Wheaton Precious Metals Corp (WPM)
64.41
+1.66
(+2.65%)
USD |
NYSE |
Nov 07, 16:00
63.30
-1.11
(-1.72%)
Pre-Market: 06:42
Wheaton Precious Metals Max Drawdown (5Y): 46.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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 | 46.72% |
September 30, 2023 | 46.72% |
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% |
October 31, 2022 | 48.64% |
Date | Value |
---|---|
September 30, 2022 | 48.64% |
August 31, 2022 | 48.64% |
July 31, 2022 | 48.64% |
June 30, 2022 | 48.64% |
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 | 52.60% |
October 31, 2021 | 52.60% |
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 | 56.25% |
February 28, 2021 | 56.25% |
January 31, 2021 | 59.89% |
December 31, 2020 | 59.89% |
November 30, 2020 | 73.38% |
October 31, 2020 | 76.27% |
September 30, 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
Sep 2023
76.27%
Maximum
Nov 2019
56.05%
Average
52.60%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Seabridge Gold Inc | 61.10% |
McEwen Mining Inc | 88.40% |
Gatos Silver Inc | -- |
Gold Royalty Corp | -- |
Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.845 |
Beta (5Y) | 0.7722 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.50% |
Historical Sharpe Ratio (5Y) | 0.4627 |
Historical Sortino (5Y) | 1.025 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.60% |