Cameco Corp (CCO.TO)

75.66 -0.70 (-0.92%) CAD  |  TSX  |  Dec 24, 16:00
More

Cameco Max Drawdown (5Y): 58.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CCO.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Uranium Royalty Corp --
Denison Mines Corp 75.21%
NexGen Energy Ltd 81.00%
Fission Uranium Corp 90.67%
Terra Clean Energy Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 36.37
Beta (5Y) 0.9182
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.22%
Historical Sharpe Ratio (5Y) 0.9405
Historical Sortino (5Y) 2.067
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.46%