Denison Mines Corp (DNN)
2.03
+0.06
(+3.05%)
USD |
NYAM |
Apr 26, 16:00
2.025
0.00 (0.00%)
After-Hours: 20:00
Denison Mines Max Drawdown (5Y): 76.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 76.75% |
February 29, 2024 | 76.75% |
January 31, 2024 | 76.75% |
December 31, 2023 | 76.75% |
November 30, 2023 | 76.75% |
October 31, 2023 | 76.75% |
September 30, 2023 | 76.75% |
August 31, 2023 | 76.75% |
July 31, 2023 | 76.75% |
June 30, 2023 | 76.75% |
May 31, 2023 | 76.75% |
April 30, 2023 | 76.75% |
March 31, 2023 | 76.75% |
February 28, 2023 | 76.75% |
January 31, 2023 | 76.75% |
December 31, 2022 | 76.75% |
November 30, 2022 | 76.75% |
October 31, 2022 | 76.75% |
September 30, 2022 | 76.75% |
August 31, 2022 | 76.75% |
July 31, 2022 | 77.13% |
June 30, 2022 | 77.13% |
May 31, 2022 | 77.13% |
April 30, 2022 | 77.13% |
March 31, 2022 | 77.13% |
Date | Value |
---|---|
February 28, 2022 | 77.13% |
January 31, 2022 | 77.13% |
December 31, 2021 | 77.13% |
November 30, 2021 | 77.13% |
October 31, 2021 | 77.13% |
September 30, 2021 | 77.13% |
August 31, 2021 | 78.75% |
July 31, 2021 | 78.75% |
June 30, 2021 | 78.75% |
May 31, 2021 | 78.75% |
April 30, 2021 | 78.75% |
March 31, 2021 | 78.75% |
February 28, 2021 | 78.75% |
January 31, 2021 | 78.75% |
December 31, 2020 | 78.75% |
November 30, 2020 | 79.88% |
October 31, 2020 | 84.71% |
September 30, 2020 | 90.60% |
August 31, 2020 | 90.60% |
July 31, 2020 | 90.60% |
June 30, 2020 | 90.60% |
May 31, 2020 | 90.60% |
April 30, 2020 | 90.60% |
March 31, 2020 | 90.60% |
February 29, 2020 | 90.60% |
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
76.75%
Minimum
Aug 2022
90.60%
Maximum
Apr 2019
81.46%
Average
77.13%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Uranium Energy Corp | 87.15% |
Strata Power Corp | 99.65% |
FEC Resources Inc | 98.38% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.402 |
Beta (5Y) | 1.680 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.28% |
Historical Sharpe Ratio (5Y) | 0.3764 |
Historical Sortino (5Y) | 0.9122 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.14% |