Solitario Resources Corp (XPL)
0.64
-0.02
(-3.74%)
USD |
NYAM |
Nov 01, 16:00
Solitario Resources Max Drawdown (5Y): 83.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 83.21% |
September 30, 2024 | 83.21% |
August 31, 2024 | 83.21% |
July 31, 2024 | 83.21% |
June 30, 2024 | 83.21% |
May 31, 2024 | 83.21% |
April 30, 2024 | 83.21% |
March 31, 2024 | 83.21% |
February 29, 2024 | 83.21% |
January 31, 2024 | 83.21% |
December 31, 2023 | 83.21% |
November 30, 2023 | 83.21% |
October 31, 2023 | 84.69% |
September 30, 2023 | 87.35% |
August 31, 2023 | 87.35% |
July 31, 2023 | 87.35% |
June 30, 2023 | 87.35% |
May 31, 2023 | 87.35% |
April 30, 2023 | 87.35% |
March 31, 2023 | 87.35% |
February 28, 2023 | 87.35% |
January 31, 2023 | 87.35% |
December 31, 2022 | 87.35% |
November 30, 2022 | 87.35% |
October 31, 2022 | 87.35% |
Date | Value |
---|---|
September 30, 2022 | 87.35% |
August 31, 2022 | 87.35% |
July 31, 2022 | 87.35% |
June 30, 2022 | 87.35% |
May 31, 2022 | 87.35% |
April 30, 2022 | 87.35% |
March 31, 2022 | 87.35% |
February 28, 2022 | 87.35% |
January 31, 2022 | 87.35% |
December 31, 2021 | 87.35% |
November 30, 2021 | 87.35% |
October 31, 2021 | 87.35% |
September 30, 2021 | 87.35% |
August 31, 2021 | 87.35% |
July 31, 2021 | 87.35% |
June 30, 2021 | 87.35% |
May 31, 2021 | 87.35% |
April 30, 2021 | 87.35% |
March 31, 2021 | 87.35% |
February 28, 2021 | 87.35% |
January 31, 2021 | 87.35% |
December 31, 2020 | 87.35% |
November 30, 2020 | 87.43% |
October 31, 2020 | 88.37% |
September 30, 2020 | 89.74% |
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
83.21%
Minimum
Nov 2023
89.84%
Maximum
Nov 2019
86.95%
Average
87.35%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Golden Minerals Co | 99.08% |
DynaResource Inc | 81.25% |
Paramount Gold Nevada Corp | 81.95% |
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.635 |
Beta (5Y) | 0.9187 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.65% |
Historical Sharpe Ratio (5Y) | 0.2735 |
Historical Sortino (5Y) | 0.5737 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.18% |