enCore Energy Corp (EU)
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+0.09
(+1.89%)
USD |
NASDAQ |
May 02, 09:57
enCore Energy Max Drawdown (5Y): 64.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.61% |
| March 31, 2024 | 64.61% |
| February 29, 2024 | 64.61% |
| January 31, 2024 | 64.61% |
| December 31, 2023 | 64.61% |
| November 30, 2023 | 64.61% |
| October 31, 2023 | 64.61% |
| September 30, 2023 | 64.61% |
| August 31, 2023 | 64.61% |
| July 31, 2023 | 64.61% |
| June 30, 2023 | 64.61% |
| May 31, 2023 | 66.49% |
| April 30, 2023 | 66.49% |
| March 31, 2023 | 72.08% |
| February 28, 2023 | 78.91% |
| January 31, 2023 | 80.59% |
| December 31, 2022 | 81.24% |
| November 30, 2022 | 85.87% |
| October 31, 2022 | 85.87% |
| September 30, 2022 | 85.92% |
| August 31, 2022 | 88.51% |
| July 31, 2022 | 89.94% |
| June 30, 2022 | 89.94% |
| May 31, 2022 | 92.59% |
| April 30, 2022 | 92.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.86% |
| February 28, 2022 | 93.86% |
| January 31, 2022 | 93.86% |
| December 31, 2021 | 93.86% |
| November 30, 2021 | 93.86% |
| October 31, 2021 | 94.28% |
| September 30, 2021 | 96.86% |
| August 31, 2021 | 96.86% |
| July 31, 2021 | 96.86% |
| June 30, 2021 | 96.86% |
| May 31, 2021 | 96.86% |
| April 30, 2021 | 96.86% |
| March 31, 2021 | 97.07% |
| February 28, 2021 | 97.44% |
| January 31, 2021 | 98.94% |
| December 31, 2020 | 98.94% |
| November 30, 2020 | 98.94% |
| October 31, 2020 | 98.94% |
| September 30, 2020 | 99.53% |
| August 31, 2020 | 99.58% |
| July 31, 2020 | 99.58% |
| June 30, 2020 | 99.67% |
| May 31, 2020 | 99.67% |
| April 30, 2020 | 99.67% |
| March 31, 2020 | 99.67% |
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
64.61%
Minimum
Jun 2023
99.67%
Maximum
May 2019
88.28%
Average
94.07%
Median
Max Drawdown (5Y) Benchmarks
| Uranium Energy Corp | 87.15% |
| Centrus Energy Corp | 78.23% |
| North European Oil Royalty Trust | 71.00% |
| Diamondback Energy Inc | 88.72% |
| Profire Energy Inc | 87.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 51.62 |
| Beta (5Y) | 1.385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.46% |
| Historical Sharpe Ratio (5Y) | 0.8334 |
| Historical Sortino (5Y) | 2.156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.93% |