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MAG Silver Corp

MAG
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24.470USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
2.53BMarket Cap
24.50P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
1.00
VaR
+4.79%
240-Day Maximum Drawdown
+30.18%
240-Day Volatility
+48.97%

Return

Best Daily Return
60 days
+5.35%
120 days
+10.91%
5 years
+12.41%
Worst Daily Return
60 days
-3.76%
120 days
-10.81%
5 years
-13.30%
Sharpe Ratio
60 days
+2.32
120 days
+2.56
5 years
+0.45

Risk Assessment

Maximum Drawdown
240 days
+30.18%
3 years
+50.72%
5 years
+65.23%
Return-to-Drawdown Ratio
240 days
+2.29
3 years
+0.63
5 years
+0.18
Skewness
240 days
+0.15
3 years
+0.24
5 years
+0.18

Volatility

Realised Volatility
240 days
+48.97%
5 years
+52.13%
Standardised True Range
240 days
+2.74%
5 years
+2.74%
Downside Risk-Adjusted Return
120 days
+379.88%
240 days
+379.88%
Maximum Daily Upside Volatility
60 days
+21.24%
Maximum Daily Downside Volatility
60 days
+19.29%

Liquidity

Average Turnover Rate
60 days
+1.69%
120 days
+1.55%
5 years
--
Turnover Deviation
20 days
+101.64%
60 days
+90.59%
120 days
+74.09%
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