Denison Mines Corp (DML.TO)
3.28
-0.06
(-1.80%)
CAD |
TSX |
Nov 22, 11:50
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) | 1.867 |
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% |