Energy Fuels Inc (EFR.TO)
7.61
-0.04
(-0.52%)
CAD |
TSX |
May 03, 16:00
Energy Fuels Max Drawdown (5Y): 82.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.45% |
March 31, 2024 | 82.45% |
February 29, 2024 | 82.45% |
January 31, 2024 | 82.45% |
December 31, 2023 | 82.45% |
November 30, 2023 | 82.45% |
October 31, 2023 | 82.45% |
September 30, 2023 | 82.45% |
August 31, 2023 | 82.45% |
July 31, 2023 | 82.45% |
June 30, 2023 | 82.45% |
May 31, 2023 | 82.45% |
April 30, 2023 | 82.45% |
March 31, 2023 | 82.45% |
February 28, 2023 | 82.45% |
January 31, 2023 | 82.49% |
December 31, 2022 | 84.75% |
November 30, 2022 | 85.14% |
October 31, 2022 | 85.14% |
September 30, 2022 | 85.14% |
August 31, 2022 | 86.54% |
July 31, 2022 | 87.08% |
June 30, 2022 | 87.08% |
May 31, 2022 | 87.08% |
April 30, 2022 | 87.08% |
Date | Value |
---|---|
March 31, 2022 | 87.08% |
February 28, 2022 | 87.08% |
January 31, 2022 | 87.08% |
December 31, 2021 | 87.08% |
November 30, 2021 | 87.08% |
October 31, 2021 | 87.08% |
September 30, 2021 | 89.50% |
August 31, 2021 | 90.68% |
July 31, 2021 | 90.68% |
June 30, 2021 | 90.68% |
May 31, 2021 | 90.68% |
April 30, 2021 | 90.68% |
March 31, 2021 | 90.68% |
February 28, 2021 | 90.68% |
January 31, 2021 | 90.68% |
December 31, 2020 | 90.68% |
November 30, 2020 | 90.68% |
October 31, 2020 | 91.35% |
September 30, 2020 | 96.57% |
August 31, 2020 | 96.81% |
July 31, 2020 | 96.81% |
June 30, 2020 | 96.81% |
May 31, 2020 | 96.81% |
April 30, 2020 | 96.81% |
March 31, 2020 | 96.81% |
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
82.45%
Minimum
Feb 2023
96.81%
Maximum
May 2019
89.17%
Average
87.08%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Ur-Energy Inc | 67.32% |
enCore Energy Corp | 64.29% |
Denison Mines Corp | 73.39% |
NexGen Energy Ltd | 81.00% |
Cameco Corp | 54.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9119 |
Beta (5Y) | 1.588 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.12% |
Historical Sharpe Ratio (5Y) | 0.1283 |
Historical Sortino (5Y) | 0.2949 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.05% |