Sprott Physical Maximum Drawdown
| PHYS Stock | | | CAD 45.59 -0.85 -1.83% |
This dataset for Sprott Physical Gold reflects inputs used in the Maximum Drawdown calculation. Data coverage may vary across sources and reporting intervals. Sprott Physical has a market cap of 22.31 B. Review
Your Equity Center for a broader allocation view. Portfolio analysis tools can evaluate how Sprott Physical Gold fits within a broader allocation. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence Sprott Physical Gold's company valuation — related indicators include
signals in inflation.
Sprott Physical Gold has current Maximum Drawdown of 13.59. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 13.59 | |
| MAX | = | Maximum notation for the range of returns on Sprott Physical |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
Sprott Physical Gold is rated
below average in maximum drawdown compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
1.00 in Maximum Drawdown for each unit of Maximum Drawdown.
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
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