Northern Dynasty Minerals Ltd (NDM.TO)
0.40
-0.01
(-2.44%)
CAD |
TSX |
May 02, 15:48
Northern Dynasty Minerals Max Drawdown (5Y): 91.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.04% |
March 31, 2024 | 91.04% |
February 29, 2024 | 91.04% |
January 31, 2024 | 91.04% |
December 31, 2023 | 91.04% |
November 30, 2023 | 91.04% |
October 31, 2023 | 91.04% |
September 30, 2023 | 91.04% |
August 31, 2023 | 91.04% |
July 31, 2023 | 91.04% |
June 30, 2023 | 91.04% |
May 31, 2023 | 91.04% |
April 30, 2023 | 91.04% |
March 31, 2023 | 91.04% |
February 28, 2023 | 91.04% |
January 31, 2023 | 91.04% |
December 31, 2022 | 91.04% |
November 30, 2022 | 91.04% |
October 31, 2022 | 91.04% |
September 30, 2022 | 91.04% |
August 31, 2022 | 91.04% |
July 31, 2022 | 91.04% |
June 30, 2022 | 91.04% |
May 31, 2022 | 91.04% |
April 30, 2022 | 91.04% |
Date | Value |
---|---|
March 31, 2022 | 91.04% |
February 28, 2022 | 91.04% |
January 31, 2022 | 91.04% |
December 31, 2021 | 91.04% |
November 30, 2021 | 91.04% |
October 31, 2021 | 91.04% |
September 30, 2021 | 91.04% |
August 31, 2021 | 91.04% |
July 31, 2021 | 91.04% |
June 30, 2021 | 91.04% |
May 31, 2021 | 91.04% |
April 30, 2021 | 96.07% |
March 31, 2021 | 96.22% |
February 28, 2021 | 96.22% |
January 31, 2021 | 96.47% |
December 31, 2020 | 96.60% |
November 30, 2020 | 97.58% |
October 31, 2020 | 98.04% |
September 30, 2020 | 98.09% |
August 31, 2020 | 98.13% |
July 31, 2020 | 98.13% |
June 30, 2020 | 98.13% |
May 31, 2020 | 98.13% |
April 30, 2020 | 98.13% |
March 31, 2020 | 98.18% |
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
91.04%
Minimum
May 2021
98.18%
Maximum
May 2019
93.72%
Average
91.04%
Median
May 2021
Max Drawdown (5Y) Benchmarks
St-Georges Eco-Mining Corp | 98.78% |
37 Capital Inc | 99.00% |
Renforth Resources Inc | 91.30% |
Winston Gold Corp | 94.59% |
Giant Mining Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.24 |
Beta (5Y) | 0.6547 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.73% |
Historical Sharpe Ratio (5Y) | -0.1507 |
Historical Sortino (5Y) | -0.3232 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.33% |