Denison Mines Corp (DML.TO)
2.93
+0.04
(+1.38%)
CAD |
TSX |
May 03, 16:00
Denison Mines Max Drawdown (5Y): 73.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.39% |
March 31, 2024 | 73.39% |
February 29, 2024 | 73.39% |
January 31, 2024 | 73.39% |
December 31, 2023 | 73.39% |
November 30, 2023 | 73.39% |
October 31, 2023 | 73.39% |
September 30, 2023 | 73.39% |
August 31, 2023 | 73.39% |
July 31, 2023 | 73.39% |
June 30, 2023 | 73.39% |
May 31, 2023 | 73.39% |
April 30, 2023 | 73.39% |
March 31, 2023 | 73.39% |
February 28, 2023 | 73.39% |
January 31, 2023 | 73.39% |
December 31, 2022 | 73.39% |
November 30, 2022 | 73.39% |
October 31, 2022 | 73.39% |
September 30, 2022 | 73.39% |
August 31, 2022 | 73.39% |
July 31, 2022 | 73.44% |
June 30, 2022 | 73.44% |
May 31, 2022 | 73.44% |
April 30, 2022 | 73.44% |
Date | Value |
---|---|
March 31, 2022 | 73.44% |
February 28, 2022 | 73.44% |
January 31, 2022 | 73.44% |
December 31, 2021 | 73.44% |
November 30, 2021 | 73.44% |
October 31, 2021 | 73.44% |
September 30, 2021 | 73.44% |
August 31, 2021 | 74.48% |
July 31, 2021 | 74.48% |
June 30, 2021 | 74.48% |
May 31, 2021 | 74.48% |
April 30, 2021 | 74.48% |
March 31, 2021 | 74.48% |
February 28, 2021 | 74.48% |
January 31, 2021 | 74.48% |
December 31, 2020 | 74.48% |
November 30, 2020 | 74.48% |
October 31, 2020 | 77.38% |
September 30, 2020 | 86.80% |
August 31, 2020 | 86.80% |
July 31, 2020 | 86.80% |
June 30, 2020 | 87.07% |
May 31, 2020 | 87.07% |
April 30, 2020 | 87.07% |
March 31, 2020 | 87.07% |
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
73.39%
Minimum
Aug 2022
87.07%
Maximum
May 2019
77.51%
Average
73.44%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Fission Uranium Corp | 89.22% |
NexGen Energy Ltd | 81.00% |
Cameco Corp | 54.79% |
Radio Fuels Energy Corp | -- |
Madison Metals Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.15 |
Beta (5Y) | 1.878 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.92% |
Historical Sharpe Ratio (5Y) | 0.3872 |
Historical Sortino (5Y) | 0.9639 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.66% |