Denison Mines Corp (DML.TO)

2.79 +0.04 (+1.45%) CAD  |  TSX  |  Dec 23, 16:00
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Denison Mines Max Drawdown (5Y): 75.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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NexGen Energy Ltd 81.00%
Cameco Corp 58.92%
Fission Uranium Corp 90.67%
Terra Clean Energy Corp --
Mustang Energy Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 21.80
Beta (5Y) 1.888
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 73.97%
Historical Sharpe Ratio (5Y) 0.5443
Historical Sortino (5Y) 1.314
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.58%