enCore Energy Corp (EU.V)
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May 03, 16:00
enCore Energy Max Drawdown (5Y): 64.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.29% |
| March 31, 2024 | 64.29% |
| February 29, 2024 | 64.29% |
| January 31, 2024 | 64.29% |
| December 31, 2023 | 64.29% |
| November 30, 2023 | 64.29% |
| October 31, 2023 | 64.29% |
| September 30, 2023 | 64.29% |
| August 31, 2023 | 64.29% |
| July 31, 2023 | 64.29% |
| June 30, 2023 | 64.29% |
| May 31, 2023 | 64.29% |
| April 30, 2023 | 65.52% |
| March 31, 2023 | 68.97% |
| February 28, 2023 | 68.97% |
| January 31, 2023 | 72.22% |
| December 31, 2022 | 76.92% |
| November 30, 2022 | 80.00% |
| October 31, 2022 | 80.00% |
| September 30, 2022 | 82.54% |
| August 31, 2022 | 87.30% |
| July 31, 2022 | 87.30% |
| June 30, 2022 | 87.88% |
| May 31, 2022 | 90.12% |
| April 30, 2022 | 91.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.92% |
| February 28, 2022 | 91.92% |
| January 31, 2022 | 91.92% |
| December 31, 2021 | 91.92% |
| November 30, 2021 | 91.92% |
| October 31, 2021 | 91.92% |
| September 30, 2021 | 95.56% |
| August 31, 2021 | 96.11% |
| July 31, 2021 | 96.11% |
| June 30, 2021 | 96.11% |
| May 31, 2021 | 96.11% |
| April 30, 2021 | 96.11% |
| March 31, 2021 | 96.11% |
| February 28, 2021 | 97.78% |
| January 31, 2021 | 97.78% |
| December 31, 2020 | 98.33% |
| November 30, 2020 | 98.33% |
| October 31, 2020 | 98.90% |
| September 30, 2020 | 99.22% |
| August 31, 2020 | 99.37% |
| July 31, 2020 | 99.37% |
| June 30, 2020 | 99.52% |
| May 31, 2020 | 99.52% |
| April 30, 2020 | 99.52% |
| March 31, 2020 | 99.52% |
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
64.29%
Minimum
May 2023
99.68%
Maximum
May 2019
86.96%
Average
91.92%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Energy Fuels Inc | 82.45% |
| Ur-Energy Inc | 67.32% |
| Mega Uranium Ltd | 83.87% |
| Appia Rare Earths & Uranium Corp | 91.88% |
| Western Uranium & Vanadium Corp | 93.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 59.23 |
| Beta (5Y) | 1.184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.01% |
| Historical Sharpe Ratio (5Y) | 0.8761 |
| Historical Sortino (5Y) | 2.349 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.44% |