Cameco Corp (CCJ)
53.10
+0.12
(+0.23%)
USD |
NYSE |
Nov 14, 16:00
53.15
+0.05
(+0.09%)
After-Hours: 19:15
Cameco Max Drawdown (5Y): 61.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.53% |
| September 30, 2024 | 61.53% |
| August 31, 2024 | 61.53% |
| July 31, 2024 | 61.53% |
| June 30, 2024 | 61.53% |
| May 31, 2024 | 61.53% |
| April 30, 2024 | 61.53% |
| March 31, 2024 | 61.53% |
| February 29, 2024 | 61.53% |
| January 31, 2024 | 61.53% |
| December 31, 2023 | 61.53% |
| November 30, 2023 | 61.53% |
| October 31, 2023 | 61.53% |
| September 30, 2023 | 61.53% |
| August 31, 2023 | 61.53% |
| July 31, 2023 | 61.53% |
| June 30, 2023 | 61.53% |
| May 31, 2023 | 61.53% |
| April 30, 2023 | 61.53% |
| March 31, 2023 | 61.53% |
| February 28, 2023 | 61.53% |
| January 31, 2023 | 61.53% |
| December 31, 2022 | 61.53% |
| November 30, 2022 | 62.17% |
| October 31, 2022 | 62.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.17% |
| August 31, 2022 | 62.71% |
| July 31, 2022 | 64.51% |
| June 30, 2022 | 64.51% |
| May 31, 2022 | 64.51% |
| April 30, 2022 | 64.51% |
| March 31, 2022 | 64.51% |
| February 28, 2022 | 64.51% |
| January 31, 2022 | 64.51% |
| December 31, 2021 | 64.51% |
| November 30, 2021 | 64.51% |
| October 31, 2021 | 64.51% |
| September 30, 2021 | 64.51% |
| August 31, 2021 | 64.86% |
| July 31, 2021 | 68.15% |
| June 30, 2021 | 68.15% |
| May 31, 2021 | 68.15% |
| April 30, 2021 | 68.15% |
| March 31, 2021 | 68.15% |
| February 28, 2021 | 68.15% |
| January 31, 2021 | 68.15% |
| December 31, 2020 | 68.15% |
| November 30, 2020 | 68.15% |
| October 31, 2020 | 68.15% |
| September 30, 2020 | 71.18% |
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
61.53%
Minimum
Dec 2022
71.18%
Maximum
Nov 2019
65.06%
Average
64.51%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Uranium Energy Corp | 87.15% |
| Centrus Energy Corp | 78.23% |
| Gran Tierra Energy Inc | 95.30% |
| Strata Power Corp | 99.65% |
| Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.06 |
| Beta (5Y) | 0.8938 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.22% |
| Historical Sharpe Ratio (5Y) | 0.8083 |
| Historical Sortino (5Y) | 1.684 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.52% |