Search
Sandstorm Gold Ltd
SANDAdd to Watchlist
12.120USD
0.0000.00%
Close 06/18, 16:00（ET）Quotes delayed by 15 min
3.55BMarket Cap
103.22P/E TTM
Risk Assessment
Currency: USD Updated:Beta vs S&P 500 index
0.73
VaR
+4.11%
240-Day Maximum Drawdown
+15.32%
240-Day Volatility
+39.51%
Return
Best Daily Return
60 days
+3.48%
120 days
+6.33%
5 years
+9.29%
Worst Daily Return
60 days
-6.05%
120 days
-7.38%
5 years
-9.42%
Sharpe Ratio
60 days
+3.25
120 days
+2.42
5 years
+0.48
Risk Assessment
Maximum Drawdown
240 days
+15.32%
3 years
+36.52%
5 years
+56.69%
Return-to-Drawdown Ratio
240 days
+6.55
3 years
+1.12
5 years
+0.23
Skewness
240 days
-0.64
3 years
-0.10
5 years
-0.03
Volatility
Realised Volatility
240 days
+39.51%
5 years
+40.38%
Standardised True Range
240 days
+2.19%
5 years
+1.88%
Downside Risk-Adjusted Return
120 days
+316.00%
240 days
+316.00%
Maximum Daily Upside Volatility
60 days
+17.95%
Maximum Daily Downside Volatility
60 days
+24.23%
Liquidity
Average Turnover Rate
60 days
+2.34%
120 days
+2.05%
5 years
--
Turnover Deviation
20 days
+55.04%
60 days
+93.39%
120 days
+68.76%
