Denison Mines Corp (DML.TO)
2.865
0.00 (0.00%)
CAD |
TSX |
Nov 05, 14:35
Denison Mines Max Drawdown (5Y): 73.39% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 73.39% |
| August 31, 2024 | 73.39% |
| July 31, 2024 | 73.39% |
| June 30, 2024 | 73.39% |
| May 31, 2024 | 73.39% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
76.19%
Average
73.44%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Cameco Corp | 54.79% |
| Fission Uranium Corp | 89.22% |
| NexGen Energy Ltd | 81.00% |
| Terra Clean Energy Corp | -- |
| Mustang Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.08 |
| Beta (5Y) | 1.868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.37% |
| Historical Sharpe Ratio (5Y) | 0.3897 |
| Historical Sortino (5Y) | 0.9516 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.58% |