Cameco Corp (CCO.TO)
71.32
+0.18
(+0.25%)
CAD |
TSX |
Nov 05, 09:30
Cameco Max Drawdown (5Y): 54.79% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 54.79% |
| August 31, 2024 | 54.79% |
| July 31, 2024 | 54.79% |
| June 30, 2024 | 54.79% |
| May 31, 2024 | 54.79% |
| April 30, 2024 | 54.79% |
| March 31, 2024 | 54.79% |
| February 29, 2024 | 54.79% |
| January 31, 2024 | 54.79% |
| December 31, 2023 | 54.79% |
| November 30, 2023 | 54.79% |
| October 31, 2023 | 54.79% |
| September 30, 2023 | 54.79% |
| August 31, 2023 | 54.79% |
| July 31, 2023 | 54.79% |
| June 30, 2023 | 54.79% |
| May 31, 2023 | 54.79% |
| April 30, 2023 | 54.79% |
| March 31, 2023 | 54.79% |
| February 28, 2023 | 54.79% |
| January 31, 2023 | 54.79% |
| December 31, 2022 | 54.79% |
| November 30, 2022 | 56.96% |
| October 31, 2022 | 56.96% |
| September 30, 2022 | 56.96% |
| Date | Value |
|---|---|
| August 31, 2022 | 56.96% |
| July 31, 2022 | 58.88% |
| June 30, 2022 | 58.88% |
| May 31, 2022 | 58.88% |
| April 30, 2022 | 58.88% |
| March 31, 2022 | 58.88% |
| February 28, 2022 | 58.88% |
| January 31, 2022 | 58.88% |
| December 31, 2021 | 58.88% |
| November 30, 2021 | 58.88% |
| October 31, 2021 | 58.88% |
| September 30, 2021 | 58.88% |
| August 31, 2021 | 58.88% |
| July 31, 2021 | 61.59% |
| June 30, 2021 | 61.59% |
| May 31, 2021 | 61.59% |
| April 30, 2021 | 61.59% |
| March 31, 2021 | 61.59% |
| February 28, 2021 | 61.59% |
| January 31, 2021 | 61.59% |
| December 31, 2020 | 61.59% |
| November 30, 2020 | 61.59% |
| October 31, 2020 | 61.59% |
| September 30, 2020 | 61.59% |
| August 31, 2020 | 61.59% |
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
54.79%
Minimum
Dec 2022
61.59%
Maximum
Nov 2019
58.19%
Average
58.88%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Denison Mines Corp | 73.39% |
| NexGen Energy Ltd | 81.00% |
| Fission Uranium Corp | 89.22% |
| Terra Clean Energy Corp | -- |
| Mustang Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.05 |
| Beta (5Y) | 0.8974 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.91% |
| Historical Sharpe Ratio (5Y) | 0.7883 |
| Historical Sortino (5Y) | 1.724 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.46% |