | 52.60% |
| February 28, 2022 | 52.60% |
| January 31, 2022 | 52.60% |
| December 31, 2021 | 52.60% |
| November 30, 2021 | 56.25% |
| October 31, 2021 | 56.25% |
| September 30, 2021 | 56.25% |
| August 31, 2021 | 56.25% |
| July 31, 2021 | 56.25% |
| June 30, 2021 | 56.25% |
| May 31, 2021 | 56.25% |
| April 30, 2021 | 56.25% |
| March 31, 2021 | 64.33% |
| February 28, 2021 | 65.72% |
| January 31, 2021 | 73.38% |
| December 31, 2020 | 76.27% |
| November 30, 2020 | 76.27% |
| October 31, 2020 | 76.27% |
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
46.72%
Minimum
Nov 2023
76.27%
Maximum
Dec 2019
56.76%
Average
52.60%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Seabridge Gold Inc | 61.10% |
| McEwen Mining Inc | 89.67% |
| Gatos Silver Inc | -- |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.812 |
| Beta (5Y) | 0.7494 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.60% |
| Historical Sharpe Ratio (5Y) | 0.4358 |
| Historical Sortino (5Y) | 0.9772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.60% |